| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 5667 | 0.06 % | 0.07 % | 57.26 % | 9.92 % | -9.08 % | 0.51 % | -0.55 % | 0.06 % |
| next_trading_day% | 5667 | -0.02 % | 0.03 % | 51.60 % | 10.05 % | -10.17 % | 0.89 % | -0.98 % | -0.02 % |
| t1_day_% | 5667 | 0.04 % | 0.10 % | 53.50 % | 9.15 % | -13.27 % | 1.06 % | -1.13 % | 0.04 % |
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