BX - Detail Report

Quick Overview

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ Lower (68.27%)	1σ Upper	2σ Lower (95.45%)	2σ Upper
Daily	2.81%	2.78%	2.46%	3.29%	2.95%	3.00%	105.73	112.15	102.66	115.50
Weekly	6.14%	7.23%	6.20%	7.99%	6.49%	6.61%	102.05	116.19	95.64	123.97
Monthly	10.87%	16.51%	11.80%	17.39%	13.50%	13.76%	95.14	124.63	83.12	142.65
Quarterly	22.04%	29.44%	24.06%	30.93%	23.39%	23.83%	86.18	137.58	68.21	173.83
Annual	—	—	—	—	46.78%	47.67%	68.21	173.83	42.73	277.51
Option Time Horizon	—	—	—	—	17.66%	17.99%	91.27	129.92	76.50	155.00

Calculation Notes: Computed at 2026-03-23T16:32 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $108.89 | Strike (K): $110.00 (first OTM call ≥ spot) | Observed Mid-Price: $7.0750 (Bid $6.7000 / Ask $7.4500) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 4.29% | Binomial IV (Annual): 46.78% (CRR binomial tree, American, n=20 steps) | BS IV: 46.78% (European Black-Scholes) | Yahoo IV (Annual): 47.67% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2026-02-09	$1.4900
2025-11-03	$1.2900
2025-08-04	$1.0300
2025-04-28	$0.9300
2025-02-10	$1.4400
2024-10-28	$0.8600
2024-07-29	$0.8200
2024-04-26	$0.8300
2024-02-02	$0.9400
2023-10-27	$0.8000
2023-07-28	$0.7900
2023-04-28	$0.8200
2023-02-03	$0.9100
2022-10-28	$0.9000
2022-07-29	$1.2700
2022-04-29	$1.3200
2022-02-04	$1.4500
2021-10-29	$1.0900
2021-07-30	$0.7000
2021-04-30	$0.8200
2021-02-05	$0.9600
2020-11-06	$0.5400
2020-07-31	$0.3700
2020-05-01	$0.3900
2020-02-07	$0.6100
2019-11-01	$0.4900
2019-07-26	$0.4800
2019-04-26	$0.3700
2019-02-08	$0.5800
2018-10-26	$0.6400
2018-07-27	$0.5800
2018-04-27	$0.3500
2018-02-09	$0.8500
2017-10-27	$0.4400
2017-07-27	$0.5400
2017-04-27	$0.8700
2017-02-02	$0.4700
2016-11-03	$0.4100
2016-07-28	$0.3600
2016-04-28	$0.2800
2016-02-04	$0.6100
2015-10-22	$0.4900
2015-07-23	$0.7262
2015-04-23	$0.8734
2015-02-05	$0.7655
2014-10-23	$0.4318
2014-07-24	$0.5397
2014-04-24	$0.3435
2014-02-06	$0.5692
2013-10-24	$0.2257
2013-07-25	$0.2257
2013-04-25	$0.2944
2013-02-07	$0.4122
2012-11-13	$0.0981
2012-08-13	$0.0981
2012-05-11	$0.0981
2012-03-13	$0.2159
2011-11-10	$0.0981
2011-08-11	$0.0981
2011-05-12	$0.1963
2011-03-11	$0.3140
2010-11-10	$0.0981
2010-08-11	$0.0981
2010-05-12	$0.0981
2010-03-11	$0.2944
2009-11-25	$0.2944
2009-08-27	$0.2944
2009-05-27	$0.2944
2008-11-25	$0.2944
2008-08-27	$0.2944
2008-05-28	$0.2944
2008-03-27	$0.2944
2007-11-28	$0.2944

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.86. Further, an Excess Kurtosis of 19.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.33%	36	0.76%	0.76%
-8.33% to -6.23%	37	0.78%	1.55%
-6.23% to -4.12%	136	2.88%	4.43%
-4.12% to -2.02%	486	10.31%	14.74%
-2.02% to 0.08%	1676	35.54%	50.28%
0.08% to 2.19%	1673	35.47%	85.75%
2.19% to 4.29%	455	9.65%	95.40%
4.29% to 6.39%	139	2.95%	98.35%
6.39% to 8.50%	46	0.98%	99.32%
Greater than 8.50%	32	0.68%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.72%	2.89%	80.79%	68.27%
±2σ	-5.53%	5.69%	95.61%	95.45%
±3σ	-8.33%	8.50%	98.56%	99.73%

Descriptive Statistics

Mean	0.084%
Standard Error	0.041%
Median	0.073%
Mode	0.000%
Standard Deviation	2.805%
Sample Variance	7.866%
Kurtosis	19.07
Skewness	0.86
Range	69.697%
Minimum	-31.417%
Maximum	38.280%
Count	4716

