Time Data Mining (TD)

NAS100 — Green / Red Time Data Mining (TD)

Seasonality and intraday bias of the NASDAQ-100 (US100). Green = candle close > open.

Last updated 25 Sept 2026

Source: Yahoo ^NDX (monthly/weekly/daily, 42y, auto-refreshed daily) · FxPro #USNDAQ100 + Pepperstone NAS100 (server time)

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NAS100Monthly/weekly/daily 41y · H1 12.5y · M15 4.2y · M5 8mo1985-10 → 2026-0842+ years158,000 bars

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Weekly Plan — Sep 28 - Oct 2 2026

Day-by-day signals from 41 years of NASDAQ-100 data (1986-2026): month-by-weekday green odds, first/last-trading-day-of-month effects, and US market holidays. Auto-refreshed every Friday 22:00 (GMT+7).

Mon Sep 28

WAIT

50%

Sep Mondays: 50% green

Tue Sep 29

WAIT

49.1%

Sep Tuesdays: 49.1% green

Wed Sep 30

🔒 LOCKED

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Thu Oct 1

🔒 LOCKED

🔒

Fri Oct 2

🔒 LOCKED

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Sep by weekday — green candle odds (41 yrs)

Monday50%
Tuesday49.1%
Wednesday🔒
Thursday🔒
Friday🔒

Highlights

The standout green and red edges across the study.

Greenest month

Jul 82%

▲ 18/22 years green (22y)

Best weekday

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Members only

Strongest hour

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Members only

Weakest month

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Members only

Worst avg return

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Members only

Method & data

Green candle = close > open. Daily seasonality (sections 1, 2, 6) — Yahoo ^NDX, 22 years (Jan 2005 – Aug 2026, 5,468 trading days). Intrad… 🔒 Unlock to read the rest.

The TD framework

Time Data Mining (TD) dimensions, as used across this page: Big TD - the higher-timeframe clock: week-of-month, weekday, the pre-US 4h bloc… 🔒 Unlock to read the rest.

1) Monthly bias — 22 years

Green = monthly close > monthly open.

MonthGreen %Red %Green yrsAvg return
Jan59%41%13 / 22+0.31%
Feb36%64%8 / 22+0.11%
Mar🔒🔒🔒🔒
Apr🔒🔒🔒🔒
May🔒🔒🔒🔒
Jun🔒🔒🔒🔒
Jul🔒🔒🔒🔒
Aug🔒🔒🔒🔒
Sep🔒🔒🔒🔒
Oct🔒🔒🔒🔒
Nov🔒🔒🔒🔒
Dec🔒🔒🔒🔒

TOP 3 green: Jul 82% · Nov 71% · Apr 68%. TOP 3 red: Feb 64% · Jun 55% · Dec 43%. By average return: best Jul +3.08%/mo, worst Sep -0.15%/mo. Negative average return: Sep -0.15% · Dec -0.07%.

1b) Monthly green % across lookbacks

Same monthly stat computed on five windows of Yahoo ^NDX history (to Aug 2026). Green = monthly close > open.

Month4y10y20y26y41y
Jan100%80%60%58%68%
Feb25%30%40%35%46%
Mar🔒🔒🔒🔒🔒
Apr🔒🔒🔒🔒🔒
May🔒🔒🔒🔒🔒
Jun🔒🔒🔒🔒🔒
Jul🔒🔒🔒🔒🔒
Aug🔒🔒🔒🔒🔒
Sep🔒🔒🔒🔒🔒
Oct🔒🔒🔒🔒🔒
Nov🔒🔒🔒🔒🔒
Dec🔒🔒🔒🔒🔒

Robust across every window: February is the reddest month in ALL five lookbacks. The 4y column has tiny samples (n=3-4) - treat as recent trend only. The 22-year table above uses a 2005-start window, hence small differences.

2) Weekday bias — 22 years

Daily candle, Monday–Friday.

DayGreen %Red %n days
Monday56.2%43.8%1,024
Tuesday54.6%45.4%1,123
Wednesday🔒🔒🔒
Thursday🔒🔒🔒
Friday🔒🔒🔒

Greenest: Mon → Tue → Thu. Reddest: Fri → Wed → Thu. Every weekday leans green overall.

2b) Weekday bias - window matters

The same weekday stat on the recent 22-year window vs the full 42-year history. Both verified from the same raw feed.

Day22y green %42y green %
Monday56.2%53.5%
Tuesday54.6%53.1%
Wednesday🔒🔒
Thursday🔒🔒
Friday🔒🔒

Monday leads the modern era (2005+); Wednesday leads the full history (Wednesday was very strong pre-2005). In April + July specifically, Wednesday is the clear winner at 60.1% green. Friday is the weakest day in both windows.

3) Session blocks — server time, 4.2 years

Block green = close of last M15 in block > open of first.

Block (server)Green %Red %n days
17:00 – 21:0054.9%45.1%1,092
21:00 – 24:0051.1%48.9%1,051

The US-session block 17–21 is clearly greener; the late block 21–24 is close to a coin flip.

4) Hourly green % — 17:00–21:00 (server)

Hourly candle, ranked by green probability.

20:0055.7%n=1,053
18:0055.4%n=1,092
19:00🔒
17:00🔒

5) M15 green % — 17:00–21:00 (server)

Green % per 15-min candle, in order. Note the 17:45 dip vs the 18:00 / 18:30 strength.

