CAKE - 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	2.68%	2.41%	2.42%	3.68%	2.79%	3.07%	55.13	58.30	53.61	59.95
Weekly	5.78%	5.93%	5.78%	8.38%	6.15%	6.76%	53.31	60.29	50.13	64.11
Monthly	10.82%	13.55%	11.78%	16.88%	12.80%	14.07%	49.88	64.43	43.88	73.23
Quarterly	18.84%	26.64%	18.04%	28.48%	22.17%	24.37%	45.42	70.76	36.38	88.33
Annual	—	—	—	—	44.35%	48.73%	36.38	88.33	23.35	137.62
Option Time Horizon	—	—	—	—	16.74%	18.39%	47.95	67.02	40.56	79.23

Calculation Notes: Computed at 2026-03-23T16:37 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $56.69 | Strike (K): $60.00 (first OTM call ≥ spot) | Observed Mid-Price: $2.5250 (Bid $2.1500 / Ask $2.9000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.89% | Binomial IV (Annual): 44.35% (CRR binomial tree, American, n=20 steps) | BS IV: 44.60% (European Black-Scholes) | Yahoo IV (Annual): 48.73% → 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
2026-03-04	$0.3000
2025-11-10	$0.2700
2025-08-12	$0.2700
2025-05-14	$0.2700
2025-03-05	$0.2700
2024-11-13	$0.2700
2024-08-14	$0.2700
2024-05-21	$0.2700
2024-03-05	$0.2700
2023-11-14	$0.2700
2023-08-15	$0.2700
2023-05-23	$0.2700
2023-03-07	$0.2700
2022-11-14	$0.2700
2022-08-09	$0.2700
2022-05-10	$0.2700
2020-03-06	$0.3600
2019-11-08	$0.3600
2019-08-13	$0.3600
2019-05-15	$0.3300
2019-03-01	$0.3300
2018-11-13	$0.3300
2018-08-14	$0.3300
2018-05-09	$0.2900
2018-02-27	$0.2900
2017-11-14	$0.2900
2017-08-14	$0.2900
2017-05-15	$0.2400
2017-03-06	$0.2400
2016-11-07	$0.2400
2016-08-08	$0.2400
2016-05-09	$0.2000
2016-02-26	$0.2000
2015-11-05	$0.2000
2015-08-03	$0.2000
2015-05-04	$0.1650
2015-02-23	$0.1650
2014-11-03	$0.1650
2014-08-04	$0.1650
2014-05-05	$0.1400
2014-02-24	$0.1400
2013-11-04	$0.1400
2013-08-05	$0.1400
2013-05-06	$0.1200
2013-03-04	$0.1200
2012-11-05	$0.1200
2012-08-06	$0.1200

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.15. Further, an Excess Kurtosis of 7.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.97%	52	0.62%	0.62%
-7.97% to -5.96%	85	1.01%	1.62%
-5.96% to -3.95%	272	3.23%	4.85%
-3.95% to -1.94%	944	11.19%	16.04%
-1.94% to 0.07%	3091	36.65%	52.69%
0.07% to 2.08%	2666	31.61%	84.30%
2.08% to 4.09%	860	10.20%	94.50%
4.09% to 6.10%	279	3.31%	97.81%
6.10% to 8.12%	99	1.17%	98.98%
Greater than 8.12%	86	1.02%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.61%	2.75%	78.27%	68.27%
±2σ	-5.29%	5.43%	94.87%	95.45%
±3σ	-7.97%	8.11%	98.36%	99.73%

Descriptive Statistics

Mean	0.072%
Standard Error	0.029%
Median	0.000%
Mode	0.000%
Standard Deviation	2.681%
Sample Variance	7.187%
Kurtosis	7.62
Skewness	0.15
Range	50.415%
Minimum	-28.073%
Maximum	22.342%
Count	8434

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.952%	4095	48.55%	0.948%
Negative	-1.808%	4086	48.45%	-0.876%
Zero	0.000%	253	3.00%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	3.92%
20	1 Month	3.84%
60	1 Quarter	3.68%
250	1 Year	3.36%
750	3 Years	3.22%
1,250	5 Years	3.68%
2,500	10 Years	3.58%
5,000	20 Years	3.33%
12,500	50 Years	3.56%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.48. Further, an Excess Kurtosis of 27.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -3.76%	0	0.00%	0.00%
-3.76% to -1.95%	0	0.00%	0.00%
-1.95% to -0.14%	0	0.00%	0.00%
-0.14% to 1.67%	1400	16.60%	16.60%
1.67% to 3.48%	3949	46.82%	63.41%
3.48% to 5.29%	1814	21.51%	84.92%
5.29% to 7.10%	717	8.50%	93.42%
7.10% to 8.91%	296	3.51%	96.93%
8.91% to 10.72%	116	1.38%	98.30%
Greater than 10.72%	143	1.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.07%	5.90%	85.80%	68.27%
±2σ	-1.35%	8.31%	95.87%	95.45%
±3σ	-3.76%	10.73%	98.30%	99.73%

