CLF 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	3.20%	3.13%	2.75%	4.98%	4.07%	4.15%	9.37	10.17	9.00	10.59
周度	7.17%	8.21%	7.17%	11.90%	8.97%	9.13%	8.92	10.68	8.16	11.68
月度	14.28%	19.04%	15.04%	25.39%	18.67%	19.00%	8.10	11.76	6.72	14.18
季度	27.92%	48.19%	32.19%	46.60%	32.33%	32.91%	7.06	13.49	5.11	18.63
Annual	—	—	—	—	64.66%	65.82%	5.11	18.63	2.68	35.57
Option Time Horizon	—	—	—	—	24.64%	25.08%	7.63	12.49	5.96	15.98

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $9.76 | Strike (K): $10.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.8800 (Bid $0.8600 / Ask $0.9000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 64.66% (CRR binomial tree, American, n=20 steps) | BS IV: 64.95% (European Black-Scholes) | Yahoo IV (Annual): 65.82% → 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
2020-04-02	$0.0600
2020-01-02	$0.0600
2019-10-03	$0.1000
2019-07-03	$0.0600
2019-04-04	$0.0500
2019-01-03	$0.0500
2014-11-12	$0.1500
2014-08-13	$0.1500
2014-05-21	$0.1500
2014-02-19	$0.1500
2013-11-20	$0.1500
2013-08-13	$0.1500
2013-05-15	$0.1500
2013-02-20	$0.1500
2012-11-20	$0.6250
2012-08-13	$0.6250
2012-04-25	$0.6250
2012-02-13	$0.2800
2011-11-16	$0.2800
2011-08-11	$0.2800
2011-04-27	$0.1400
2011-02-11	$0.1400
2010-11-17	$0.1400
2010-08-11	$0.1400
2010-05-12	$0.1400
2010-02-11	$0.0880
2009-11-18	$0.0880
2009-08-12	$0.0400
2009-05-20	$0.0400
2009-02-12	$0.0880
2008-11-12	$0.0880
2008-08-13	$0.0880
2008-05-21	$0.0440
2008-02-13	$0.0875
2007-11-20	$0.0625
2007-08-13	$0.0625
2007-05-16	$0.0625
2007-02-13	$0.0625
2006-11-21	$0.0625
2006-08-11	$0.0315
2006-05-17	$0.0625
2006-02-13	$0.0500
2005-11-10	$0.0500
2005-08-10	$0.0500
2005-05-18	$0.0250
2005-02-16	$0.0250
2004-11-17	$0.0250
2001-11-20	$0.0125
2001-08-14	$0.0125
2001-05-16	$0.0125
2001-02-09	$0.0125
2000-11-21	$0.0469
2000-08-10	$0.0469
2000-05-17	$0.0469
2000-02-14	$0.0469
1999-11-17	$0.0469
1999-08-11	$0.0469
1999-05-18	$0.0469
1999-02-12	$0.0469
1998-11-18	$0.0469
1998-08-11	$0.0469
1998-05-20	$0.0469
1998-02-13	$0.0406
1997-11-19	$0.0406
1997-08-08	$0.0406
1997-05-21	$0.0406
1997-02-18	$0.0406
1996-12-10	$0.0406
1996-08-16	$0.0406
1996-05-23	$0.0406
1996-02-14	$0.0406
1995-12-08	$0.0406
1995-08-16	$0.0406
1995-05-17	$0.0406
1995-02-13	$0.0406
1994-12-06	$0.0406
1994-08-15	$0.0375
1994-02-14	$0.0375
1993-12-07	$0.0375
1993-08-16	$0.0375
1993-07-14	$0.3357
1993-05-19	$0.0375
1993-02-16	$0.0375
1992-12-08	$0.0375
1992-08-17	$0.0375
1992-05-18	$0.0375
1992-02-18	$0.0344
1991-12-09	$0.0344
1991-08-16	$0.0344
1991-05-20	$0.0344
1991-02-19	$0.5250
1990-12-11	$0.0250
1990-08-17	$0.0250
1990-05-18	$0.0250
1990-02-20	$0.0250
1989-12-11	$0.0250
1989-08-21	$0.0250
1973-02-23	$0.0150

