| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 1016 | 0.19 % | 0.21 % | 60.24 % | 13.07 % | -7.51 % | 0.98 % | -1.03 % | 0.19 % |
| next_trading_day% | 1016 | 0.10 % | 0.07 % | 51.67 % | 10.49 % | -7.78 % | 1.56 % | -1.47 % | 0.10 % |
| t1_day_% | 1016 | 0.28 % | 0.18 % | 53.74 % | 16.17 % | -9.27 % | 1.94 % | -1.65 % | 0.28 % |
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