Descriptive Statistics

Mean	3.483%
Standard Error	0.026%
Median	2.864%
Mode	3.030%
Standard Deviation	2.414%
Sample Variance	5.828%
Kurtosis	27.86
Skewness	3.48
Range	39.356%
Minimum	0.403%
Maximum	39.759%
Count	8435

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.483%	8435	100.00%	3.483%
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 Fairly Symmetrical with a Skewness factor of 0.20. Further, an Excess Kurtosis of 7.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.25%	63	0.75%	0.75%
-7.25% to -5.43%	114	1.35%	2.10%
-5.43% to -3.62%	298	3.53%	5.63%
-3.62% to -1.81%	900	10.67%	16.30%
-1.81% to 0.01%	2982	35.35%	51.65%
0.01% to 1.82%	2649	31.40%	83.06%
1.82% to 3.63%	974	11.55%	94.61%
3.63% to 5.44%	302	3.58%	98.19%
5.44% to 7.26%	94	1.11%	99.30%
Greater than 7.26%	59	0.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.41%	2.42%	77.19%	68.27%
±2σ	-4.83%	4.84%	94.67%	95.45%
±3σ	-7.25%	7.26%	98.55%	99.73%

Descriptive Statistics

Mean	0.005%
Standard Error	0.026%
Median	0.000%
Mode	0.000%
Standard Deviation	2.417%
Sample Variance	5.840%
Kurtosis	7.42
Skewness	0.20
Range	50.943%
Minimum	-19.377%
Maximum	31.566%
Count	8435

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.745%	4078	48.35%	0.844%
Negative	-1.738%	4069	48.24%	-0.838%
Zero	0.000%	288	3.41%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.59. Further, an Excess Kurtosis of 6.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.00%	9	0.51%	0.51%
-17.00% to -12.66%	16	0.92%	1.43%
-12.66% to -8.33%	50	2.86%	4.29%
-8.33% to -3.99%	238	13.62%	17.91%
-3.99% to 0.34%	602	34.44%	52.35%
0.34% to 4.67%	547	31.29%	83.64%
4.67% to 9.01%	202	11.56%	95.19%
9.01% to 13.34%	45	2.57%	97.77%
13.34% to 17.67%	21	1.20%	98.97%
Greater than 17.67%	18	1.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.44%	6.12%	76.66%	68.27%
±2σ	-11.22%	11.89%	95.02%	95.45%
±3σ	-17.00%	17.67%	98.46%	99.73%

Descriptive Statistics

Mean	0.339%
Standard Error	0.138%
Median	0.010%
Mode	0.000%
Standard Deviation	5.778%
Sample Variance	33.384%
Kurtosis	6.77
Skewness	0.59
Range	85.165%
Minimum	-41.710%
Maximum	43.455%
Count	1748

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.384%	874	50.00%	2.192%
Negative	-3.792%	854	48.86%	-1.853%
Zero	0.000%	20	1.14%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	8.41%
12	1 Quarter	8.57%
52	1 Year	7.28%
156	3 Years	7.24%
260	5 Years	8.38%
520	10 Years	8.15%
1,040	20 Years	7.62%
2,600	50 Years	8.17%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.43. Further, an Excess Kurtosis of 26.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.23%	0	0.00%	0.00%
-9.23% to -4.78%	0	0.00%	0.00%
-4.78% to -0.34%	0	0.00%	0.00%
-0.34% to 4.11%	303	17.32%	17.32%
4.11% to 8.56%	785	44.88%	62.21%
8.56% to 13.01%	393	22.47%	84.68%
13.01% to 17.45%	158	9.03%	93.71%
17.45% to 21.90%	59	3.37%	97.08%
21.90% to 26.35%	20	1.14%	98.23%
Greater than 26.35%	31	1.77%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.63%	14.49%	85.08%	68.27%
±2σ	-3.30%	20.42%	96.28%	95.45%
±3σ	-9.23%	26.35%	98.23%	99.73%

Descriptive Statistics

Mean	8.559%
Standard Error	0.142%
Median	6.993%
Mode	7.143%
Standard Deviation	5.929%
Sample Variance	35.154%
Kurtosis	26.41
Skewness	3.43
Range	86.800%
Minimum	1.345%
Maximum	88.145%
Count	1749