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.49. Further, an Excess 峰度 of 11.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.52%	103	0.79%	0.79%
-9.52% to -7.12%	109	0.84%	1.63%
-7.12% to -4.73%	351	2.70%	4.33%
-4.73% to -2.33%	1274	9.80%	14.13%
-2.33% to 0.07%	5194	39.96%	54.09%
0.07% to 2.47%	4134	31.80%	85.90%
2.47% to 4.87%	1210	9.31%	95.21%
4.87% to 7.26%	361	2.78%	97.98%
7.26% to 9.66%	138	1.06%	99.05%
Greater than 9.66%	124	0.95%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.13%	3.27%	80.87%	68.27%
±2σ	-6.32%	6.46%	95.08%	95.45%
±3σ	-9.52%	9.66%	98.25%	99.73%

Descriptive Statistics

均值	0.070%
Standard Error	0.028%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.197%
Sample Variance	10.221%
峰度	11.80
偏度	0.49
Range	66.715%
Minimum	-27.301%
Maximum	39.414%
Count	12998

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.283%	6008	46.22%	1.055%
负向	-2.125%	6029	46.38%	-0.986%
Zero	0.000%	961	7.39%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	8.34%
20	1 Month	5.36%
60	1 Quarter	6.13%
250	1 Year	5.85%
750	3 Years	4.72%
1,250	5 Years	4.98%
2,500	10 Years	5.33%
5,000	20 Years	5.70%
12,500	50 Years	3.66%

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 3.07. Further, an Excess 峰度 of 17.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.02%	0	0.00%	0.00%
-6.02% to -3.67%	0	0.00%	0.00%
-3.67% to -1.32%	0	0.00%	0.00%
-1.32% to 1.03%	2246	17.28%	17.28%
1.03% to 3.38%	5916	45.51%	62.79%
3.38% to 5.73%	2896	22.28%	85.07%
5.73% to 8.08%	1119	8.61%	93.68%
8.08% to 10.43%	399	3.07%	96.75%
10.43% to 12.78%	191	1.47%	98.22%
Greater than 12.78%	232	1.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.25%	6.51%	88.24%	68.27%
±2σ	-2.89%	9.65%	95.88%	95.45%
±3σ	-6.02%	12.78%	98.22%	99.73%

Descriptive Statistics

均值	3.380%
Standard Error	0.027%
中位数	2.564%
Mode	1.205%
Standard Deviation	3.134%
Sample Variance	9.820%
峰度	17.63
偏度	3.07
Range	42.713%
Minimum	0.125%
Maximum	42.838%
Count	12999

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.380%	12999	100.00%	3.380%
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 Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.73. Further, an Excess 峰度 of 10.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.17%	102	0.78%	0.78%
-8.17% to -6.11%	126	0.97%	1.75%
-6.11% to -4.05%	388	2.98%	4.74%
-4.05% to -1.99%	1336	10.28%	15.02%
-1.99% to 0.07%	5047	38.83%	53.84%
0.07% to 2.12%	4107	31.59%	85.44%
2.12% to 4.18%	1271	9.78%	95.22%
4.18% to 6.24%	367	2.82%	98.04%
6.24% to 8.30%	125	0.96%	99.00%
Greater than 8.30%	130	1.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.68%	2.81%	80.14%	68.27%
±2σ	-5.42%	5.56%	95.03%	95.45%
±3σ	-8.17%	8.30%	98.22%	99.73%

Descriptive Statistics

均值	0.065%
Standard Error	0.024%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.745%
Sample Variance	7.535%
峰度	10.96
偏度	0.73
Range	53.273%
Minimum	-19.620%
Maximum	33.653%
Count	12999