17:0051.7%
17:1551.6%
17:30🔒
17:45🔒
18:00🔒
18:15🔒
18:30🔒
18:45🔒
19:00🔒
19:15🔒
19:30🔒
19:45🔒
20:00🔒
20:15🔒
20:30🔒
20:45🔒

The short version

Best hour

18:00

▲ 55.7% green — greenest in the 12.5y H1 data

Worst candle

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Members only

Late cycle 21–24

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Members only

Streaks

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Members only

5b) H1 candles — 17:00–24:00 cycles (12.5 years, server time)

Hourly candle green/red odds over 2014–2026 (~2,700–2,800 samples per hour). The deepest broker server-time hourly history available.

HourCycleGreen %Red %n
17:0017–2151.9%47.9%2,804
18:0017–2155.7%44.1%2,805
19:00🔒🔒🔒🔒
20:00🔒🔒🔒🔒
21:00🔒🔒🔒🔒
22:00🔒🔒🔒🔒
23:00🔒🔒🔒🔒

18:00 is the greenest hour in this 12.5-year H1 view (55.7%); the shorter 4.2-year M15 view crowns 20:00. 17:00 and 22:00 are the most red-leaning (47.9%) — but neither is a true sell hour. The 21–24 cycle is uniformly weaker than 17–21.

5c) M15 green % — 21:00–24:00 (server, 4.2 yrs)

The late cycle is mostly a coin flip; only 22:45 shows a mild green edge, and everything after 23:00 leans slightly red.

21:0049.1%red-leaning
21:1550.4%
21:30🔒
21:45🔒
22:00🔒
22:15🔒
22:30🔒
22:45🔒
23:00🔒
23:15🔒
23:30🔒
23:45🔒

5d) How long do green / red runs last? (H1, 12.5 yrs)

Consecutive same-color hourly candles, full history 2014–2026 (~14,700 runs per color).

Avg green run

2.07 hrs

▲ median 2 · max 16

Avg red run

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Members only

Runs lasting 4+ hrs

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Members only

P(same color next hour)

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Members only

Streak takeaway

Green run distribution: 1 hr 48%, 2 hrs 25%, 3 hrs 14%, 4+ hrs 14%. Red: 1 hr 53%, 2 hrs 26%, 4+ hrs 10%. After any number of same-color ho… 🔒 Unlock to read the rest.

6) July by week-of-month — 22 years

Which part of the strongest month carries the green.

WeekDaysGreen %Red %Green yrs
Week 11–768%32%15 / 22
Week 28–1473%27%16 / 22
Week 3🔒🔒🔒🔒
Week 4🔒🔒🔒🔒
Week 5🔒🔒🔒🔒

Early-to-mid July (W1–W2) is strongest; the last days (W5) flip red.

6b) Week-of-month - all months (weekly candles, 42y)

Weekly candles bucketed by the calendar week the candle starts in (W1 = starts on day 1-7 ... W5 = starts on day 29-31).

WeekGreen %Avg returnn weeks
W1 (1-7)56.5%+0.25%492
W2 (8-14)55.9%+0.40%492
W3 (15-21)🔒🔒🔒
W4 (22-28)🔒🔒🔒
W5 (29-31)🔒🔒🔒

All-months view: W5 is greenest (small n - weeks rarely start on day 29-31) and W3 is softest. This does NOT contradict the July table above: that one slices July daily data by date range, where July's W5 (29-31) flips red. Scope matters. April + July weekly candles crown W2 (59.8%).

7) Green % — weekday × session block (server, 4.2y)

Each cell = share of days that block closed green. Monday is greenest in every block.

MonTueWedThuFri
04:00–12:0055.855.75354.351.6
12:00–15:305949.35355.754.6
15:30–17:00
44%60%

8) Pre-US block - 4h candles anchored at 01:00 (server)

The 01:00-15:30 stretch sliced into 4h candles starting at 01:00, built from Pepperstone NAS100 M15 (4.2y). MT5 native H4 is midnight-anchored, so these are synthetic.

BlockAll monthsApr + Jul
01:00-05:0054.2%49.2%
05:00-09:0053.0%55.5%
09:00-13:00🔒🔒
13:00-15:30🔒🔒

All-months: the overnight 01:00 block is greenest. In April + July the pattern flips - 01:00 turns red-leaning and 05:00 (Asia morning) leads at 55.5%.

9) M15 green % - 15:30-17:00 (US pre-open ramp, server)

The 90 minutes into the US cash open (~16:30 server). Pepperstone M15, 4.2 years. Mostly coin-flip - the edge lives later, at 18:00.

15:3050.3%
15:4549.5%
16:00🔒
16:15🔒
16:30🔒
16:45🔒

10) April + July - Super TD (TOP 3 per dimension)

The two strongest months only. TOP 3 greenest and TOP 3 reddest per dimension. Q1-3 from Yahoo ^NDX (41y); intraday from Pepperstone NAS100 server time (H1 12.5y, M15 4.2y).

DimensionTOP 3 greenTOP 3 red
MonthJul 65.9% · Apr 61.0%-
Week of monthW2 59.8% · W1 54.9% · W4 54.3%W3 49.4% · W5 46.4% · W4 45.7% red
Weekday🔒🔒
Pre-US 4h block🔒🔒
M15 15:30-17:00🔒🔒
H4 evening🔒🔒
H1 17:00-24:00🔒🔒
M15 17:00-24:00🔒🔒

18:00 gets even stronger in Apr+Jul (59.3% vs 56.6% all-year) and the 17:45 red dip deepens (58.2% red vs 54.8%). M5 slots are omitted - only ~28 Apr+Jul samples exist, too noisy to rank.

Note

Historical frequencies, not predictions. Daily/weekly/monthly windows now reach back up to 41 years (Yahoo ^NDX); intraday windows cover 12.… 🔒 Unlock to read the rest.

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