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.851%	2424	51.40%	0.951%
Negative	-1.819%	2248	47.67%	-0.867%
Zero	0.000%	44	0.93%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.22%
20	1 Month	4.77%
60	1 Quarter	3.98%
250	1 Year	3.36%
750	3 Years	2.98%
1,250	5 Years	3.29%
2,500	10 Years	2.99%
5,000	20 Years	3.52%
12,500	50 Years	3.52%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.11. Further, an Excess Kurtosis of 50.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.99%	0	0.00%	0.00%
-4.99% to -2.90%	0	0.00%	0.00%
-2.90% to -0.81%	0	0.00%	0.00%
-0.81% to 1.27%	336	7.12%	7.12%
1.27% to 3.36%	2827	59.93%	67.06%
3.36% to 5.45%	988	20.95%	88.00%
5.45% to 7.54%	312	6.61%	94.62%
7.54% to 9.62%	112	2.37%	96.99%
9.62% to 11.71%	52	1.10%	98.09%
Greater than 11.71%	90	1.91%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.58%	6.14%	91.10%	68.27%
±2σ	-2.20%	8.93%	96.54%	95.45%
±3σ	-4.99%	11.71%	98.09%	99.73%

Descriptive Statistics

Mean	3.362%
Standard Error	0.041%
Median	2.648%
Mode	2.759%
Standard Deviation	2.783%
Sample Variance	7.744%
Kurtosis	50.94
Skewness	5.11
Range	54.068%
Minimum	0.554%
Maximum	54.622%
Count	4717

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.362%	4717	100.00%	3.362%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.35. Further, an Excess Kurtosis of 38.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.30%	35	0.74%	0.74%
-7.30% to -5.46%	36	0.76%	1.51%
-5.46% to -3.61%	118	2.50%	4.01%
-3.61% to -1.76%	479	10.15%	14.16%
-1.76% to 0.08%	1757	37.25%	51.41%
0.08% to 1.93%	1593	33.77%	85.18%
1.93% to 3.77%	487	10.32%	95.51%
3.77% to 5.62%	134	2.84%	98.35%
5.62% to 7.46%	36	0.76%	99.11%
Greater than 7.46%	42	0.89%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.38%	2.54%	81.70%	68.27%
±2σ	-4.84%	5.00%	96.04%	95.45%
±3σ	-7.30%	7.46%	98.37%	99.73%

Descriptive Statistics

Mean	0.081%
Standard Error	0.036%
Median	0.030%
Mode	0.000%
Standard Deviation	2.461%
Sample Variance	6.059%
Kurtosis	38.51
Skewness	1.35
Range	71.671%
Minimum	-23.795%
Maximum	47.876%
Count	4717

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.648%	2380	50.46%	0.832%
Negative	-1.546%	2289	48.53%	-0.750%
Zero	0.000%	48	1.02%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.38. Further, an Excess Kurtosis of 6.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.00%	5	0.51%	0.51%
-18.00% to -13.39%	10	1.02%	1.53%
-13.39% to -8.79%	32	3.27%	4.81%
-8.79% to -4.19%	110	11.25%	16.05%
-4.19% to 0.41%	339	34.66%	50.72%
0.41% to 5.02%	325	33.23%	83.95%
5.02% to 9.62%	105	10.74%	94.68%
9.62% to 14.22%	34	3.48%	98.16%
14.22% to 18.82%	9	0.92%	99.08%
Greater than 18.82%	9	0.92%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.72%	6.55%	76.79%	68.27%
±2σ	-11.86%	12.69%	94.38%	95.45%
±3σ	-18.00%	18.82%	98.57%	99.73%

Descriptive Statistics

Mean	0.414%
Standard Error	0.196%
Median	0.358%
Mode	0.282%
Standard Deviation	6.137%
Sample Variance	37.663%
Kurtosis	6.02
Skewness	0.38
Range	76.674%
Minimum	-32.432%
Maximum	44.242%
Count	978

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.312%	527	53.88%	2.324%
Negative	-4.160%	449	45.91%	-1.910%
Zero	0.000%	2	0.20%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	9.84%
12	1 Quarter	9.76%
52	1 Year	8.07%
156	3 Years	7.13%
260	5 Years	7.99%
520	10 Years	7.10%
1,040	20 Years	8.29%
2,600	50 Years	8.29%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.60. Further, an Excess Kurtosis of 41.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.91%	0	0.00%	0.00%
-12.91% to -7.49%	0	0.00%	0.00%
-7.49% to -2.07%	0	0.00%	0.00%
-2.07% to 3.35%	88	8.99%	8.99%
3.35% to 8.77%	561	57.30%	66.29%
8.77% to 14.19%	212	21.65%	87.95%
14.19% to 19.61%	58	5.92%	93.87%
19.61% to 25.03%	29	2.96%	96.83%
25.03% to 30.45%	15	1.53%	98.37%
Greater than 30.45%	16	1.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.54%	16.00%	90.50%	68.27%
±2σ	-5.68%	23.22%	96.22%	95.45%
±3σ	-12.91%	30.45%	98.37%	99.73%