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.980%	6031	46.40%	0.919%
负向	-1.934%	5735	44.12%	-0.853%
Zero	0.000%	1233	9.48%	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 0.58. Further, an Excess 峰度 of 8.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.16%	20	0.72%	0.72%
-21.16% to -15.79%	35	1.26%	1.98%
-15.79% to -10.41%	78	2.81%	4.80%
-10.41% to -5.03%	278	10.03%	14.82%
-5.03% to 0.34%	1020	36.78%	51.60%
0.34% to 5.72%	922	33.25%	84.85%
5.72% to 11.10%	286	10.31%	95.17%
11.10% to 16.48%	74	2.67%	97.84%
16.48% to 21.86%	30	1.08%	98.92%
Greater than 21.86%	30	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.83%	7.51%	79.84%	68.27%
±2σ	-13.99%	14.69%	94.63%	95.45%
±3σ	-21.16%	21.85%	98.20%	99.73%

Descriptive Statistics

均值	0.345%
Standard Error	0.136%
中位数	0.181%
Mode	0.000%
Standard Deviation	7.170%
Sample Variance	51.414%
峰度	8.22
偏度	0.58
Range	106.321%
Minimum	-42.803%
Maximum	63.518%
Count	2773

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.051%	1412	50.92%	2.572%
负向	-4.814%	1283	46.27%	-2.227%
Zero	0.000%	78	2.81%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	9.84%
12	1 Quarter	14.05%
52	1 Year	13.94%
156	3 Years	11.12%
260	5 Years	11.90%
520	10 Years	12.54%
1,040	20 Years	13.40%
2,600	50 Years	8.94%

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 3.06. Further, an Excess 峰度 of 15.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.50%	0	0.00%	0.00%
-15.50% to -9.35%	0	0.00%	0.00%
-9.35% to -3.19%	0	0.00%	0.00%
-3.19% to 2.96%	417	15.03%	15.03%
2.96% to 9.12%	1380	49.75%	64.78%
9.12% to 15.28%	584	21.05%	85.83%
15.28% to 21.43%	203	7.32%	93.15%
21.43% to 27.59%	90	3.24%	96.40%
27.59% to 33.74%	52	1.87%	98.27%
Greater than 33.74%	48	1.73%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.91%	17.33%	88.36%	68.27%
±2σ	-7.29%	25.53%	95.64%	95.45%
±3σ	-15.50%	33.74%	98.27%	99.73%

Descriptive Statistics

均值	9.120%
Standard Error	0.156%
中位数	6.840%
Mode	2.564%
Standard Deviation	8.207%
Sample Variance	67.362%
峰度	15.61
偏度	3.06
Range	83.006%
Minimum	0.271%
Maximum	83.277%
Count	2774

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.120%	2774	100.00%	9.120%
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 1.45. Further, an Excess 峰度 of 11.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.30%	13	0.47%	0.47%
-21.30% to -15.92%	21	0.76%	1.23%
-15.92% to -10.54%	81	2.92%	4.15%
-10.54% to -5.16%	314	11.32%	15.47%
-5.16% to 0.22%	1077	38.82%	54.29%
0.22% to 5.60%	884	31.87%	86.16%
5.60% to 10.98%	240	8.65%	94.81%
10.98% to 16.36%	82	2.96%	97.76%
16.36% to 21.74%	25	0.90%	98.67%
Greater than 21.74%	37	1.33%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.95%	7.39%	80.25%	68.27%
±2σ	-14.13%	14.57%	95.10%	95.45%
±3σ	-21.30%	21.74%	98.20%	99.73%

Descriptive Statistics

均值	0.220%
Standard Error	0.136%
中位数	-0.181%
Mode	0.000%
Standard Deviation	7.173%
Sample Variance	51.458%
峰度	11.44
偏度	1.45
Range	104.907%
Minimum	-37.026%
Maximum	67.881%
Count	2774

