| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 6299 | 0.16 % | 0.12 % | 57.15 % | 27.78 % | -30.63 % | 1.21 % | -1.24 % | 0.16 % |
| next_trading_day% | 6299 | 0.03 % | 0.00 % | 50.26 % | 39.53 % | -25.81 % | 2.23 % | -2.19 % | 0.03 % |
| t1_day_% | 6299 | 0.19 % | 0.13 % | 52.37 % | 42.41 % | -35.23 % | 2.60 % | -2.46 % | 0.19 % |