Descriptive Statistics

Mean	8.769%
Standard Error	0.231%
Median	6.862%
Mode	7.143%
Standard Deviation	7.226%
Sample Variance	52.208%
Kurtosis	41.04
Skewness	4.60
Range	104.570%
Minimum	1.535%
Maximum	106.105%
Count	979

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.769%	979	100.00%	8.769%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.07. Further, an Excess Kurtosis of 8.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.37%	5	0.51%	0.51%
-18.37% to -13.72%	8	0.82%	1.33%
-13.72% to -9.07%	32	3.27%	4.60%
-9.07% to -4.43%	114	11.64%	16.24%
-4.43% to 0.22%	369	37.69%	53.93%
0.22% to 4.87%	296	30.23%	84.17%
4.87% to 9.51%	106	10.83%	94.99%
9.51% to 14.16%	26	2.66%	97.65%
14.16% to 18.81%	11	1.12%	98.77%
Greater than 18.81%	12	1.23%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.98%	6.42%	79.26%	68.27%
±2σ	-12.17%	12.61%	95.20%	95.45%
±3σ	-18.37%	18.81%	98.26%	99.73%

Descriptive Statistics

Mean	0.220%
Standard Error	0.198%
Median	-0.191%
Mode	0.000%
Standard Deviation	6.196%
Sample Variance	38.390%
Kurtosis	8.65
Skewness	1.07
Range	80.521%
Minimum	-32.521%
Maximum	48.000%
Count	979

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.658%	464	47.40%	2.208%
Negative	-3.815%	510	52.09%	-1.987%
Zero	0.000%	5	0.51%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.02. Further, an Excess Kurtosis of 2.35 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -30.99%	1	0.44%	0.44%
-30.99% to -22.84%	3	1.33%	1.78%
-22.84% to -14.68%	9	4.00%	5.78%
-14.68% to -6.53%	29	12.89%	18.67%
-6.53% to 1.63%	66	29.33%	48.00%
1.63% to 9.78%	75	33.33%	81.33%
9.78% to 17.94%	31	13.78%	95.11%
17.94% to 26.09%	8	3.56%	98.67%
26.09% to 34.25%	1	0.44%	99.11%
Greater than 34.25%	2	0.89%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.24%	12.50%	72.00%	68.27%
±2σ	-20.12%	23.37%	96.00%	95.45%
±3σ	-30.99%	34.25%	98.67%	99.73%

Descriptive Statistics

Mean	1.628%
Standard Error	0.725%
Median	2.039%
Mode	-40.417%
Standard Deviation	10.873%
Sample Variance	118.219%
Kurtosis	2.35
Skewness	0.02
Range	89.288%
Minimum	-40.417%
Maximum	48.871%
Count	225

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.338%	133	59.11%	4.929%
Negative	-8.073%	92	40.89%	-3.301%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	17.69%
12	1 Year	15.55%
36	3 Years	15.39%
60	5 Years	17.39%
120	10 Years	15.62%
240	20 Years	17.62%
600	50 Years	17.62%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.06. Further, an Excess Kurtosis of 21.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -29.26%	0	0.00%	0.00%
-29.26% to -16.88%	0	0.00%	0.00%
-16.88% to -4.49%	0	0.00%	0.00%
-4.49% to 7.89%	15	6.64%	6.64%
7.89% to 20.27%	141	62.39%	69.03%
20.27% to 32.65%	48	21.24%	90.27%
32.65% to 45.03%	11	4.87%	95.13%
45.03% to 57.41%	6	2.65%	97.79%
57.41% to 69.79%	0	0.00%	97.79%
Greater than 69.79%	5	2.21%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.76%	36.78%	92.04%	68.27%
±2σ	-12.75%	53.28%	97.35%	95.45%
±3σ	-29.26%	69.79%	97.79%	99.73%

Descriptive Statistics

Mean	20.268%
Standard Error	1.098%
Median	16.330%
Mode	15.174%
Standard Deviation	16.508%
Sample Variance	272.508%
Kurtosis	21.17
Skewness	4.06
Range	126.461%
Minimum	5.370%
Maximum	131.831%
Count	226

