EA - 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	2.92%	2.65%	2.65%	1.99%	0.76%	1.22%	198.89	201.93	197.38	203.46
Weekly	6.10%	6.11%	6.00%	4.62%	1.67%	2.68%	197.08	203.77	193.82	207.21
Monthly	11.81%	11.88%	11.84%	10.14%	3.48%	5.58%	193.55	207.49	186.94	214.83
Quarterly	21.89%	22.12%	21.13%	16.90%	6.02%	9.67%	188.69	212.84	177.67	226.04
Annual	—	—	—	—	12.04%	19.34%	177.67	226.04	157.51	254.97
Option Time Horizon	—	—	—	—	3.94%	6.32%	192.67	208.45	185.23	216.81

Calculation Notes: Computed at 2026-02-22T14:24 UTC | Reference Contract: Call option expiring 2026-04-02 (39 days) | Spot Price (S): $200.40 | Strike (K): $205.00 (first OTM call ≥ spot) | Observed Mid-Price: $1.6250 (Bid $0.0500 / Ask $3.2000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.38% | Binomial IV (Annual): 12.04% (CRR binomial tree, American, n=20 steps) | BS IV: 12.11% (European Black-Scholes) | Yahoo IV (Annual): 19.34% → 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
2025-12-03	$0.1900
2025-08-27	$0.1900
2025-05-28	$0.1900
2025-02-26	$0.1900
2024-11-27	$0.1900
2024-08-28	$0.1900
2024-05-29	$0.1900
2024-02-27	$0.1900
2023-11-28	$0.1900
2023-08-29	$0.1900
2023-05-30	$0.1900
2023-02-28	$0.1900
2022-11-29	$0.1900
2022-08-30	$0.1900
2022-06-07	$0.1900
2022-03-08	$0.1700
2021-12-07	$0.1700
2021-08-31	$0.1700
2021-06-01	$0.1700
2021-03-02	$0.1700
2020-12-01	$0.1700

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.46. Further, an Excess Kurtosis of 6.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.64%	63	0.69%	0.69%
-8.64% to -6.46%	91	0.99%	1.68%
-6.46% to -4.27%	305	3.33%	5.01%
-4.27% to -2.08%	1023	11.16%	16.17%
-2.08% to 0.11%	3330	36.33%	52.50%
0.11% to 2.30%	2935	32.02%	84.52%
2.30% to 4.48%	894	9.75%	94.27%
4.48% to 6.67%	320	3.49%	97.76%
6.67% to 8.86%	118	1.29%	99.05%
Greater than 8.86%	87	0.95%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.81%	3.02%	78.34%	68.27%
±2σ	-5.73%	5.94%	94.71%	95.45%
±3σ	-8.64%	8.86%	98.36%	99.73%

Descriptive Statistics

Mean	0.108%
Standard Error	0.030%
Median	0.000%
Mode	0.000%
Standard Deviation	2.917%
Sample Variance	8.510%
Kurtosis	6.65
Skewness	0.46
Range	53.906%
Minimum	-25.528%
Maximum	28.378%
Count	9166

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.105%	4535	49.48%	1.041%
Negative	-1.942%	4407	48.08%	-0.934%
Zero	0.000%	224	2.44%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	0.60%
20	1 Month	0.80%
60	1 Quarter	0.45%
250	1 Year	1.57%
750	3 Years	1.70%
1,250	5 Years	1.99%
2,500	10 Years	2.33%
5,000	20 Years	2.83%
12,500	50 Years	3.77%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.93. Further, an Excess Kurtosis of 19.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.26%	0	0.00%	0.00%
-4.26% to -2.27%	0	0.00%	0.00%
-2.27% to -0.28%	0	0.00%	0.00%
-0.28% to 1.71%	1527	16.66%	16.66%
1.71% to 3.70%	4318	47.10%	63.76%
3.70% to 5.69%	1889	20.61%	84.37%
5.69% to 7.68%	752	8.20%	92.57%
7.68% to 9.67%	376	4.10%	96.67%
9.67% to 11.66%	139	1.52%	98.19%
Greater than 11.66%	166	1.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.04%	6.35%	84.50%	68.27%
±2σ	-1.61%	9.01%	95.57%	95.45%
±3σ	-4.26%	11.66%	98.20%	99.73%

