| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 4648 | 0.07 % | 0.09 % | 58.35 % | 5.58 % | -10.54 % | 0.52 % | -0.57 % | 0.07 % |
| next_trading_day% | 4648 | -0.03 % | 0.04 % | 51.27 % | 8.75 % | -10.26 % | 0.88 % | -1.00 % | -0.03 % |
| t1_day_% | 4648 | 0.03 % | 0.09 % | 53.51 % | 10.46 % | -13.53 % | 1.05 % | -1.14 % | 0.03 % |
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