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%	2.42%	2.42%	3.70%	2.12%	2.33%	62.21	64.90	60.90	66.30
Weekly	5.78%	5.93%	5.79%	8.43%	4.67%	5.14%	60.64	66.58	57.87	69.77
Monthly	10.81%	13.57%	11.78%	16.93%	9.73%	10.69%	57.65	70.03	52.30	77.19
Quarterly	18.84%	26.67%	18.05%	28.22%	16.85%	18.52%	53.69	75.20	45.36	89.01
Annual	—	—	—	—	33.70%	37.04%	45.36	89.01	32.38	124.68
Option Time Horizon	—	—	—	—	12.96%	14.25%	55.81	72.34	49.03	82.35

Calculation Notes: Computed at 2026-02-22T14:21 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $63.54 | Strike (K): $65.00 (first OTM call ≥ spot) | Observed Mid-Price: $2.7500 (Bid $2.5000 / Ask $3.0000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.73% | Binomial IV (Annual): 33.70% (CRR binomial tree, American, n=20 steps) | BS IV: 34.08% (European Black-Scholes) | Yahoo IV (Annual): 37.04% → 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
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 7.63 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%	84	1.00%	1.62%
-5.96% to -3.95%	272	3.23%	4.85%
-3.95% to -1.94%	940	11.17%	16.02%
-1.94% to 0.07%	3086	36.68%	52.70%
0.07% to 2.08%	2661	31.63%	84.33%
2.08% to 4.10%	854	10.15%	94.48%
4.10% to 6.11%	281	3.34%	97.82%
6.11% to 8.12%	97	1.15%	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%	5.44%	94.87%	95.45%
±3σ	-7.97%	8.12%	98.36%	99.73%

Descriptive Statistics

Mean	0.073%
Standard Error	0.029%
Median	0.000%
Mode	0.000%
Standard Deviation	2.682%
Sample Variance	7.192%
Kurtosis	7.63
Skewness	0.15
Range	50.415%
Minimum	-28.073%
Maximum	22.342%
Count	8413

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.952%	4086	48.57%	0.948%
Negative	-1.807%	4074	48.42%	-0.875%
Zero	0.000%	253	3.01%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	5.29%
20	1 Month	3.74%
60	1 Quarter	3.28%
250	1 Year	3.39%
750	3 Years	3.22%
1,250	5 Years	3.70%
2,500	10 Years	3.57%
5,000	20 Years	3.32%
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 27.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -3.77%	0	0.00%	0.00%
-3.77% to -1.95%	0	0.00%	0.00%
-1.95% to -0.14%	0	0.00%	0.00%
-0.14% to 1.67%	1395	16.58%	16.58%
1.67% to 3.48%	3941	46.84%	63.42%
3.48% to 5.29%	1809	21.50%	84.92%
5.29% to 7.11%	716	8.51%	93.43%
7.11% to 8.92%	294	3.49%	96.92%
8.92% to 10.73%	116	1.38%	98.30%
Greater than 10.73%	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%	95.86%	95.45%
±3σ	-3.77%	10.73%	98.30%	99.73%

Descriptive Statistics

Mean	3.482%
Standard Error	0.026%
Median	2.859%
Mode	3.030%
Standard Deviation	2.416%
Sample Variance	5.838%
Kurtosis	27.83
Skewness	3.48
Range	39.356%
Minimum	0.403%
Maximum	39.759%
Count	8414

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.482%	8414	100.00%	3.482%
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 7.44 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%	297	3.53%	5.63%
-3.62% to -1.81%	897	10.66%	16.29%
-1.81% to 0.01%	2975	35.36%	51.65%
0.01% to 1.82%	2644	31.42%	83.08%
1.82% to 3.63%	970	11.53%	94.60%
3.63% to 5.44%	301	3.58%	98.18%
5.44% to 7.26%	94	1.12%	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%	77.20%	68.27%
±2σ	-4.83%	4.84%	94.66%	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	5.842%
Kurtosis	7.44
Skewness	0.20
Range	50.943%
Minimum	-19.377%
Maximum	31.566%
Count	8414

