CAKE 资产分析 - DOR 信号与波动率

Quick 总览

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 低er (68.27%)	1σ Upper	2σ 低er (95.45%)	2σ Upper
日度	2.68%	2.41%	2.42%	3.67%	2.57%	2.77%	60.15	63.33	58.63	64.98
周度	5.77%	5.92%	5.78%	8.38%	5.66%	6.09%	58.32	65.31	55.11	69.12
月度	10.83%	13.53%	11.79%	16.95%	11.78%	12.67%	54.86	69.44	48.76	78.12
季度	18.84%	26.62%	18.05%	28.70%	20.41%	21.95%	50.32	75.70	41.03	92.84
Annual	—	—	—	—	40.82%	43.90%	41.03	92.84	27.28	139.64
Option Time Horizon	—	—	—	—	15.56%	16.73%	52.83	72.11	45.22	84.24

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $61.72 | Strike (K): $62.50 (first OTM call ≥ spot) | Observed Mid-价格: $3.5500 (Bid $3.3000 / Ask $3.8000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.75% | Binomial IV (Annual): 40.82% (CRR binomial tree, American, n=20 steps) | BS IV: 40.91% (European Black-Scholes) | Yahoo IV (Annual): 43.90% → period-scaled as σ_period = σ_annual·√h | 价格 bands: Upper = S·e^+σ√h, 低er = 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

收盘-to-收盘收益

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.96%	52	0.61%	0.61%
-7.96% to -5.96%	85	1.01%	1.62%
-5.96% to -3.94%	277	3.28%	4.90%
-3.94% to -1.94%	945	11.17%	16.07%
-1.94% to 0.07%	3098	36.63%	52.70%
0.07% to 2.08%	2669	31.56%	84.26%
2.08% to 4.09%	867	10.25%	94.51%
4.09% to 6.10%	279	3.30%	97.81%
6.10% to 8.11%	99	1.17%	98.98%
Greater than 8.11%	86	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.61%	2.75%	78.28%	68.27%
±2σ	-5.28%	5.43%	94.88%	95.45%
±3σ	-7.96%	8.11%	98.37%	99.73%

Descriptive Statistics

均值	0.073%
Standard Error	0.029%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.679%
Sample Variance	7.178%
峰度	7.62
偏度	0.15
Range	50.415%
Minimum	-28.073%
Maximum	22.342%
Count	8457

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.951%	4107	48.56%	0.947%
负向	-1.806%	4097	48.45%	-0.875%
Zero	0.000%	253	2.99%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.96%
20	1 Month	3.56%
60	1 Quarter	3.78%
250	1 Year	3.20%
750	3 Years	3.25%
1,250	5 Years	3.67%
2,500	10 Years	3.60%
5,000	20 Years	3.33%
12,500	50 Years	3.56%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 3.49. Further, an Excess 峰度 of 27.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.75%	0	0.00%	0.00%
-3.75% to -1.94%	0	0.00%	0.00%
-1.94% to -0.13%	0	0.00%	0.00%
-0.13% to 1.68%	1406	16.62%	16.62%
1.68% to 3.48%	3957	46.78%	63.41%
3.48% to 5.29%	1821	21.53%	84.94%
5.29% to 7.10%	719	8.50%	93.44%
7.10% to 8.91%	295	3.49%	96.93%
8.91% to 10.72%	117	1.38%	98.31%
Greater than 10.72%	143	1.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.07%	5.89%	85.79%	68.27%
±2σ	-1.34%	8.30%	95.89%	95.45%
±3σ	-3.75%	10.72%	98.31%	99.73%

Descriptive Statistics

均值	3.483%
Standard Error	0.026%
中位数	2.869%
Mode	3.030%
Standard Deviation	2.411%
Sample Variance	5.814%
峰度	27.92
偏度	3.49
Range	39.356%
Minimum	0.403%
Maximum	39.759%
Count	8458