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.559%	1749	100.00%	8.559%
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 1.50. Further, an Excess Kurtosis of 21.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.30%	11	0.63%	0.63%
-17.30% to -12.96%	14	0.80%	1.43%
-12.96% to -8.62%	43	2.46%	3.89%
-8.62% to -4.29%	227	12.98%	16.87%
-4.29% to 0.05%	587	33.56%	50.43%
0.05% to 4.39%	588	33.62%	84.05%
4.39% to 8.72%	197	11.26%	95.31%
8.72% to 13.06%	49	2.80%	98.11%
13.06% to 17.40%	19	1.09%	99.20%
Greater than 17.40%	14	0.80%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.73%	5.83%	77.36%	68.27%
±2σ	-11.51%	11.61%	95.08%	95.45%
±3σ	-17.30%	17.40%	98.57%	99.73%

Descriptive Statistics

Mean	0.050%
Standard Error	0.138%
Median	0.000%
Mode	0.000%
Standard Deviation	5.782%
Sample Variance	33.430%
Kurtosis	21.37
Skewness	1.50
Range	107.263%
Minimum	-29.084%
Maximum	78.179%
Count	1749

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.035%	870	49.74%	2.007%
Negative	-3.961%	864	49.40%	-1.957%
Zero	0.000%	15	0.86%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.31. Further, an Excess Kurtosis of 3.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -31.11%	2	0.50%	0.50%
-31.11% to -22.99%	1	0.25%	0.75%
-22.99% to -14.87%	16	3.98%	4.73%
-14.87% to -6.75%	62	15.42%	20.15%
-6.75% to 1.36%	127	31.59%	51.74%
1.36% to 9.48%	122	30.35%	82.09%
9.48% to 17.59%	44	10.95%	93.03%
17.59% to 25.71%	20	4.98%	98.01%
25.71% to 33.83%	3	0.75%	98.76%
Greater than 33.83%	5	1.24%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.46%	12.18%	76.37%	68.27%
±2σ	-20.28%	23.00%	94.78%	95.45%
±3σ	-31.10%	33.83%	98.26%	99.73%

Descriptive Statistics

Mean	1.361%
Standard Error	0.540%
Median	1.212%
Mode	0.000%
Standard Deviation	10.822%
Sample Variance	117.108%
Kurtosis	3.43
Skewness	0.31
Range	103.212%
Minimum	-51.509%
Maximum	51.703%
Count	402

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.372%	221	54.98%	4.603%
Negative	-7.363%	177	44.03%	-3.242%
Zero	0.000%	4	0.99%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	17.59%
12	1 Year	15.47%
36	3 Years	14.75%
60	5 Years	16.88%
120	10 Years	17.03%
240	20 Years	15.81%
600	50 Years	17.08%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.11. Further, an Excess Kurtosis of 29.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.48%	0	0.00%	0.00%
-21.48% to -11.31%	0	0.00%	0.00%
-11.31% to -1.15%	0	0.00%	0.00%
-1.15% to 9.01%	52	12.90%	12.90%
9.01% to 19.17%	202	50.12%	63.03%
19.17% to 29.33%	98	24.32%	87.34%
29.33% to 39.49%	31	7.69%	95.04%
39.49% to 49.65%	9	2.23%	97.27%
49.65% to 59.81%	3	0.74%	98.01%
Greater than 59.81%	8	1.99%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.62%	32.72%	89.58%	68.27%
±2σ	-7.93%	46.26%	97.27%	95.45%
±3σ	-21.48%	59.81%	98.01%	99.73%

Descriptive Statistics

Mean	19.168%
Standard Error	0.675%
Median	16.292%
Mode	11.277%
Standard Deviation	13.548%
Sample Variance	183.558%
Kurtosis	29.06
Skewness	4.11
Range	149.715%
Minimum	3.660%
Maximum	153.375%
Count	403

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.168%	403	100.00%	19.168%
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 2.45. Further, an Excess Kurtosis of 20.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -35.38%	1	0.25%	0.25%
-35.38% to -26.55%	4	0.99%	1.24%
-26.55% to -17.71%	10	2.48%	3.72%
-17.71% to -8.88%	49	12.16%	15.88%
-8.88% to -0.04%	148	36.72%	52.61%
-0.04% to 8.80%	128	31.76%	84.37%
8.80% to 17.63%	42	10.42%	94.79%
17.63% to 26.47%	15	3.72%	98.51%
26.47% to 35.30%	4	0.99%	99.50%
Greater than 35.30%	2	0.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.82%	11.74%	80.40%	68.27%
±2σ	-23.60%	23.52%	95.78%	95.45%
±3σ	-35.38%	35.30%	99.26%	99.73%

