DBI - 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	3.91%	3.65%	3.26%	5.94%	5.49%	5.43%	7.16	7.99	6.77	8.44
Weekly	8.08%	10.18%	8.06%	13.83%	12.08%	11.94%	6.70	8.53	5.94	9.63
Monthly	15.97%	32.65%	18.05%	29.13%	25.14%	24.86%	5.88	9.72	4.57	12.50
Quarterly	28.59%	61.03%	25.19%	49.50%	43.55%	43.07%	4.89	11.69	3.16	18.06
Annual	—	—	—	—	87.09%	86.13%	3.16	18.06	1.32	43.15
Option Time Horizon	—	—	—	—	33.50%	33.13%	5.41	10.57	3.87	14.77

Calculation Notes: Computed at 2026-02-22T14:23 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $7.56 | Strike (K): $10.00 (first OTM call ≥ spot) | Observed Mid-Price: $0.3250 (Bid $0.2500 / Ask $0.4000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.70% | Binomial IV (Annual): 87.09% (CRR binomial tree, American, n=20 steps) | BS IV: 86.83% (European Black-Scholes) | Yahoo IV (Annual): 86.13% → 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
2025-12-05	$0.0500
2025-10-03	$0.0500
2025-06-05	$0.0500
2025-03-28	$0.0500
2024-12-06	$0.0500
2024-10-04	$0.0500
2024-06-05	$0.0500
2024-03-27	$0.0500
2023-11-29	$0.0500
2023-10-02	$0.0500
2023-06-26	$0.0500
2023-03-30	$0.0500
2022-12-12	$0.0500
2022-09-21	$0.0500
2022-06-21	$0.0500
2022-04-21	$0.0500
2020-03-27	$0.1000
2019-12-19	$0.2500
2019-09-19	$0.2500
2019-06-18	$0.2500
2019-03-29	$0.2500
2018-12-20	$0.2500
2018-09-21	$0.2500
2018-06-20	$0.2500
2018-03-22	$0.2500
2017-12-14	$0.2000
2017-09-18	$0.2000
2017-06-13	$0.2000
2017-03-15	$0.2000
2016-12-14	$0.2000
2016-09-14	$0.2000
2016-06-14	$0.2000
2016-03-30	$0.2000
2015-12-16	$0.2000
2015-09-16	$0.2000
2015-06-17	$0.2000
2015-03-18	$0.2000
2014-12-17	$0.1880
2014-09-17	$0.1880
2014-06-18	$0.1880
2014-04-02	$0.1880
2013-12-17	$0.1250
2013-09-18	$0.1250
2013-06-14	$0.1250
2012-12-13	$0.1800
2012-10-12	$1.0000
2012-09-14	$0.0900
2012-06-15	$0.0900
2012-03-16	$0.0750
2011-12-15	$0.0750
2011-09-16	$1.0750

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.15. Further, an Excess Kurtosis of 56.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.65%	29	0.56%	0.56%
-11.65% to -8.72%	35	0.67%	1.23%
-8.72% to -5.79%	140	2.70%	3.93%
-5.79% to -2.86%	508	9.78%	13.71%
-2.86% to 0.07%	1928	37.13%	50.84%
0.07% to 3.00%	1852	35.66%	86.50%
3.00% to 5.94%	468	9.01%	95.51%
5.94% to 8.87%	136	2.62%	98.13%
8.87% to 11.80%	57	1.10%	99.23%
Greater than 11.80%	40	0.77%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.83%	3.98%	82.01%	68.27%
±2σ	-7.74%	7.89%	95.49%	95.45%
±3σ	-11.65%	11.80%	98.67%	99.73%

Descriptive Statistics

Mean	0.074%
Standard Error	0.054%
Median	0.018%
Mode	0.000%
Standard Deviation	3.908%
Sample Variance	15.274%
Kurtosis	56.54
Skewness	2.15
Range	125.072%
Minimum	-39.899%
Maximum	85.173%
Count	5193

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.493%	2598	50.03%	1.247%
Negative	-2.397%	2542	48.95%	-1.173%
Zero	0.000%	53	1.02%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	6.90%
20	1 Month	7.08%
60	1 Quarter	7.92%
250	1 Year	7.82%
750	3 Years	6.30%
1,250	5 Years	5.94%
2,500	10 Years	5.38%
5,000	20 Years	4.63%
12,500	50 Years	4.58%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.36. Further, an Excess Kurtosis of 168.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.49%	0	0.00%	0.00%
-6.49% to -3.76%	0	0.00%	0.00%
-3.76% to -1.02%	0	0.00%	0.00%
-1.02% to 1.71%	506	9.74%	9.74%
1.71% to 4.45%	2828	54.45%	64.19%
4.45% to 7.18%	1184	22.80%	86.98%
7.18% to 9.91%	424	8.16%	95.15%
9.91% to 12.65%	124	2.39%	97.54%
12.65% to 15.38%	61	1.17%	98.71%
Greater than 15.38%	67	1.29%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.80%	8.09%	90.41%	68.27%
±2σ	-2.85%	11.74%	96.86%	95.45%
±3σ	-6.49%	15.38%	98.71%	99.73%