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.331%	1284	46.29%	2.468%
负向	-4.456%	1399	50.43%	-2.247%
Zero	0.000%	91	3.28%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.47. Further, an Excess 峰度 of 2.51 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.45%	3	0.47%	0.47%
-41.45% to -30.74%	9	1.41%	1.88%
-30.74% to -20.03%	24	3.76%	5.64%
-20.03% to -9.32%	80	12.54%	18.18%
-9.32% to 1.40%	211	33.07%	51.25%
1.40% to 12.11%	200	31.35%	82.60%
12.11% to 22.82%	68	10.66%	93.26%
22.82% to 33.53%	30	4.70%	97.96%
33.53% to 44.24%	9	1.41%	99.37%
Greater than 44.24%	4	0.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.89%	15.68%	75.55%	68.27%
±2σ	-27.17%	29.96%	93.10%	95.45%
±3σ	-41.45%	44.24%	98.90%	99.73%

Descriptive Statistics

均值	1.395%
Standard Error	0.565%
中位数	1.181%
Mode	0.000%
Standard Deviation	14.283%
Sample Variance	204.001%
峰度	2.51
偏度	0.47
Range	124.685%
Minimum	-49.018%
Maximum	75.667%
Count	638

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.845%	343	53.76%	5.830%
负向	-9.724%	291	45.61%	-4.435%
Zero	0.000%	4	0.63%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	32.00%
12	1 Year	31.78%
36	3 Years	23.52%
60	5 Years	25.39%
120	10 Years	27.86%
240	20 Years	29.29%
600	50 Years	19.95%

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 2.83. Further, an Excess 峰度 of 12.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -34.61%	0	0.00%	0.00%
-34.61% to -20.33%	0	0.00%	0.00%
-20.33% to -6.04%	0	0.00%	0.00%
-6.04% to 8.24%	98	15.34%	15.34%
8.24% to 22.52%	313	48.98%	64.32%
22.52% to 36.80%	136	21.28%	85.60%
36.80% to 51.09%	52	8.14%	93.74%
51.09% to 65.37%	22	3.44%	97.18%
65.37% to 79.65%	6	0.94%	98.12%
Greater than 79.65%	12	1.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.48%	41.56%	87.95%	68.27%
±2σ	-15.56%	60.61%	96.09%	95.45%
±3σ	-34.61%	79.65%	98.12%	99.73%

Descriptive Statistics

均值	22.521%
Standard Error	0.753%
中位数	16.863%
Mode	12.500%
Standard Deviation	19.043%
Sample Variance	362.617%
峰度	12.24
偏度	2.83
Range	155.554%
Minimum	3.077%
Maximum	158.631%
Count	639

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.521%	639	100.00%	22.521%
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 1.39. Further, an Excess 峰度 of 5.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -44.14%	1	0.16%	0.16%
-44.14% to -32.86%	2	0.31%	0.47%
-32.86% to -21.59%	27	4.23%	4.69%
-21.59% to -10.31%	81	12.68%	17.37%
-10.31% to 0.96%	250	39.12%	56.49%
0.96% to 12.24%	181	28.33%	84.82%
12.24% to 23.52%	55	8.61%	93.43%
23.52% to 34.79%	22	3.44%	96.87%
34.79% to 46.07%	10	1.56%	98.44%
Greater than 46.07%	10	1.56%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.07%	16.00%	77.15%	68.27%
±2σ	-29.11%	31.04%	94.68%	95.45%
±3σ	-44.14%	46.07%	98.28%	99.73%

Descriptive Statistics

均值	0.965%
Standard Error	0.595%
中位数	-0.804%
Mode	0.000%
Standard Deviation	15.035%
Sample Variance	226.060%
峰度	5.77
偏度	1.39
Range	143.971%
Minimum	-46.490%
Maximum	97.481%
Count	639