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.483%	8458	100.00%	3.483%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.20. Further, an Excess 峰度 of 7.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.24%	63	0.74%	0.74%
-7.24% to -5.43%	115	1.36%	2.10%
-5.43% to -3.62%	299	3.54%	5.64%
-3.62% to -1.81%	902	10.66%	16.30%
-1.81% to 0.01%	2989	35.34%	51.64%
0.01% to 1.82%	2658	31.43%	83.07%
1.82% to 3.63%	975	11.53%	94.60%
3.63% to 5.44%	304	3.59%	98.19%
5.44% to 7.25%	94	1.11%	99.30%
Greater than 7.25%	59	0.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.41%	2.42%	77.18%	68.27%
±2σ	-4.83%	4.83%	94.68%	95.45%
±3σ	-7.24%	7.25%	98.56%	99.73%

Descriptive Statistics

均值	0.005%
Standard Error	0.026%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.415%
Sample Variance	5.833%
峰度	7.42
偏度	0.20
Range	50.943%
Minimum	-19.377%
Maximum	31.566%
Count	8458

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.743%	4090	48.36%	0.843%
负向	-1.738%	4080	48.24%	-0.838%
Zero	0.000%	288	3.40%	0.000%

收盘-to-收盘收益

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.98%	9	0.51%	0.51%
-16.98% to -12.65%	16	0.91%	1.43%
-12.65% to -8.32%	50	2.85%	4.28%
-8.32% to -3.99%	238	13.58%	17.86%
-3.99% to 0.34%	604	34.46%	52.31%
0.34% to 4.67%	548	31.26%	83.57%
4.67% to 9.00%	204	11.64%	95.21%
9.00% to 13.33%	45	2.57%	97.78%
13.33% to 17.66%	21	1.20%	98.97%
Greater than 17.66%	18	1.03%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.43%	6.12%	76.73%	68.27%
±2σ	-11.21%	11.89%	95.04%	95.45%
±3σ	-16.98%	17.66%	98.46%	99.73%

Descriptive Statistics

均值	0.343%
Standard Error	0.138%
中位数	0.020%
Mode	0.000%
Standard Deviation	5.774%
Sample Variance	33.334%
峰度	6.77
偏度	0.59
Range	85.165%
Minimum	-41.710%
Maximum	43.455%
Count	1753

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.385%	877	50.03%	2.194%
负向	-3.789%	856	48.83%	-1.850%
Zero	0.000%	20	1.14%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	6.75%
12	1 Quarter	8.34%
52	1 Year	6.95%
156	3 Years	7.27%
260	5 Years	8.38%
520	10 Years	8.18%
1,040	20 Years	7.61%
2,600	50 Years	8.17%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 3.43. Further, an Excess 峰度 of 26.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.21%	0	0.00%	0.00%
-9.21% to -4.77%	0	0.00%	0.00%
-4.77% to -0.33%	0	0.00%	0.00%
-0.33% to 4.12%	303	17.27%	17.27%
4.12% to 8.56%	788	44.93%	62.20%
8.56% to 13.00%	395	22.52%	84.72%
13.00% to 17.44%	156	8.89%	93.61%
17.44% to 21.88%	61	3.48%	97.09%
21.88% to 26.32%	20	1.14%	98.23%
Greater than 26.32%	31	1.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.63%	14.48%	85.01%	68.27%
±2σ	-3.29%	20.40%	96.29%	95.45%
±3σ	-9.21%	26.32%	98.23%	99.73%

Descriptive Statistics

均值	8.556%
Standard Error	0.141%
中位数	6.995%
Mode	7.143%
Standard Deviation	5.921%
Sample Variance	35.064%
峰度	26.49
偏度	3.43
Range	86.800%
Minimum	1.345%
Maximum	88.145%
Count	1754

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.556%	1754	100.00%	8.556%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.50. Further, an Excess 峰度 of 21.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.29%	11	0.63%	0.63%
-17.29% to -12.95%	14	0.80%	1.43%
-12.95% to -8.62%	43	2.45%	3.88%
-8.62% to -4.29%	228	13.00%	16.88%
-4.29% to 0.05%	589	33.58%	50.46%
0.05% to 4.38%	589	33.58%	84.04%
4.38% to 8.71%	198	11.29%	95.32%
8.71% to 13.04%	49	2.79%	98.12%
13.04% to 17.38%	19	1.08%	99.20%
Greater than 17.38%	14	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.73%	5.82%	77.37%	68.27%
±2σ	-11.51%	11.60%	95.10%	95.45%
±3σ	-17.29%	17.38%	98.57%	99.73%

