Chainlink (LINK) Returns by Hour, Weekday & Session
When has Chainlink tended to rise or fall? Average returns by hour of day (UTC), weekday and trading session, measured on Binance spot LINKUSDT hourly closes from 29 Sep 2025 to 29 Sep 2026. Seasonality in the past is not a forecast: most of these differences are small next to an hour's normal move.
Over 8,760 hourly returns since 29 Sep 2025, Chainlink's strongest UTC hour on average was 11:00 (+0.054%, up 49.9% of the time) and its weakest 23:00 (-0.069%); the best hour's edge is within the noise once you allow for picking the best of 24 hours (t = 1.7). By UTC day, Monday averaged the most (+0.85%) and Thursday the least (-0.79%), over 364 days. Weekends are quieter: the average weekend day ranged 3.66% against 4.98% on weekdays (26% less). Of the trading sessions, the Asia session lost the least in total (-13.5% cumulative over 261 weekdays).
The sessions overlap (Asia and Europe share an hour or two, Europe and the US two to three), so their returns don't add up to the day's. Cumulative is every session's return compounded over the window.
Chainlink weekend vs weekday volatility
UTC days
Days
Avg |daily return|
Avg daily range
Avg |hourly return|
Days
Weekdays (Mon–Fri)
3.03%
4.98%
0.550%
260
Weekend (Sat–Sun)
1.94%
3.66%
0.427%
104
Range is the highest over the lowest hourly close of a UTC day (days with at least 20 stored hours).
Chainlink hour × weekday heatmap
Mean hourly return in basis points (1 bp = 0.01%) · UTC
Day
00
01
02
03
04
05
06
07
08
09
10
11
12
13
14
15
16
17
18
19
20
21
22
23
Mon
+5.1
-2.7
+19.3
-3.8
+2.3
+1.1
+6.4
-1.4
+7.2
+15.1
+0.5
+13.2
+17.2
-4.9
+8.8
-13.7
+16.3
+12.6
-9.1
+7.2
+0.7
+3.3
-3.5
-9.1
Tue
+0.0
-13.7
-17.4
-0.6
-12.0
-14.0
-9.3
-6.4
-2.4
-3.7
+7.7
+3.4
+3.1
-16.6
+3.8
+37.9
-0.3
-24.6
-5.1
-2.3
+9.6
-12.7
+16.1
-2.4
Wed
+1.0
+12.1
+4.1
-9.2
+9.6
-5.8
+9.6
+5.8
+10.3
+0.7
-13.1
+3.4
-4.5
-5.7
-25.2
-12.1
-9.3
+16.2
-5.1
+8.4
+6.6
+11.6
-12.7
-2.3
Thu
-12.0
-5.4
-8.3
-8.3
+9.7
+0.2
+6.9
-3.4
-4.8
-8.3
-6.1
+2.3
+5.4
-13.5
-13.5
-6.9
-12.2
-3.4
+1.9
-7.4
-7.3
+17.5
+2.9
-4.8
Fri
+8.0
+14.5
-17.9
+17.6
-0.8
+3.9
-14.7
+3.7
+12.6
-11.5
-9.2
-2.6
-1.8
+6.5
-0.5
-10.5
+21.3
-3.4
-19.3
+18.3
-12.1
-18.0
+2.3
-10.9
Sat
+15.7
+8.1
+23.5
-11.0
-11.6
-11.6
-18.4
-2.5
-4.5
-1.7
+0.8
+8.7
+8.5
-1.8
+6.8
+7.6
+9.5
-7.9
+2.8
-3.0
+2.6
+0.1
-3.7
-7.2
Sun
-13.0
+7.5
-2.1
+7.1
-0.4
+6.4
-2.1
+11.3
-1.9
+10.2
-10.8
+9.3
-8.2
-1.2
-8.5
+14.7
+3.1
-9.0
+5.1
-7.0
-0.1
-3.8
+18.1
-11.7
How to read it. Mean and median are average hourly (or daily, or session) returns; % up is the share that closed higher; Avg |move| is the average size of the move either way. The best of 24 hours will look good by luck alone, so an hour needs a |t-stat| of about 3.1 or more (about 2.7 for the best of 7 weekdays) before its average is distinguishable from zero; |t| of 2 is not enough here. Returns are only counted where both closes are stored: 0 missing hours in this window were skipped, not bridged. See also Chainlink monthly returns.
Source: Binance spot LINKUSDT hourly candles (public API). Past seasonality is not a forecast. Not financial advice.
Chainlink seasonality FAQ
What is the best time of day to buy Chainlink?
The tables show which UTC hours and weekdays have had the highest and lowest average return in the data, with the share of hours that closed up and a t-statistic. Most hourly differences are tiny (hundredths of a percent) and within the noise. Because the best of 24 hours is picked after the fact, a single hour needs |t| of about 3.1 or more (a Bonferroni correction for 24 comparisons; about 2.7 for the best of 7 weekdays) before it counts as more than luck. Past seasonality is not a forecast.
How are the returns calculated?
From Binance spot USDT hourly candles: each hour's return is the log change from the previous hour's close to its own close, and each weekday's return from one UTC-day close (the 23:00 candle) to the next. A return is only counted when both closes are stored; Binance skips the odd hour for maintenance, and those gaps are left out rather than bridged. Percentages are converted back to simple returns for display.
What are the trading sessions?
Asia is 00:00–08:00 UTC; Europe 07:00–16:00 London time (06:00–15:00 UTC in British Summer Time); the US is the NYSE session, 09:30–16:00 New York time, measured 09:00–16:00 because the candles are hourly (13:00–20:00 UTC in US daylight time, 14:00–21:00 otherwise). The sessions overlap, so their returns do not add up to the day's. Weekdays only; exchange holidays are not taken out.
Is crypto more volatile on weekends?
The weekend table compares the average absolute daily return, the average intraday range (highest over lowest hourly close in a UTC day) and the average absolute hourly return on Saturdays and Sundays with Monday to Friday.