Descriptive Statistics

Mean	4.446%
Standard Error	0.051%
Median	3.617%
Mode	3.182%
Standard Deviation	3.646%
Sample Variance	13.294%
Kurtosis	168.96
Skewness	8.36
Range	105.273%
Minimum	0.609%
Maximum	105.882%
Count	5194

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.446%	5194	100.00%	4.446%
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 0.39. Further, an Excess Kurtosis of 22.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.70%	31	0.60%	0.60%
-9.70% to -7.25%	55	1.06%	1.66%
-7.25% to -4.80%	162	3.12%	4.77%
-4.80% to -2.36%	565	10.88%	15.65%
-2.36% to 0.09%	1835	35.33%	50.98%
0.09% to 2.53%	1724	33.19%	84.17%
2.53% to 4.98%	566	10.90%	95.07%
4.98% to 7.42%	157	3.02%	98.09%
7.42% to 9.87%	65	1.25%	99.35%
Greater than 9.87%	34	0.65%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.17%	3.35%	79.07%	68.27%
±2σ	-6.44%	6.61%	94.96%	95.45%
±3σ	-9.70%	9.87%	98.75%	99.73%

Descriptive Statistics

Mean	0.087%
Standard Error	0.045%
Median	0.038%
Mode	0.000%
Standard Deviation	3.261%
Sample Variance	10.635%
Kurtosis	22.94
Skewness	0.39
Range	89.604%
Minimum	-45.486%
Maximum	44.118%
Count	5194

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.245%	2613	50.31%	1.129%
Negative	-2.139%	2532	48.75%	-1.043%
Zero	0.000%	49	0.94%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.85. Further, an Excess Kurtosis of 12.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -23.94%	6	0.56%	0.56%
-23.94% to -17.87%	10	0.93%	1.49%
-17.87% to -11.81%	33	3.06%	4.55%
-11.81% to -5.75%	124	11.51%	16.06%
-5.75% to 0.32%	371	34.45%	50.51%
0.32% to 6.38%	378	35.10%	85.61%
6.38% to 12.44%	99	9.19%	94.80%
12.44% to 18.50%	35	3.25%	98.05%
18.50% to 24.57%	11	1.02%	99.07%
Greater than 24.57%	10	0.93%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.77%	8.40%	79.48%	68.27%
±2σ	-15.85%	16.48%	95.45%	95.45%
±3σ	-23.94%	24.57%	98.51%	99.73%

Descriptive Statistics

Mean	0.316%
Standard Error	0.246%
Median	0.199%
Mode	0.000%
Standard Deviation	8.084%
Sample Variance	65.351%
Kurtosis	12.53
Skewness	0.85
Range	129.529%
Minimum	-52.209%
Maximum	77.320%
Count	1077

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.564%	549	50.98%	2.836%
Negative	-5.189%	523	48.56%	-2.520%
Zero	0.000%	5	0.46%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	15.17%
12	1 Quarter	19.59%
52	1 Year	19.02%
156	3 Years	14.99%
260	5 Years	13.83%
520	10 Years	12.54%
1,040	20 Years	10.75%
2,600	50 Years	10.65%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.04. Further, an Excess Kurtosis of 90.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -19.21%	0	0.00%	0.00%
-19.21% to -11.58%	0	0.00%	0.00%
-11.58% to -3.95%	0	0.00%	0.00%
-3.95% to 3.69%	61	5.66%	5.66%
3.69% to 11.32%	639	59.28%	64.94%
11.32% to 18.95%	249	23.10%	88.03%
18.95% to 26.59%	81	7.51%	95.55%
26.59% to 34.22%	24	2.23%	97.77%
34.22% to 41.85%	7	0.65%	98.42%
Greater than 41.85%	17	1.58%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.14%	21.50%	91.93%	68.27%
±2σ	-9.04%	31.68%	97.31%	95.45%
±3σ	-19.22%	41.85%	98.42%	99.73%

