| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 251 | 0.83 % | 0.45 % | 62.95 % | 18.66 % | -16.98 % | 2.91 % | -2.69 % | 0.83 % |
| next_trading_day% | 251 | -0.77 % | -1.06 % | 44.22 % | 31.03 % | -21.33 % | 4.31 % | -4.81 % | -0.77 % |
| t1_day_% | 251 | 0.04 % | -0.20 % | 48.61 % | 41.27 % | -16.77 % | 5.47 % | -5.10 % | 0.04 % |
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