| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 3195 | 0.14 % | 0.09 % | 56.15 % | 16.47 % | -12.53 % | 1.03 % | -0.98 % | 0.14 % |
| next_trading_day% | 3195 | -0.12 % | -0.15 % | 47.04 % | 27.45 % | -20.98 % | 1.49 % | -1.55 % | -0.12 % |
| t1_day_% | 3195 | 0.02 % | 0.00 % | 50.02 % | 16.27 % | -17.10 % | 1.92 % | -1.87 % | 0.02 % |
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