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	20.268%	226	100.00%	20.268%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.44. Further, an Excess Kurtosis of 6.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -35.09%	1	0.44%	0.44%
-35.09% to -26.24%	1	0.44%	0.88%
-26.24% to -17.39%	5	2.21%	3.10%
-17.39% to -8.53%	35	15.49%	18.58%
-8.53% to 0.32%	89	39.38%	57.96%
0.32% to 9.17%	60	26.55%	84.51%
9.17% to 18.03%	21	9.29%	93.81%
18.03% to 26.88%	9	3.98%	97.79%
26.88% to 35.73%	2	0.88%	98.67%
Greater than 35.73%	3	1.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.48%	12.12%	77.88%	68.27%
±2σ	-23.29%	23.93%	95.58%	95.45%
±3σ	-35.09%	35.73%	98.23%	99.73%

Descriptive Statistics

Mean	0.321%
Standard Error	0.785%
Median	-1.500%
Mode	-15.720%
Standard Deviation	11.804%
Sample Variance	139.323%
Kurtosis	6.05
Skewness	1.44
Range	105.075%
Minimum	-37.241%
Maximum	67.834%
Count	226

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.723%	100	44.25%	4.302%
Negative	-7.142%	126	55.75%	-3.982%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.34. Further, an Excess Kurtosis of 8.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -60.53%	0	0.00%	0.00%
-60.53% to -44.00%	2	2.67%	2.67%
-44.00% to -27.47%	0	0.00%	2.67%
-27.47% to -10.94%	13	17.33%	20.00%
-10.94% to 5.59%	24	32.00%	52.00%
5.59% to 22.13%	24	32.00%	84.00%
22.13% to 38.66%	11	14.67%	98.67%
38.66% to 55.19%	0	0.00%	98.67%
55.19% to 71.72%	0	0.00%	98.67%
Greater than 71.72%	1	1.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.45%	27.64%	81.33%	68.27%
±2σ	-38.49%	49.68%	96.00%	95.45%
±3σ	-60.53%	71.72%	98.67%	99.73%

Descriptive Statistics

Mean	5.595%
Standard Error	2.545%
Median	5.289%
Mode	-49.908%
Standard Deviation	22.041%
Sample Variance	485.806%
Kurtosis	8.14
Skewness	1.34
Range	166.981%
Minimum	-49.908%
Maximum	117.073%
Count	75

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	17.844%	46	61.33%	10.944%
Negative	-13.836%	29	38.67%	-5.350%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	28.64%
12	3 Years	29.47%
20	5 Years	30.93%
40	10 Years	28.11%
80	20 Years	31.40%
200	50 Years	31.40%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.51. Further, an Excess Kurtosis of 14.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -48.41%	0	0.00%	0.00%
-48.41% to -26.34%	0	0.00%	0.00%
-26.34% to -4.26%	0	0.00%	0.00%
-4.26% to 17.82%	4	5.26%	5.26%
17.82% to 39.90%	48	63.16%	68.42%
39.90% to 61.98%	16	21.05%	89.47%
61.98% to 84.06%	4	5.26%	94.74%
84.06% to 106.14%	1	1.32%	96.05%
106.14% to 128.22%	1	1.32%	97.37%
Greater than 128.22%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.46%	69.34%	94.74%	68.27%
±2σ	-18.98%	98.78%	96.05%	95.45%
±3σ	-48.41%	128.22%	97.37%	99.73%

Descriptive Statistics

Mean	39.903%
Standard Error	3.377%
Median	32.239%
Mode	11.388%
Standard Deviation	29.439%
Sample Variance	866.670%
Kurtosis	14.22
Skewness	3.51
Range	172.042%
Minimum	11.388%
Maximum	183.430%
Count	76

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	39.903%	76	100.00%	39.903%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.01. Further, an Excess Kurtosis of 7.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -70.96%	0	0.00%	0.00%
-70.96% to -52.91%	1	1.32%	1.32%
-52.91% to -34.86%	0	0.00%	1.32%
-34.86% to -16.81%	10	13.16%	14.47%
-16.81% to 1.23%	35	46.05%	60.53%
1.23% to 19.28%	20	26.32%	86.84%
19.28% to 37.33%	7	9.21%	96.05%
37.33% to 55.38%	1	1.32%	97.37%
55.38% to 73.42%	0	0.00%	97.37%
Greater than 73.42%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.83%	25.30%	80.26%	68.27%
±2σ	-46.89%	49.36%	94.74%	95.45%
±3σ	-70.96%	73.42%	97.37%	99.73%

Descriptive Statistics

Mean	1.233%
Standard Error	2.760%
Median	-3.492%
Mode	-54.750%
Standard Deviation	24.063%
Sample Variance	579.038%
Kurtosis	7.08
Skewness	2.01
Range	158.076%
Minimum	-54.750%
Maximum	103.326%
Count	76

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	20.140%	33	43.42%	8.745%
Negative	-13.276%	43	56.58%	-7.511%
Zero	0.000%	0	0.00%	0.000%

BX Deep Analytical Report