| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 100 | 1.63 % | 0.50 % | 65.00 % | 48.79 % | -14.38 % | 3.67 % | -2.15 % | 1.63 % |
| next_trading_day% | 100 | 0.28 % | 1.08 % | 58.00 % | 25.57 % | -28.92 % | 5.25 % | -6.57 % | 0.28 % |
| t1_day_% | 100 | 1.80 % | 0.98 % | 58.00 % | 41.21 % | -30.77 % | 7.11 % | -5.52 % | 1.80 % |
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