| Period | Observations | Avg % | Median % | Positive % | Max Gain | Max Loss | Avg Win % | Avg Loss % | Expected |
|---|---|---|---|---|---|---|---|---|---|
| overnight% | 1417 | 0.07 % | 0.07 % | 57.09 % | 5.14 % | -8.22 % | 0.43 % | -0.39 % | 0.07 % |
| next_trading_day% | 1417 | 0.01 % | 0.04 % | 52.72 % | 9.30 % | -6.37 % | 0.65 % | -0.70 % | 0.01 % |
| t1_day_% | 1417 | 0.08 % | 0.05 % | 53.42 % | 11.69 % | -5.22 % | 0.83 % | -0.77 % | 0.08 % |
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