| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 113 | 0.02 % | -0.02 % | 47.79 % | 2.26 % | -2.18 % | 0.60 % | -0.50 % | 0.02 % |
| next_trading_day% | 113 | 0.28 % | 0.22 % | 61.95 % | 2.96 % | -2.32 % | 0.91 % | -0.73 % | 0.28 % |
| t1_day_% | 113 | 0.31 % | 0.33 % | 58.41 % | 3.59 % | -2.37 % | 1.14 % | -0.87 % | 0.31 % |
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