Descriptive Statistics

均值	0.046%
Standard Error	0.138%
中位数	0.000%
Mode	0.000%
Standard Deviation	5.777%
Sample Variance	33.374%
峰度	21.38
偏度	1.50
Range	107.263%
Minimum	-29.084%
Maximum	78.179%
Count	1754

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.031%	872	49.72%	2.004%
负向	-3.961%	867	49.43%	-1.958%
Zero	0.000%	15	0.85%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.30. Further, an Excess 峰度 of 3.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -31.12%	2	0.50%	0.50%
-31.12% to -23.00%	1	0.25%	0.74%
-23.00% to -14.87%	17	4.22%	4.96%
-14.87% to -6.74%	61	15.14%	20.10%
-6.74% to 1.38%	129	32.01%	52.11%
1.38% to 9.51%	120	29.78%	81.89%
9.51% to 17.63%	45	11.17%	93.05%
17.63% to 25.76%	20	4.96%	98.01%
25.76% to 33.88%	3	0.74%	98.76%
Greater than 33.88%	5	1.24%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.45%	12.21%	76.18%	68.27%
±2σ	-20.29%	23.05%	95.04%	95.45%
±3σ	-31.12%	33.88%	98.26%	99.73%

Descriptive Statistics

均值	1.381%
Standard Error	0.540%
中位数	1.224%
Mode	0.000%
Standard Deviation	10.834%
Sample Variance	117.371%
峰度	3.40
偏度	0.30
Range	103.212%
Minimum	-51.509%
Maximum	51.703%
Count	403

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.392%	222	55.09%	4.623%
负向	-7.381%	177	43.92%	-3.242%
Zero	0.000%	4	0.99%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	17.73%
12	1 Year	15.73%
36	3 Years	15.10%
60	5 Years	16.95%
120	10 Years	17.17%
240	20 Years	15.83%
600	50 Years	17.10%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 4.11. Further, an Excess 峰度 of 29.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.41%	0	0.00%	0.00%
-21.41% to -11.27%	0	0.00%	0.00%
-11.27% to -1.12%	0	0.00%	0.00%
-1.12% to 9.03%	54	13.37%	13.37%
9.03% to 19.18%	200	49.50%	62.87%
19.18% to 29.33%	99	24.50%	87.38%
29.33% to 39.48%	31	7.67%	95.05%
39.48% to 49.63%	9	2.23%	97.28%
49.63% to 59.78%	3	0.74%	98.02%
Greater than 59.78%	8	1.98%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.65%	32.71%	89.60%	68.27%
±2σ	-7.88%	46.25%	97.28%	95.45%
±3σ	-21.41%	59.78%	98.02%	99.73%

Descriptive Statistics

均值	19.182%
Standard Error	0.673%
中位数	16.340%
Mode	11.277%
Standard Deviation	13.532%
Sample Variance	183.122%
峰度	29.11
偏度	4.11
Range	149.715%
Minimum	3.660%
Maximum	153.375%
Count	404

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.182%	404	100.00%	19.182%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 2.44. Further, an Excess 峰度 of 20.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -35.43%	0	0.00%	0.00%
-35.43% to -26.59%	5	1.24%	1.24%
-26.59% to -17.75%	10	2.48%	3.71%
-17.75% to -8.90%	50	12.38%	16.09%
-8.90% to -0.06%	148	36.63%	52.72%
-0.06% to 8.79%	128	31.68%	84.41%
8.79% to 17.63%	42	10.40%	94.80%
17.63% to 26.47%	15	3.71%	98.51%
26.47% to 35.32%	4	0.99%	99.50%
Greater than 35.32%	2	0.50%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.85%	11.73%	80.45%	68.27%
±2σ	-23.64%	23.53%	95.79%	95.45%
±3σ	-35.43%	35.32%	99.50%	99.73%

