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	2.91%	2.65%	2.65%	1.96%	0.39%	0.44%	199.96	201.52	199.19	202.30
Weekly	6.09%	6.12%	6.00%	4.55%	0.85%	0.96%	199.03	202.46	197.34	204.20
Monthly	11.80%	11.90%	11.83%	10.05%	1.78%	1.99%	197.20	204.34	193.73	208.01
Quarterly	21.89%	22.12%	21.13%	16.90%	3.08%	3.46%	194.65	207.02	188.75	213.50
Annual	—	—	—	—	6.16%	6.91%	188.75	213.50	177.47	227.06
Option Time Horizon	—	—	—	—	2.33%	2.61%	196.13	205.46	191.62	210.30

Calculation Notes: Computed at 2026-03-23T16:42 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $200.74 | Strike (K): $210.00 (first OTM call ≥ spot) | Observed Mid-Price: $0.0750 (Bid $0.0500 / Ask $0.1000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.38% | Binomial IV (Annual): 6.16% (CRR binomial tree, American, n=20 steps) | BS IV: 6.09% (European Black-Scholes) | Yahoo IV (Annual): 6.91% → 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
2026-02-25	$0.1900
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 6.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.63%	63	0.69%	0.69%
-8.63% to -6.45%	94	1.02%	1.71%
-6.45% to -4.26%	303	3.30%	5.01%
-4.26% to -2.08%	1023	11.14%	16.14%
-2.08% to 0.11%	3340	36.36%	52.50%
0.11% to 2.29%	2939	31.99%	84.49%
2.29% to 4.48%	896	9.75%	94.24%
4.48% to 6.66%	319	3.47%	97.71%
6.66% to 8.85%	123	1.34%	99.05%
Greater than 8.85%	87	0.95%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.81%	3.02%	78.37%	68.27%
±2σ	-5.72%	5.94%	94.71%	95.45%
±3σ	-8.64%	8.85%	98.37%	99.73%

Descriptive Statistics

Mean	0.107%
Standard Error	0.030%
Median	0.000%
Mode	0.000%
Standard Deviation	2.914%
Sample Variance	8.491%
Kurtosis	6.67
Skewness	0.46
Range	53.906%
Minimum	-25.528%
Maximum	28.378%
Count	9187

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.099%	4548	49.51%	1.039%
Negative	-1.939%	4415	48.06%	-0.932%
Zero	0.000%	224	2.44%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	0.43%
20	1 Month	0.68%
60	1 Quarter	0.56%
250	1 Year	1.44%
750	3 Years	1.67%
1,250	5 Years	1.96%
2,500	10 Years	2.32%
5,000	20 Years	2.82%
12,500	50 Years	3.76%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.92. Further, an Excess Kurtosis of 19.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.27%	0	0.00%	0.00%
-4.27% to -2.28%	0	0.00%	0.00%
-2.28% to -0.29%	0	0.00%	0.00%
-0.29% to 1.70%	1533	16.68%	16.68%
1.70% to 3.69%	4323	47.05%	63.74%
3.69% to 5.68%	1895	20.62%	84.36%
5.68% to 7.67%	756	8.23%	92.59%
7.67% to 9.67%	376	4.09%	96.68%
9.67% to 11.66%	139	1.51%	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%	84.45%	68.27%
±2σ	-1.62%	9.00%	95.57%	95.45%
±3σ	-4.27%	11.66%	98.19%	99.73%

Descriptive Statistics

Mean	3.692%
Standard Error	0.028%
Median	2.941%
Mode	2.941%
Standard Deviation	2.655%
Sample Variance	7.049%
Kurtosis	19.74
Skewness	2.92
Range	46.557%
Minimum	0.088%
Maximum	46.645%
Count	9188

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.692%	9188	100.00%	3.692%
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 8.75 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%	69	0.75%	0.75%
-7.97% to -5.98%	104	1.13%	1.88%
-5.98% to -3.99%	341	3.71%	5.59%
-3.99% to -2.00%	960	10.45%	16.04%
-2.00% to -0.01%	3006	32.72%	48.76%
-0.01% to 1.98%	3242	35.29%	84.04%
1.98% to 3.97%	951	10.35%	94.39%
3.97% to 5.96%	328	3.57%	97.96%
5.96% to 7.94%	118	1.28%	99.25%
Greater than 7.94%	69	0.75%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.66%	2.64%	77.92%	68.27%
±2σ	-5.32%	5.29%	94.38%	95.45%
±3σ	-7.97%	7.94%	98.50%	99.73%