Descriptive Statistics

Mean	3.699%
Standard Error	0.028%
Median	2.941%
Mode	2.941%
Standard Deviation	2.654%
Sample Variance	7.043%
Kurtosis	19.80
Skewness	2.93
Range	46.557%
Minimum	0.088%
Maximum	46.645%
Count	9167

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.699%	9167	100.00%	3.699%
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 0.32. Further, an Excess Kurtosis of 8.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.98%	68	0.74%	0.74%
-7.98% to -5.99%	105	1.15%	1.89%
-5.99% to -3.99%	339	3.70%	5.59%
-3.99% to -2.00%	961	10.48%	16.07%
-2.00% to -0.01%	2998	32.70%	48.77%
-0.01% to 1.98%	3232	35.26%	84.03%
1.98% to 3.97%	951	10.37%	94.40%
3.97% to 5.96%	329	3.59%	97.99%
5.96% to 7.95%	115	1.25%	99.25%
Greater than 7.95%	69	0.75%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.67%	2.64%	77.87%	68.27%
±2σ	-5.32%	5.30%	94.38%	95.45%
±3σ	-7.98%	7.95%	98.51%	99.73%

Descriptive Statistics

Mean	-0.011%
Standard Error	0.028%
Median	0.000%
Mode	0.000%
Standard Deviation	2.655%
Sample Variance	7.050%
Kurtosis	8.73
Skewness	0.32
Range	57.917%
Minimum	-21.951%
Maximum	35.966%
Count	9167

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.869%	4420	48.22%	0.901%
Negative	-1.867%	4481	48.88%	-0.913%
Zero	0.000%	266	2.90%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.27. Further, an Excess Kurtosis of 3.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.79%	11	0.58%	0.58%
-17.79% to -13.22%	22	1.16%	1.74%
-13.22% to -8.64%	72	3.79%	5.53%
-8.64% to -4.07%	229	12.05%	17.58%
-4.07% to 0.51%	616	32.42%	50.00%
0.51% to 5.08%	634	33.37%	83.37%
5.08% to 9.65%	209	11.00%	94.37%
9.65% to 14.23%	64	3.37%	97.74%
14.23% to 18.80%	25	1.32%	99.05%
Greater than 18.80%	18	0.95%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.59%	6.61%	76.26%	68.27%
±2σ	-11.69%	12.70%	94.42%	95.45%
±3σ	-17.79%	18.80%	98.47%	99.73%

Descriptive Statistics

Mean	0.506%
Standard Error	0.140%
Median	0.506%
Mode	0.000%
Standard Deviation	6.099%
Sample Variance	37.193%
Kurtosis	3.78
Skewness	0.27
Range	71.590%
Minimum	-31.353%
Maximum	40.237%
Count	1900

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.455%	1028	54.10%	2.410%
Negative	-4.247%	852	44.84%	-1.904%
Zero	0.000%	20	1.05%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	1.70%
12	1 Quarter	0.91%
52	1 Year	3.88%
156	3 Years	4.01%
260	5 Years	4.62%
520	10 Years	5.34%
1,040	20 Years	6.47%
2,600	50 Years	8.64%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.88. Further, an Excess Kurtosis of 5.19 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 -4.67%	0	0.00%	0.00%
-4.67% to -0.08%	0	0.00%	0.00%
-0.08% to 4.50%	386	20.31%	20.31%
4.50% to 9.09%	806	42.40%	62.70%
9.09% to 13.68%	368	19.36%	82.06%
13.68% to 18.26%	192	10.10%	92.16%
18.26% to 22.85%	74	3.89%	96.05%
22.85% to 27.43%	44	2.31%	98.37%
Greater than 27.43%	31	1.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.98%	15.20%	81.59%	68.27%
±2σ	-3.14%	21.32%	95.21%	95.45%
±3σ	-9.25%	27.43%	98.37%	99.73%

Descriptive Statistics

Mean	9.090%
Standard Error	0.140%
Median	7.400%
Mode	8.696%
Standard Deviation	6.114%
Sample Variance	37.377%
Kurtosis	5.19
Skewness	1.88
Range	53.923%
Minimum	0.230%
Maximum	54.153%
Count	1901