Descriptive Statistics

Mean	11.319%
Standard Error	0.310%
Median	8.982%
Mode	4.060%
Standard Deviation	10.178%
Sample Variance	103.589%
Kurtosis	90.80
Skewness	7.04
Range	171.821%
Minimum	1.665%
Maximum	173.486%
Count	1078

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.319%	1078	100.00%	11.319%
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 3.22. Further, an Excess Kurtosis of 43.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -23.78%	5	0.46%	0.46%
-23.78% to -17.73%	4	0.37%	0.83%
-17.73% to -11.69%	34	3.15%	3.99%
-11.69% to -5.64%	110	10.20%	14.19%
-5.64% to 0.41%	439	40.72%	54.92%
0.41% to 6.46%	322	29.87%	84.79%
6.46% to 12.50%	116	10.76%	95.55%
12.50% to 18.55%	29	2.69%	98.24%
18.55% to 24.60%	11	1.02%	99.26%
Greater than 24.60%	8	0.74%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.65%	8.47%	81.17%	68.27%
±2σ	-15.72%	16.54%	95.83%	95.45%
±3σ	-23.78%	24.60%	98.79%	99.73%

Descriptive Statistics

Mean	0.409%
Standard Error	0.246%
Median	-0.144%
Mode	0.000%
Standard Deviation	8.063%
Sample Variance	65.012%
Kurtosis	43.79
Skewness	3.22
Range	149.430%
Minimum	-31.447%
Maximum	117.983%
Count	1078

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.741%	523	48.52%	2.785%
Negative	-4.641%	552	51.21%	-2.376%
Zero	0.000%	3	0.28%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.97. Further, an Excess Kurtosis of 5.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -46.71%	1	0.40%	0.40%
-46.71% to -34.73%	1	0.40%	0.81%
-34.73% to -22.75%	10	4.03%	4.84%
-22.75% to -10.77%	31	12.50%	17.34%
-10.77% to 1.22%	92	37.10%	54.44%
1.22% to 13.20%	71	28.63%	83.06%
13.20% to 25.18%	33	13.31%	96.37%
25.18% to 37.16%	4	1.61%	97.98%
37.16% to 49.14%	1	0.40%	98.39%
Greater than 49.14%	4	1.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.76%	17.19%	75.40%	68.27%
±2σ	-30.73%	33.17%	95.97%	95.45%
±3σ	-46.71%	49.14%	97.98%	99.73%

Descriptive Statistics

Mean	1.216%
Standard Error	1.014%
Median	-0.054%
Mode	0.000%
Standard Deviation	15.975%
Sample Variance	255.208%
Kurtosis	5.47
Skewness	0.97
Range	145.016%
Minimum	-62.568%
Maximum	82.448%
Count	248

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.550%	121	48.79%	6.123%
Negative	-9.735%	125	50.40%	-4.907%
Zero	0.000%	2	0.81%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	54.99%
12	1 Year	43.28%
36	3 Years	32.86%
60	5 Years	29.13%
120	10 Years	27.13%
240	20 Years	22.95%
600	50 Years	22.77%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.73. Further, an Excess Kurtosis of 124.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -70.41%	0	0.00%	0.00%
-70.41% to -45.92%	0	0.00%	0.00%
-45.92% to -21.43%	0	0.00%	0.00%
-21.43% to 3.05%	0	0.00%	0.00%
3.05% to 27.54%	163	65.46%	65.46%
27.54% to 52.03%	66	26.51%	91.97%
52.03% to 76.51%	12	4.82%	96.79%
76.51% to 101.00%	5	2.01%	98.80%
101.00% to 125.49%	2	0.80%	99.60%
Greater than 125.49%	1	0.40%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.11%	60.19%	94.38%	68.27%
±2σ	-37.76%	92.84%	97.99%	95.45%
±3σ	-70.41%	125.49%	99.60%	99.73%

Descriptive Statistics

Mean	27.540%
Standard Error	2.069%
Median	21.365%
Mode	15.682%
Standard Deviation	32.649%
Sample Variance	1065.963%
Kurtosis	124.45
Skewness	9.73
Range	454.610%
Minimum	5.005%
Maximum	459.615%
Count	249

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.540%	249	100.00%	27.540%
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 3.50. Further, an Excess Kurtosis of 31.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -52.60%	0	0.00%	0.00%
-52.60% to -39.06%	2	0.80%	0.80%
-39.06% to -25.53%	6	2.41%	3.21%
-25.53% to -11.99%	34	13.65%	16.87%
-11.99% to 1.54%	97	38.96%	55.82%
1.54% to 15.07%	72	28.92%	84.74%
15.07% to 28.61%	27	10.84%	95.58%
28.61% to 42.14%	8	3.21%	98.80%
42.14% to 55.67%	2	0.80%	99.60%
Greater than 55.67%	1	0.40%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.51%	19.58%	81.53%	68.27%
±2σ	-34.55%	37.63%	96.39%	95.45%
±3σ	-52.60%	55.67%	99.60%	99.73%