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.176%	297	46.48%	5.659%
负向	-8.902%	337	52.74%	-4.695%
Zero	0.000%	5	0.78%	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 2.61. Further, an Excess 峰度 of 18.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -79.32%	0	0.00%	0.00%
-79.32% to -58.38%	1	0.47%	0.47%
-58.38% to -37.44%	5	2.36%	2.83%
-37.44% to -16.50%	28	13.21%	16.04%
-16.50% to 4.43%	82	38.68%	54.72%
4.43% to 25.37%	65	30.66%	85.38%
25.37% to 46.31%	18	8.49%	93.87%
46.31% to 67.25%	10	4.72%	98.58%
67.25% to 88.18%	2	0.94%	99.53%
Greater than 88.18%	1	0.47%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-23.48%	32.35%	79.25%	68.27%
±2σ	-51.40%	60.27%	97.17%	95.45%
±3σ	-79.32%	88.18%	99.53%	99.73%

Descriptive Statistics

均值	4.433%
Standard Error	1.917%
中位数	1.050%
Mode	-19.531%
Standard Deviation	27.917%
Sample Variance	779.383%
峰度	18.91
偏度	2.61
Range	302.408%
Minimum	-75.079%
Maximum	227.329%
Count	212

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	21.867%	110	51.89%	11.346%
负向	-14.656%	100	47.17%	-6.913%
Zero	0.000%	2	0.94%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	61.65%
12	3 Years	43.08%
20	5 Years	46.60%
40	10 Years	52.06%
80	20 Years	53.51%
200	50 Years	36.77%

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 3.71. Further, an Excess 峰度 of 20.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -96.98%	0	0.00%	0.00%
-96.98% to -60.83%	0	0.00%	0.00%
-60.83% to -24.69%	0	0.00%	0.00%
-24.69% to 11.46%	6	2.82%	2.82%
11.46% to 47.60%	141	66.20%	69.01%
47.60% to 83.74%	37	17.37%	86.38%
83.74% to 119.89%	17	7.98%	94.37%
119.89% to 156.03%	3	1.41%	95.77%
156.03% to 192.18%	4	1.88%	97.65%
Greater than 192.18%	5	2.35%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.59%	95.79%	91.55%	68.27%
±2σ	-48.78%	143.98%	95.31%	95.45%
±3σ	-96.98%	192.18%	97.65%	99.73%

Descriptive Statistics

均值	47.600%
Standard Error	3.302%
中位数	32.692%
Mode	18.919%
Standard Deviation	48.192%
Sample Variance	2322.492%
峰度	20.30
偏度	3.71
Range	413.016%
Minimum	6.928%
Maximum	419.944%
Count	213

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	47.600%	213	100.00%	47.600%
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 4.59. Further, an Excess 峰度 of 38.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -93.68%	0	0.00%	0.00%
-93.68% to -69.54%	0	0.00%	0.00%
-69.54% to -45.40%	1	0.47%	0.47%
-45.40% to -21.26%	24	11.27%	11.74%
-21.26% to 2.88%	103	48.36%	60.09%
2.88% to 27.02%	60	28.17%	88.26%
27.02% to 51.16%	16	7.51%	95.77%
51.16% to 75.30%	4	1.88%	97.65%
75.30% to 99.44%	3	1.41%	99.06%
Greater than 99.44%	2	0.94%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-29.31%	35.06%	85.92%	68.27%
±2σ	-61.49%	67.25%	96.71%	95.45%
±3σ	-93.68%	99.44%	99.06%	99.73%

Descriptive Statistics

均值	2.878%
Standard Error	2.205%
中位数	-0.279%
Mode	0.000%
Standard Deviation	32.186%
Sample Variance	1035.965%
峰度	38.67
偏度	4.59
Range	376.249%
Minimum	-68.691%
Maximum	307.558%
Count	213

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.218%	102	47.89%	10.640%
负向	-15.450%	107	50.23%	-7.761%
Zero	0.000%	4	1.88%	0.000%

CLF 深度分析报告