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.090%	1901	100.00%	9.090%
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 Right Skewed (Positive Asymmetry) with a Skewness factor of 0.78. Further, an Excess Kurtosis of 4.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.09%	8	0.42%	0.42%
-18.09% to -13.59%	21	1.10%	1.53%
-13.59% to -9.09%	74	3.89%	5.42%
-9.09% to -4.59%	220	11.57%	16.99%
-4.59% to -0.09%	691	36.35%	53.34%
-0.09% to 4.42%	561	29.51%	82.85%
4.42% to 8.92%	210	11.05%	93.90%
8.92% to 13.42%	71	3.73%	97.63%
13.42% to 17.92%	22	1.16%	98.79%
Greater than 17.92%	23	1.21%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.09%	5.92%	77.64%	68.27%
±2σ	-12.09%	11.92%	94.74%	95.45%
±3σ	-18.09%	17.92%	98.37%	99.73%

Descriptive Statistics

Mean	-0.085%
Standard Error	0.138%
Median	-0.469%
Mode	0.000%
Standard Deviation	6.002%
Sample Variance	36.026%
Kurtosis	4.83
Skewness	0.78
Range	70.117%
Minimum	-24.895%
Maximum	45.222%
Count	1901

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.538%	860	45.24%	2.053%
Negative	-3.985%	1020	53.66%	-2.138%
Zero	0.000%	21	1.10%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.38. Further, an Excess Kurtosis of 2.68 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.35%	1	0.23%	0.23%
-33.35% to -24.49%	10	2.29%	2.52%
-24.49% to -15.63%	11	2.52%	5.03%
-15.63% to -6.77%	60	13.73%	18.76%
-6.77% to 2.09%	149	34.10%	52.86%
2.09% to 10.95%	122	27.92%	80.78%
10.95% to 19.82%	51	11.67%	92.45%
19.82% to 28.68%	25	5.72%	98.17%
28.68% to 37.54%	6	1.37%	99.54%
Greater than 37.54%	2	0.46%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.72%	13.91%	75.06%	68.27%
±2σ	-21.53%	25.72%	94.51%	95.45%
±3σ	-33.35%	37.54%	99.31%	99.73%

Descriptive Statistics

Mean	2.094%
Standard Error	0.565%
Median	1.372%
Mode	-2.679%
Standard Deviation	11.814%
Sample Variance	139.562%
Kurtosis	2.68
Skewness	0.38
Range	106.063%
Minimum	-38.416%
Maximum	67.647%
Count	437

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.436%	251	57.44%	5.420%
Negative	-7.899%	184	42.10%	-3.326%
Zero	0.000%	2	0.46%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	2.07%
12	1 Year	9.12%
36	3 Years	9.39%
60	5 Years	10.14%
120	10 Years	11.43%
240	20 Years	13.94%
600	50 Years	18.06%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.38. Further, an Excess Kurtosis of 2.27 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.53%	0	0.00%	0.00%
-15.53% to -6.62%	0	0.00%	0.00%
-6.62% to 2.29%	4	0.91%	0.91%
2.29% to 11.20%	99	22.60%	23.52%
11.20% to 20.11%	163	37.21%	60.73%
20.11% to 29.02%	89	20.32%	81.05%
29.02% to 37.93%	48	10.96%	92.01%
37.93% to 46.84%	20	4.57%	96.58%
46.84% to 55.75%	7	1.60%	98.17%
Greater than 55.75%	8	1.83%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.23%	31.99%	75.57%	68.27%
±2σ	-3.65%	43.87%	95.21%	95.45%
±3σ	-15.53%	55.75%	98.17%	99.73%

Descriptive Statistics

Mean	20.112%
Standard Error	0.568%
Median	16.911%
Mode	11.158%
Standard Deviation	11.880%
Sample Variance	141.126%
Kurtosis	2.27
Skewness	1.38
Range	69.766%
Minimum	0.822%
Maximum	70.588%
Count	438

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	20.112%	438	100.00%	20.112%
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 Right Skewed (Positive Asymmetry) with a Skewness factor of 0.98. Further, an Excess Kurtosis of 3.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.19%	1	0.23%	0.23%
-36.19% to -27.31%	1	0.23%	0.46%
-27.31% to -18.43%	16	3.65%	4.11%
-18.43% to -9.55%	68	15.53%	19.63%
-9.55% to -0.67%	148	33.79%	53.42%
-0.67% to 8.21%	128	29.22%	82.65%
8.21% to 17.09%	49	11.19%	93.84%
17.09% to 25.97%	12	2.74%	96.58%
25.97% to 34.85%	8	1.83%	98.40%
Greater than 34.85%	7	1.60%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.51%	11.17%	75.11%	68.27%
±2σ	-24.35%	23.01%	94.98%	95.45%
±3σ	-36.19%	34.85%	98.17%	99.73%