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.744%	4068	48.35%	0.843%
Negative	-1.738%	4058	48.23%	-0.838%
Zero	0.000%	288	3.42%	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	0.52%	0.52%
-17.00% to -12.66%	16	0.92%	1.43%
-12.66% to -8.33%	50	2.87%	4.30%
-8.33% to -3.99%	236	13.53%	17.83%
-3.99% to 0.35%	601	34.46%	52.29%
0.35% to 4.68%	547	31.36%	83.66%
4.68% to 9.02%	201	11.53%	95.18%
9.02% to 13.35%	45	2.58%	97.76%
13.35% to 17.69%	21	1.20%	98.97%
Greater than 17.69%	18	1.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.43%	6.13%	76.66%	68.27%
±2σ	-11.22%	11.91%	95.01%	95.45%
±3σ	-17.00%	17.69%	98.45%	99.73%

Descriptive Statistics

Mean	0.346%
Standard Error	0.138%
Median	0.020%
Mode	0.000%
Standard Deviation	5.781%
Sample Variance	33.417%
Kurtosis	6.77
Skewness	0.59
Range	85.165%
Minimum	-41.710%
Maximum	43.455%
Count	1744

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.388%	873	50.06%	2.197%
Negative	-3.791%	851	48.80%	-1.850%
Zero	0.000%	20	1.15%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	8.81%
12	1 Quarter	7.90%
52	1 Year	7.37%
156	3 Years	7.23%
260	5 Years	8.43%
520	10 Years	8.11%
1,040	20 Years	7.60%
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 3.42. Further, an Excess Kurtosis of 26.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.25%	0	0.00%	0.00%
-9.25% to -4.80%	0	0.00%	0.00%
-4.80% to -0.34%	0	0.00%	0.00%
-0.34% to 4.11%	301	17.25%	17.25%
4.11% to 8.56%	785	44.99%	62.23%
8.56% to 13.01%	391	22.41%	84.64%
13.01% to 17.46%	158	9.05%	93.70%
17.46% to 21.91%	59	3.38%	97.08%
21.91% to 26.36%	20	1.15%	98.22%
Greater than 26.36%	31	1.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.62%	14.49%	85.04%	68.27%
±2σ	-3.31%	20.43%	96.28%	95.45%
±3σ	-9.25%	26.36%	98.22%	99.73%

Descriptive Statistics

Mean	8.558%
Standard Error	0.142%
Median	6.985%
Mode	7.143%
Standard Deviation	5.935%
Sample Variance	35.225%
Kurtosis	26.36
Skewness	3.42
Range	86.800%
Minimum	1.345%
Maximum	88.145%
Count	1745

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.558%	1745	100.00%	8.558%
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 -17.31%	11	0.63%	0.63%
-17.31% to -12.97%	14	0.80%	1.43%
-12.97% to -8.63%	43	2.46%	3.90%
-8.63% to -4.29%	227	13.01%	16.91%
-4.29% to 0.04%	585	33.52%	50.43%
0.04% to 4.38%	588	33.70%	84.13%
4.38% to 8.72%	195	11.17%	95.30%
8.72% to 13.06%	49	2.81%	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	-5.74%	5.83%	77.31%	68.27%
±2σ	-11.53%	11.62%	95.07%	95.45%
±3σ	-17.31%	17.40%	98.57%	99.73%

Descriptive Statistics

Mean	0.045%
Standard Error	0.138%
Median	0.000%
Mode	0.000%
Standard Deviation	5.785%
Sample Variance	33.467%
Kurtosis	21.37
Skewness	1.50
Range	107.263%
Minimum	-29.084%
Maximum	78.179%
Count	1745