Descriptive Statistics

Mean	1.539%
Standard Error	1.144%
Median	0.504%
Mode	-43.418%
Standard Deviation	18.045%
Sample Variance	325.622%
Kurtosis	31.20
Skewness	3.50
Range	214.904%
Minimum	-43.418%
Maximum	171.486%
Count	249

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.413%	129	51.81%	6.431%
Negative	-10.151%	120	48.19%	-4.892%
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 3.15. Further, an Excess Kurtosis of 18.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -82.85%	0	0.00%	0.00%
-82.85% to -61.41%	0	0.00%	0.00%
-61.41% to -39.96%	2	2.41%	2.41%
-39.96% to -18.52%	9	10.84%	13.25%
-18.52% to 2.92%	35	42.17%	55.42%
2.92% to 24.36%	27	32.53%	87.95%
24.36% to 45.81%	8	9.64%	97.59%
45.81% to 67.25%	0	0.00%	97.59%
67.25% to 88.69%	1	1.20%	98.80%
Greater than 88.69%	1	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.67%	31.51%	85.54%	68.27%
±2σ	-54.26%	60.10%	96.39%	95.45%
±3σ	-82.85%	88.69%	98.80%	99.73%

Descriptive Statistics

Mean	2.921%
Standard Error	3.138%
Median	0.786%
Mode	-54.717%
Standard Deviation	28.590%
Sample Variance	817.411%
Kurtosis	18.69
Skewness	3.15
Range	237.627%
Minimum	-54.717%
Maximum	182.910%
Count	83

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.674%	43	51.81%	10.193%
Negative	-15.087%	40	48.19%	-7.271%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	80.68%
12	3 Years	58.22%
20	5 Years	49.50%
40	10 Years	48.55%
80	20 Years	40.27%
200	50 Years	40.00%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.69. Further, an Excess Kurtosis of 40.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -128.89%	0	0.00%	0.00%
-128.89% to -83.12%	0	0.00%	0.00%
-83.12% to -37.35%	0	0.00%	0.00%
-37.35% to 8.42%	0	0.00%	0.00%
8.42% to 54.20%	60	71.43%	71.43%
54.20% to 99.97%	19	22.62%	94.05%
99.97% to 145.74%	2	2.38%	96.43%
145.74% to 191.51%	1	1.19%	97.62%
191.51% to 237.28%	1	1.19%	98.81%
Greater than 237.28%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.83%	115.22%	94.05%	68.27%
±2σ	-67.86%	176.25%	97.62%	95.45%
±3σ	-128.89%	237.28%	98.81%	99.73%

Descriptive Statistics

Mean	54.195%
Standard Error	6.659%
Median	38.538%
Mode	15.682%
Standard Deviation	61.028%
Sample Variance	3724.383%
Kurtosis	40.29
Skewness	5.69
Range	500.087%
Minimum	15.682%
Maximum	515.769%
Count	84

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	54.195%	84	100.00%	54.195%
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 1.55. Further, an Excess Kurtosis of 6.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -72.23%	0	0.00%	0.00%
-72.23% to -53.34%	1	1.19%	1.19%
-53.34% to -34.45%	1	1.19%	2.38%
-34.45% to -15.56%	13	15.48%	17.86%
-15.56% to 3.33%	35	41.67%	59.52%
3.33% to 22.23%	22	26.19%	85.71%
22.23% to 41.12%	7	8.33%	94.05%
41.12% to 60.01%	3	3.57%	97.62%
60.01% to 78.90%	1	1.19%	98.81%
Greater than 78.90%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-21.86%	28.52%	82.14%	68.27%
±2σ	-47.05%	53.71%	95.24%	95.45%
±3σ	-72.23%	78.90%	98.81%	99.73%

Descriptive Statistics

Mean	3.333%
Standard Error	2.748%
Median	0.220%
Mode	-63.510%
Standard Deviation	25.189%
Sample Variance	634.474%
Kurtosis	6.52
Skewness	1.55
Range	189.022%
Minimum	-63.510%
Maximum	125.512%
Count	84

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.909%	43	51.19%	10.191%
Negative	-14.052%	41	48.81%	-6.859%
Zero	0.000%	0	0.00%	0.000%

DBI Deep Analytical Report