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Everyone has a theory about Mondays. Your journal can test yours.

Method:

• Filter trades by weekday.
• For each day, compute average R per trade and trade count.
• Also compare the first-hour range on Mondays with other days.
• Separately mark Mondays after a weekend gap.

How to read it, with a worked example. Suppose Mondays show +0.05R per trade and the rest of the week +0.14R. That looks meaningful, but with a typical standard deviation of about 1R per trade, you need a few hundred Monday trades before a gap of 0.09R is clearly more than noise. With 18 months of data you may have that; with three months you don't.

Plausible reasons Monday could differ: smaller first-hour ranges as positions are rebuilt, and gaps after weekend news, which distort levels from Friday.

If the gap holds up, the adjustment is usually mild: half size on Mondays and an earlier stop time, rather than skipping the day.

One more check: is it Monday, or is it your strategy? Split by setup too. A breakout setup may suffer on quiet Mondays while a range setup doesn't.

Has anyone looked at Monday versus the rest of the week?

I ran this split on my own journal last month and got a smaller gap than your example but in the same direction. Across about 14 months, my Monday trades averaged roughly +0.08R and the other days about +0.12R. With only a couple of hundred Monday trades, I honestly can't call that difference real yet.

Splitting by setup was more useful. My breakout trades were noticeably worse on Mondays, while my pullback entries were about the same as any other day. That fits the smaller first-hour range idea, because breakouts need the session to actually expand, and Monday London often just drifts until the US data later in the week.

So rather than cutting size on the whole day, I just skip breakout setups on Monday mornings and trade pullbacks as normal. It's a narrow rule, it's easy to follow, and it doesn't throw away the trades that were working. I'll recheck it once I have another six months of data.