| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 251 | 1.70 % | 0.00 % | 52.59 % | 139.78 % | -37.44 % | 5.76 % | -2.81 % | 1.70 % |
| next_trading_day% | 251 | 0.28 % | -0.62 % | 43.82 % | 67.10 % | -36.06 % | 7.03 % | -4.99 % | 0.28 % |
| t1_day_% | 251 | 1.88 % | -0.23 % | 47.81 % | 134.84 % | -60.00 % | 9.90 % | -5.45 % | 1.88 % |
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