| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 4195 | 0.06 % | 0.07 % | 54.71 % | 11.08 % | -13.59 % | 0.97 % | -1.05 % | 0.06 % |
| next_trading_day% | 4195 | -0.02 % | 0.00 % | 50.51 % | 10.80 % | -13.96 % | 0.87 % | -0.94 % | -0.02 % |
| t1_day_% | 4195 | 0.03 % | 0.08 % | 53.56 % | 14.42 % | -17.99 % | 1.31 % | -1.44 % | 0.03 % |
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