| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 1154 | 0.12 % | 0.11 % | 55.89 % | 16.92 % | -13.01 % | 1.01 % | -1.02 % | 0.12 % |
| next_trading_day% | 1154 | -0.13 % | -0.09 % | 47.66 % | 5.40 % | -10.68 % | 0.85 % | -1.03 % | -0.13 % |
| t1_day_% | 1154 | -0.02 % | 0.00 % | 50.26 % | 10.37 % | -12.69 % | 1.49 % | -1.54 % | -0.02 % |
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