Nasdaq 100 — NAS100 Seasonality & Best Time to Trade
When Nasdaq 100 — NAS100 is most volatile and how it has moved by month and weekday, measured from daily candles across broker feeds.
By day of week
| Day | Avg daily range | Avg return |
|---|---|---|
| Mon | 1.59% | 0.375% |
| Tue | 1.77% | -0.037% |
| Wed | 1.83% | 0.130% |
| Thu | 1.96% | -0.063% |
| Fri | 1.86% | -0.049% |
Monthly figures below are based on limited history (n=6 per month) — directional, not a strong seasonal signal. Day-of-week is well-sampled.
By month
| Month | Avg daily range | Avg return | Years |
|---|---|---|---|
| Jan | 1.44% | 3.60% | 3 |
| Feb | 1.84% | -2.70% | 3 |
| Mar | 2.19% | 0.85% | 3 |
| Apr | 1.51% | 9.88% | 3 |
| May | 1.51% | 5.48% | 5 |
| Jun | 1.76% | 3.36% | 5 |
| Jul | 1.48% | -0.30% | 5 |
| Aug | 1.48% | 0.28% | 6 |
| Sep | 1.40% | -1.19% | 4 |
| Oct | 1.82% | 2.43% | 4 |
| Nov | 1.77% | 2.70% | 4 |
| Dec | 1.39% | -2.56% | 4 |
Range = average high−low as % of price; return = average change over the period. Real measured market behaviour of the instrument, straight from broker price feeds.