Descriptive Statistics

Mean	-0.674%
Standard Error	0.566%
Median	-1.150%
Mode	0.000%
Standard Deviation	11.840%
Sample Variance	140.181%
Kurtosis	3.17
Skewness	0.98
Range	99.527%
Minimum	-38.596%
Maximum	60.931%
Count	438

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.418%	183	41.78%	3.935%
Negative	-8.043%	251	57.31%	-4.609%
Zero	0.000%	4	0.91%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.55. Further, an Excess Kurtosis of 0.74 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -59.20%	0	0.00%	0.00%
-59.20% to -42.78%	1	0.68%	0.68%
-42.78% to -26.37%	7	4.79%	5.48%
-26.37% to -9.95%	22	15.07%	20.55%
-9.95% to 6.46%	52	35.62%	56.16%
6.46% to 22.87%	34	23.29%	79.45%
22.87% to 39.29%	18	12.33%	91.78%
39.29% to 55.70%	5	3.42%	95.21%
55.70% to 72.12%	7	4.79%	100.00%
Greater than 72.12%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.43%	28.35%	70.55%	68.27%
±2σ	-37.31%	50.23%	93.84%	95.45%
±3σ	-59.20%	72.12%	100.00%	99.73%

Descriptive Statistics

Mean	6.460%
Standard Error	1.811%
Median	4.142%
Mode	-47.244%
Standard Deviation	21.886%
Sample Variance	479.008%
Kurtosis	0.74
Skewness	0.55
Range	117.393%
Minimum	-47.244%
Maximum	70.149%
Count	146

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.137%	93	63.70%	11.553%
Negative	-14.301%	52	35.62%	-5.093%
Zero	0.000%	1	0.69%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	13.55%
12	3 Years	16.90%
20	5 Years	16.90%
40	10 Years	19.91%
80	20 Years	24.17%
200	50 Years	31.79%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.49. Further, an Excess Kurtosis of 2.75 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -28.89%	0	0.00%	0.00%
-28.89% to -12.30%	0	0.00%	0.00%
-12.30% to 4.29%	2	1.36%	1.36%
4.29% to 20.88%	30	20.41%	21.77%
20.88% to 37.47%	55	37.41%	59.18%
37.47% to 54.05%	38	25.85%	85.03%
54.05% to 70.64%	9	6.12%	91.16%
70.64% to 87.23%	8	5.44%	96.60%
87.23% to 103.82%	2	1.36%	97.96%
Greater than 103.82%	3	2.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	15.35%	59.58%	76.19%	68.27%
±2σ	-6.77%	81.70%	93.88%	95.45%
±3σ	-28.89%	103.82%	97.96%	99.73%

Descriptive Statistics

Mean	37.465%
Standard Error	1.824%
Median	31.759%
Mode	29.617%
Standard Deviation	22.117%
Sample Variance	489.141%
Kurtosis	2.75
Skewness	1.49
Range	126.414%
Minimum	2.568%
Maximum	128.982%
Count	147

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	37.465%	147	100.00%	37.465%
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 1.07. Further, an Excess Kurtosis of 2.53 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -65.34%	0	0.00%	0.00%
-65.34% to -49.49%	0	0.00%	0.00%
-49.49% to -33.64%	7	4.76%	4.76%
-33.64% to -17.80%	24	16.33%	21.09%
-17.80% to -1.95%	48	32.65%	53.74%
-1.95% to 13.90%	42	28.57%	82.31%
13.90% to 29.75%	15	10.20%	92.52%
29.75% to 45.60%	6	4.08%	96.60%
45.60% to 61.45%	3	2.04%	98.64%
Greater than 61.45%	2	1.36%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-23.08%	19.18%	73.47%	68.27%
±2σ	-44.21%	40.31%	95.92%	95.45%
±3σ	-65.34%	61.45%	98.64%	99.73%

Descriptive Statistics

Mean	-1.948%
Standard Error	1.743%
Median	-3.652%
Mode	-42.105%
Standard Deviation	21.131%
Sample Variance	446.530%
Kurtosis	2.53
Skewness	1.07
Range	132.930%
Minimum	-42.105%
Maximum	90.825%
Count	147

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.581%	54	36.73%	6.826%
Negative	-13.868%	93	63.27%	-8.774%
Zero	0.000%	0	0.00%	0.000%

EA Deep Analytical Report