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.036%	867	49.69%	2.005%
Negative	-3.962%	863	49.46%	-1.959%
Zero	0.000%	15	0.86%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.30. Further, an Excess Kurtosis of 3.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -31.04%	2	0.50%	0.50%
-31.04% to -22.93%	1	0.25%	0.75%
-22.93% to -14.83%	16	3.99%	4.74%
-14.83% to -6.72%	61	15.21%	19.95%
-6.72% to 1.39%	129	32.17%	52.12%
1.39% to 9.50%	120	29.93%	82.04%
9.50% to 17.61%	44	10.97%	93.02%
17.61% to 25.71%	20	4.99%	98.00%
25.71% to 33.82%	3	0.75%	98.75%
Greater than 33.82%	5	1.25%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.42%	12.20%	76.31%	68.27%
±2σ	-20.23%	23.01%	94.76%	95.45%
±3σ	-31.04%	33.82%	98.25%	99.73%

Descriptive Statistics

Mean	1.390%
Standard Error	0.540%
Median	1.224%
Mode	0.000%
Standard Deviation	10.811%
Sample Variance	116.885%
Kurtosis	3.46
Skewness	0.30
Range	103.212%
Minimum	-51.509%
Maximum	51.703%
Count	401

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.365%	221	55.11%	4.610%
Negative	-7.337%	176	43.89%	-3.220%
Zero	0.000%	4	1.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	16.54%
12	1 Year	15.75%
36	3 Years	14.72%
60	5 Years	16.93%
120	10 Years	16.97%
240	20 Years	15.77%
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 4.10. Further, an Excess Kurtosis of 28.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.53%	0	0.00%	0.00%
-21.53% to -11.36%	0	0.00%	0.00%
-11.36% to -1.18%	0	0.00%	0.00%
-1.18% to 8.99%	52	12.94%	12.94%
8.99% to 19.17%	201	50.00%	62.94%
19.17% to 29.34%	98	24.38%	87.31%
29.34% to 39.52%	31	7.71%	95.02%
39.52% to 49.69%	9	2.24%	97.26%
49.69% to 59.87%	3	0.75%	98.01%
Greater than 59.87%	8	1.99%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.60%	32.73%	89.55%	68.27%
±2σ	-7.96%	46.30%	97.26%	95.45%
±3σ	-21.53%	59.87%	98.01%	99.73%

Descriptive Statistics

Mean	19.169%
Standard Error	0.677%
Median	16.259%
Mode	11.277%
Standard Deviation	13.566%
Sample Variance	184.039%
Kurtosis	28.97
Skewness	4.10
Range	149.715%
Minimum	3.660%
Maximum	153.375%
Count	402

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.169%	402	100.00%	19.169%
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 2.46. Further, an Excess Kurtosis of 20.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -35.40%	1	0.25%	0.25%
-35.40% to -26.56%	4	1.00%	1.24%
-26.56% to -17.73%	10	2.49%	3.73%
-17.73% to -8.90%	48	11.94%	15.67%
-8.90% to -0.07%	149	37.06%	52.74%
-0.07% to 8.77%	128	31.84%	84.58%
8.77% to 17.60%	41	10.20%	94.78%
17.60% to 26.43%	15	3.73%	98.51%
26.43% to 35.27%	4	1.00%	99.50%
Greater than 35.27%	2	0.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.84%	11.71%	80.35%	68.27%
±2σ	-23.62%	23.49%	95.77%	95.45%
±3σ	-35.40%	35.27%	99.25%	99.73%

Descriptive Statistics

Mean	-0.065%
Standard Error	0.587%
Median	-0.781%
Mode	0.000%
Standard Deviation	11.777%
Sample Variance	138.703%
Kurtosis	20.72
Skewness	2.46
Range	145.593%
Minimum	-35.406%
Maximum	110.187%
Count	402

