| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 4946 | 0.04 % | 0.04 % | 53.90 % | 5.42 % | -5.52 % | 0.55 % | -0.56 % | 0.04 % |
| next_trading_day% | 4946 | 0.00 % | 0.00 % | 50.57 % | 10.83 % | -7.11 % | 0.50 % | -0.51 % | 0.00 % |
| t1_day_% | 4946 | 0.04 % | 0.05 % | 53.23 % | 11.29 % | -8.78 % | 0.77 % | -0.80 % | 0.04 % |