| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 96 | 0.30 % | 0.11 % | 63.54 % | 5.14 % | -1.73 % | 0.70 % | -0.39 % | 0.30 % |
| next_trading_day% | 96 | -0.08 % | -0.05 % | 45.83 % | 3.72 % | -3.49 % | 0.66 % | -0.71 % | -0.08 % |
| t1_day_% | 96 | 0.22 % | 0.00 % | 50.00 % | 9.06 % | -3.04 % | 1.17 % | -0.73 % | 0.22 % |
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