Descriptive Statistics

Mean	-0.012%
Standard Error	0.028%
Median	0.000%
Mode	0.000%
Standard Deviation	2.652%
Sample Variance	7.034%
Kurtosis	8.75
Skewness	0.32
Range	57.917%
Minimum	-21.951%
Maximum	35.966%
Count	9188

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.865%	4429	48.20%	0.899%
Negative	-1.863%	4493	48.90%	-0.911%
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 3.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.77%	11	0.58%	0.58%
-17.77% to -13.20%	23	1.21%	1.79%
-13.20% to -8.63%	71	3.73%	5.51%
-8.63% to -4.06%	231	12.13%	17.65%
-4.06% to 0.51%	617	32.41%	50.05%
0.51% to 5.07%	635	33.35%	83.40%
5.07% to 9.64%	207	10.87%	94.28%
9.64% to 14.21%	66	3.47%	97.74%
14.21% to 18.78%	25	1.31%	99.05%
Greater than 18.78%	18	0.95%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.59%	6.60%	76.31%	68.27%
±2σ	-11.68%	12.69%	94.43%	95.45%
±3σ	-17.77%	18.78%	98.48%	99.73%

Descriptive Statistics

Mean	0.505%
Standard Error	0.140%
Median	0.500%
Mode	0.000%
Standard Deviation	6.092%
Sample Variance	37.116%
Kurtosis	3.79
Skewness	0.27
Range	71.590%
Minimum	-31.353%
Maximum	40.237%
Count	1904

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.443%	1031	54.15%	2.406%
Negative	-4.243%	853	44.80%	-1.901%
Zero	0.000%	20	1.05%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	1.32%
12	1 Quarter	1.12%
52	1 Year	3.52%
156	3 Years	3.93%
260	5 Years	4.55%
520	10 Years	5.31%
1,040	20 Years	6.45%
2,600	50 Years	8.63%

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 5.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.28%	0	0.00%	0.00%
-9.28% to -4.69%	0	0.00%	0.00%
-4.69% to -0.10%	0	0.00%	0.00%
-0.10% to 4.49%	386	20.26%	20.26%
4.49% to 9.07%	808	42.41%	62.68%
9.07% to 13.66%	370	19.42%	82.10%
13.66% to 18.25%	191	10.03%	92.13%
18.25% to 22.84%	75	3.94%	96.06%
22.84% 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	2.96%	15.19%	81.47%	68.27%
±2σ	-3.16%	21.31%	95.22%	95.45%
±3σ	-9.28%	27.43%	98.37%	99.73%

Descriptive Statistics

Mean	9.073%
Standard Error	0.140%
Median	7.383%
Mode	8.696%
Standard Deviation	6.118%
Sample Variance	37.425%
Kurtosis	5.17
Skewness	1.88
Range	53.923%
Minimum	0.230%
Maximum	54.153%
Count	1905

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.073%	1905	100.00%	9.073%
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 4.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.07%	8	0.42%	0.42%
-18.07% to -13.58%	21	1.10%	1.52%
-13.58% to -9.08%	74	3.88%	5.41%
-9.08% to -4.58%	221	11.60%	17.01%
-4.58% to -0.09%	693	36.38%	53.39%
-0.09% to 4.41%	562	29.50%	82.89%
4.41% to 8.91%	210	11.02%	93.91%
8.91% to 13.41%	70	3.67%	97.59%
13.41% to 17.90%	23	1.21%	98.79%
Greater than 17.90%	23	1.21%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.08%	5.91%	77.64%	68.27%
±2σ	-12.08%	11.91%	94.70%	95.45%
±3σ	-18.07%	17.90%	98.37%	99.73%

Descriptive Statistics

Mean	-0.085%
Standard Error	0.137%
Median	-0.467%
Mode	0.000%
Standard Deviation	5.996%
Sample Variance	35.951%
Kurtosis	4.85
Skewness	0.78
Range	70.117%
Minimum	-24.895%
Maximum	45.222%
Count	1905

