1[2 {"id":"C1","text":"Mean daily changes in the 10-year yield do not differ detectably across weekdays (one-way ANOVA F=0.263, p=0.90).","results_keys":["anova_f_stat","anova_p_value","n_analysed"],"status":"supported","caveat":"Assumes equal variance and independence; volatility clustering not modelled."},3 {"id":"C2","text":"The Monday contrast is +0.050 bp with 95% Welch CI [-0.319, 0.420] bp, which includes zero.","results_keys":["effect_estimate","effect_ci_low","effect_ci_high"],"status":"supported","caveat":"Welch interval ignores serial dependence; effects below ~0.3 bp cannot be excluded."},4 {"id":"C3","text":"Out-of-sample (2010-2019) weekday-mean forecasts estimated on 2000-2009 do not beat the zero-change forecast (RMSE 4.884 vs 4.876 bp).","results_keys":["model_metric","baseline_metric","rmse_ratio_model_to_baseline","oos_dm_p_value"],"status":"supported","caveat":"Single split; the RMSE difference itself is not significant at 5% (p=0.063)."},5 {"id":"C4","text":"Overall conclusion: no detectable day-of-week effect.","results_keys":["conclusion"],"status":"supported","caveat":"Absence of evidence within the precision of a 20-year daily sample."}6]7