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.409%	187	46.52%	3.912%
Negative	-7.542%	212	52.74%	-3.977%
Zero	0.000%	3	0.75%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.01. Further, an Excess Kurtosis of 4.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -52.46%	0	0.00%	0.00%
-52.46% to -38.33%	1	0.75%	0.75%
-38.33% to -24.20%	6	4.48%	5.22%
-24.20% to -10.07%	20	14.93%	20.15%
-10.07% to 4.07%	44	32.84%	52.99%
4.07% to 18.20%	37	27.61%	80.60%
18.20% to 32.33%	19	14.18%	94.78%
32.33% to 46.46%	5	3.73%	98.51%
46.46% to 60.59%	1	0.75%	99.25%
Greater than 60.59%	1	0.75%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.78%	22.91%	74.63%	68.27%
±2σ	-33.62%	41.75%	94.03%	95.45%
±3σ	-52.46%	60.59%	99.25%	99.73%

Descriptive Statistics

Mean	4.065%
Standard Error	1.628%
Median	2.697%
Mode	-41.282%
Standard Deviation	18.842%
Sample Variance	355.029%
Kurtosis	4.50
Skewness	1.01
Range	141.397%
Minimum	-41.282%
Maximum	100.115%
Count	134

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.331%	74	55.22%	9.019%
Negative	-11.062%	60	44.78%	-4.953%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	30.26%
12	3 Years	26.66%
20	5 Years	28.22%
40	10 Years	29.44%
80	20 Years	27.84%
200	50 Years	29.26%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.41. Further, an Excess Kurtosis of 15.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.65%	0	0.00%	0.00%
-44.65% to -24.65%	0	0.00%	0.00%
-24.65% to -4.64%	0	0.00%	0.00%
-4.64% to 15.36%	18	13.33%	13.33%
15.36% to 35.36%	66	48.89%	62.22%
35.36% to 55.37%	37	27.41%	89.63%
55.37% to 75.37%	8	5.93%	95.56%
75.37% to 95.38%	1	0.74%	96.30%
95.38% to 115.38%	1	0.74%	97.04%
Greater than 115.38%	4	2.96%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.69%	62.03%	94.81%	68.27%
±2σ	-17.98%	88.71%	96.30%	95.45%
±3σ	-44.65%	115.38%	97.04%	99.73%

Descriptive Statistics

Mean	35.363%
Standard Error	2.296%
Median	29.927%
Mode	50.000%
Standard Deviation	26.672%
Sample Variance	711.369%
Kurtosis	15.48
Skewness	3.41
Range	186.146%
Minimum	9.997%
Maximum	196.143%
Count	135

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	35.363%	135	100.00%	35.363%
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 1.05. 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 -54.76%	0	0.00%	0.00%
-54.76% to -41.22%	1	0.74%	0.74%
-41.22% to -27.68%	4	2.96%	3.70%
-27.68% to -14.14%	22	16.30%	20.00%
-14.14% to -0.60%	44	32.59%	52.59%
-0.60% to 12.93%	42	31.11%	83.70%
12.93% to 26.47%	12	8.89%	92.59%
26.47% to 40.01%	7	5.19%	97.78%
40.01% to 53.55%	0	0.00%	97.78%
Greater than 53.55%	3	2.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.66%	17.45%	77.04%	68.27%
±2σ	-36.71%	35.50%	94.81%	95.45%
±3σ	-54.76%	53.55%	97.78%	99.73%

Descriptive Statistics

Mean	-0.605%
Standard Error	1.554%
Median	-2.118%
Mode	-50.835%
Standard Deviation	18.052%
Sample Variance	325.882%
Kurtosis	2.96
Skewness	1.05
Range	123.558%
Minimum	-50.835%
Maximum	72.723%
Count	135

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.673%	62	45.93%	6.279%
Negative	-12.731%	73	54.07%	-6.884%
Zero	0.000%	0	0.00%	0.000%

CAKE Deep Analytical Report