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.534%	861	45.20%	2.049%
Negative	-3.974%	1023	53.70%	-2.134%
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 2.70 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.31%	1	0.23%	0.23%
-33.31% to -24.46%	10	2.28%	2.51%
-24.46% to -15.61%	11	2.51%	5.02%
-15.61% to -6.76%	60	13.70%	18.72%
-6.76% to 2.09%	150	34.25%	52.97%
2.09% to 10.94%	122	27.85%	80.82%
10.94% to 19.79%	51	11.64%	92.47%
19.79% to 28.64%	25	5.71%	98.17%
28.64% to 37.49%	6	1.37%	99.54%
Greater than 37.49%	2	0.46%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.71%	13.89%	75.11%	68.27%
±2σ	-21.51%	25.69%	94.52%	95.45%
±3σ	-33.31%	37.49%	99.32%	99.73%

Descriptive Statistics

Mean	2.089%
Standard Error	0.564%
Median	1.350%
Mode	-2.679%
Standard Deviation	11.800%
Sample Variance	139.250%
Kurtosis	2.70
Skewness	0.38
Range	106.063%
Minimum	-38.416%
Maximum	67.647%
Count	438

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.399%	252	57.53%	5.408%
Negative	-7.898%	184	42.01%	-3.318%
Zero	0.000%	2	0.46%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	2.35%
12	1 Year	8.20%
36	3 Years	9.16%
60	5 Years	10.05%
120	10 Years	11.40%
240	20 Years	13.91%
600	50 Years	18.03%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.37. Further, an Excess Kurtosis of 2.26 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.62%	0	0.00%	0.00%
-15.62% to -6.69%	0	0.00%	0.00%
-6.69% to 2.23%	4	0.91%	0.91%
2.23% to 11.15%	98	22.32%	23.23%
11.15% to 20.07%	165	37.59%	60.82%
20.07% to 28.99%	89	20.27%	81.09%
28.99% to 37.92%	48	10.93%	92.03%
37.92% to 46.84%	20	4.56%	96.58%
46.84% to 55.76%	7	1.59%	98.18%
Greater than 55.76%	8	1.82%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.18%	31.97%	75.40%	68.27%
±2σ	-3.72%	43.86%	95.22%	95.45%
±3σ	-15.62%	55.76%	98.18%	99.73%

Descriptive Statistics

Mean	20.072%
Standard Error	0.568%
Median	16.841%
Mode	11.158%
Standard Deviation	11.896%
Sample Variance	141.513%
Kurtosis	2.26
Skewness	1.37
Range	69.766%
Minimum	0.822%
Maximum	70.588%
Count	439

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	20.072%	439	100.00%	20.072%
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 3.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.15%	1	0.23%	0.23%
-36.15% to -27.28%	1	0.23%	0.46%
-27.28% to -18.41%	16	3.64%	4.10%
-18.41% to -9.54%	68	15.49%	19.59%
-9.54% to -0.67%	148	33.71%	53.30%
-0.67% to 8.20%	129	29.38%	82.69%
8.20% to 17.07%	49	11.16%	93.85%
17.07% to 25.93%	12	2.73%	96.58%
25.93% to 34.80%	8	1.82%	98.41%
Greater than 34.80%	7	1.59%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.50%	11.15%	75.17%	68.27%
±2σ	-24.33%	22.98%	94.99%	95.45%
±3σ	-36.15%	34.80%	98.18%	99.73%

Descriptive Statistics

Mean	-0.673%
Standard Error	0.564%
Median	-1.145%
Mode	0.000%
Standard Deviation	11.826%
Sample Variance	139.860%
Kurtosis	3.18
Skewness	0.98
Range	99.527%
Minimum	-38.596%
Maximum	60.931%
Count	439

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.418%	183	41.69%	3.926%
Negative	-8.012%	252	57.40%	-4.599%
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 22.88%	34	23.29%	79.45%
22.88% 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	-15.42%	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	6.461%
Standard Error	1.811%
Median	4.142%
Mode	-47.244%
Standard Deviation	21.886%
Sample Variance	478.989%
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	-14.297%	52	35.62%	-5.092%
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 -33.65%	7	4.76%	4.76%
-33.65% 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 61.44%	3	2.04%	98.64%
Greater than 61.44%	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%	61.44%	98.64%	99.73%

Descriptive Statistics

Mean	-1.949%
Standard Error	1.743%
Median	-3.652%
Mode	-42.105%
Standard Deviation	21.131%
Sample Variance	446.521%
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	18.577%	54	36.73%	6.824%
Negative	-13.868%	93	63.27%	-8.774%
Zero	0.000%	0	0.00%	0.000%

EA Deep Analytical Report