Descriptive Statistics

均值	-0.058%
Standard Error	0.587%
中位数	-0.781%
Mode	0.000%
Standard Deviation	11.792%
Sample Variance	139.041%
峰度	20.49
偏度	2.44
Range	145.593%
Minimum	-35.406%
Maximum	110.187%
Count	404

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.449%	188	46.53%	3.932%
负向	-7.568%	213	52.72%	-3.990%
Zero	0.000%	3	0.74%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.02. Further, an Excess 峰度 of 4.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -52.47%	0	0.00%	0.00%
-52.47% to -38.34%	1	0.75%	0.75%
-38.34% to -24.21%	6	4.48%	5.22%
-24.21% to -10.09%	20	14.93%	20.15%
-10.09% to 4.04%	44	32.84%	52.99%
4.04% to 18.17%	37	27.61%	80.60%
18.17% to 32.30%	19	14.18%	94.78%
32.30% to 46.42%	5	3.73%	98.51%
46.42% to 60.55%	1	0.75%	99.25%
Greater than 60.55%	1	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.79%	22.88%	74.63%	68.27%
±2σ	-33.63%	41.72%	94.03%	95.45%
±3σ	-52.47%	60.55%	99.25%	99.73%

Descriptive Statistics

均值	4.042%
Standard Error	1.627%
中位数	2.697%
Mode	-41.282%
Standard Deviation	18.837%
Sample Variance	354.840%
峰度	4.52
偏度	1.02
Range	141.397%
Minimum	-41.282%
Maximum	100.115%
Count	134

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.289%	74	55.22%	8.995%
负向	-11.062%	60	44.78%	-4.953%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	32.66%
12	3 Years	27.46%
20	5 Years	28.70%
40	10 Years	29.68%
80	20 Years	27.96%
200	50 Years	29.33%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 3.42. Further, an Excess 峰度 of 15.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -44.41%	0	0.00%	0.00%
-44.41% to -24.45%	0	0.00%	0.00%
-24.45% to -4.48%	0	0.00%	0.00%
-4.48% to 15.48%	17	12.59%	12.59%
15.48% to 35.45%	68	50.37%	62.96%
35.45% to 55.42%	36	26.67%	89.63%
55.42% to 75.38%	8	5.93%	95.56%
75.38% to 95.35%	1	0.74%	96.30%
95.35% to 115.31%	1	0.74%	97.04%
Greater than 115.31%	4	2.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.83%	62.07%	94.81%	68.27%
±2σ	-17.79%	88.69%	96.30%	95.45%
±3σ	-44.41%	115.31%	97.04%	99.73%

Descriptive Statistics

均值	35.450%
Standard Error	2.291%
中位数	29.927%
Mode	50.000%
Standard Deviation	26.621%
Sample Variance	708.669%
峰度	15.57
偏度	3.42
Range	186.146%
Minimum	9.997%
Maximum	196.143%
Count	135

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	35.450%	135	100.00%	35.450%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.05. Further, an Excess 峰度 of 2.97 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -54.72%	0	0.00%	0.00%
-54.72% to -41.19%	1	0.74%	0.74%
-41.19% to -27.65%	4	2.96%	3.70%
-27.65% to -14.12%	22	16.30%	20.00%
-14.12% to -0.58%	44	32.59%	52.59%
-0.58% to 12.95%	42	31.11%	83.70%
12.95% to 26.48%	12	8.89%	92.59%
26.48% to 40.02%	7	5.19%	97.78%
40.02% to 53.55%	0	0.00%	97.78%
Greater than 53.55%	3	2.22%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.63%	17.46%	77.04%	68.27%
±2σ	-36.68%	35.51%	94.81%	95.45%
±3σ	-54.72%	53.55%	97.78%	99.73%

Descriptive Statistics

均值	-0.585%
Standard Error	1.553%
中位数	-2.118%
Mode	-50.835%
Standard Deviation	18.045%
Sample Variance	325.615%
峰度	2.97
偏度	1.05
Range	123.558%
Minimum	-50.835%
Maximum	72.723%
Count	135

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.673%	62	45.93%	6.279%
负向	-12.694%	73	54.07%	-6.864%
Zero	0.000%	0	0.00%	0.000%

CAKE 深度分析报告