Descriptive Statistics

Mean	-0.040%
Standard Error	0.587%
Median	-0.747%
Mode	0.000%
Standard Deviation	11.781%
Sample Variance	138.786%
Kurtosis	20.61
Skewness	2.45
Range	145.593%
Minimum	-35.406%
Maximum	110.187%
Count	403

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.427%	188	46.65%	3.931%
Negative	-7.550%	212	52.60%	-3.972%
Zero	0.000%	3	0.74%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.03. Further, an Excess Kurtosis of 4.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -52.55%	0	0.00%	0.00%
-52.55% to -38.42%	1	0.75%	0.75%
-38.42% to -24.29%	6	4.48%	5.22%
-24.29% to -10.15%	20	14.93%	20.15%
-10.15% to 3.98%	45	33.58%	53.73%
3.98% to 18.11%	36	26.87%	80.60%
18.11% to 32.24%	19	14.18%	94.78%
32.24% to 46.38%	5	3.73%	98.51%
46.38% to 60.51%	1	0.75%	99.25%
Greater than 60.51%	1	0.75%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.87%	22.82%	75.37%	68.27%
±2σ	-33.71%	41.66%	94.03%	95.45%
±3σ	-52.55%	60.51%	99.25%	99.73%

Descriptive Statistics

Mean	3.978%
Standard Error	1.628%
Median	1.948%
Mode	-41.282%
Standard Deviation	18.843%
Sample Variance	355.069%
Kurtosis	4.52
Skewness	1.03
Range	141.397%
Minimum	-41.282%
Maximum	100.115%
Count	134

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.423%	73	54.48%	8.947%
Negative	-10.915%	61	45.52%	-4.969%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	31.56%
12	3 Years	27.10%
20	5 Years	28.48%
40	10 Years	29.57%
80	20 Years	27.91%
200	50 Years	29.30%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.42. Further, an Excess Kurtosis of 15.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.52%	0	0.00%	0.00%
-44.52% to -24.54%	0	0.00%	0.00%
-24.54% to -4.55%	0	0.00%	0.00%
-4.55% to 15.43%	17	12.59%	12.59%
15.43% to 35.41%	68	50.37%	62.96%
35.41% to 55.39%	36	26.67%	89.63%
55.39% to 75.37%	8	5.93%	95.56%
75.37% to 95.35%	1	0.74%	96.30%
95.35% to 115.33%	1	0.74%	97.04%
Greater than 115.33%	4	2.96%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.77%	62.05%	94.81%	68.27%
±2σ	-17.88%	88.69%	96.30%	95.45%
±3σ	-44.52%	115.33%	97.04%	99.73%

Descriptive Statistics

Mean	35.407%
Standard Error	2.293%
Median	29.927%
Mode	50.000%
Standard Deviation	26.641%
Sample Variance	709.739%
Kurtosis	15.54
Skewness	3.42
Range	186.146%
Minimum	9.997%
Maximum	196.143%
Count	135

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	35.407%	135	100.00%	35.407%
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 1.04. Further, an Excess Kurtosis of 2.96 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -54.65%	0	0.00%	0.00%
-54.65% to -41.12%	1	0.74%	0.74%
-41.12% to -27.59%	4	2.96%	3.70%
-27.59% to -14.05%	22	16.30%	20.00%
-14.05% to -0.52%	43	31.85%	51.85%
-0.52% to 13.01%	43	31.85%	83.70%
13.01% to 26.54%	12	8.89%	92.59%
26.54% to 40.07%	7	5.19%	97.78%
40.07% to 53.60%	0	0.00%	97.78%
Greater than 53.60%	3	2.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.57%	17.52%	77.04%	68.27%
±2σ	-36.61%	35.56%	94.81%	95.45%
±3σ	-54.65%	53.60%	97.78%	99.73%

Descriptive Statistics

Mean	-0.524%
Standard Error	1.553%
Median	-2.101%
Mode	-50.835%
Standard Deviation	18.041%
Sample Variance	325.462%
Kurtosis	2.96
Skewness	1.04
Range	123.558%
Minimum	-50.835%
Maximum	72.723%
Count	135

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.492%	63	46.67%	6.296%
Negative	-12.789%	72	53.33%	-6.821%
Zero	0.000%	0	0.00%	0.000%

CAKE Deep Analytical Report