HOFT 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	2.84%	2.63%	2.64%	4.16%	11.52%	11.25%	10.44	13.15	9.31	14.76
周度	6.17%	5.95%	6.20%	9.31%	25.37%	24.76%	9.09	15.10	7.06	19.47
月度	12.49%	12.35%	13.27%	19.73%	52.81%	51.53%	6.91	19.87	4.08	33.70
季度	21.05%	22.81%	21.54%	37.03%	91.48%	89.26%	4.70	29.26	1.88	73.03
Annual	—	—	—	—	182.95%	178.52%	1.88	73.03	0.30	455.01
Option Time Horizon	—	—	—	—	69.05%	67.38%	5.88	23.38	2.95	46.64

Calculation Notes: Computed at 2026-03-23T17:47 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot 价格 (S): $11.72 | Strike (K): $17.50 (first OTM call ≥ spot) | Observed Mid-价格: $1.6500 (Bid $0.0000 / Ask $3.3000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 8.39% | Binomial IV (Annual): 182.95% (CRR binomial tree, American, n=20 steps) | BS IV: 184.27% (European Black-Scholes) | Yahoo IV (Annual): 178.52% → 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
2026-03-16	$0.1150
2025-12-19	$0.1150
2025-09-19	$0.2300
2025-06-16	$0.2300
2025-03-17	$0.2300
2024-12-13	$0.2300
2024-09-13	$0.2300
2024-06-14	$0.2300
2024-03-15	$0.2300
2023-12-14	$0.2300
2023-09-15	$0.2200
2023-06-15	$0.2200
2023-03-16	$0.2200
2022-12-15	$0.2200
2022-09-16	$0.2000
2022-06-16	$0.2000
2022-03-16	$0.2000
2021-12-16	$0.2000
2021-09-15	$0.1800
2021-06-15	$0.1800
2021-03-16	$0.1800
2020-12-15	$0.1800
2020-09-17	$0.1600
2020-06-15	$0.1600
2020-03-16	$0.1600
2019-12-13	$0.1600
2019-09-13	$0.1500
2019-06-14	$0.1500
2019-03-15	$0.1500
2018-12-14	$0.1500
2018-09-13	$0.1400
2018-06-14	$0.1400
2018-03-16	$0.1400
2017-12-15	$0.1400
2017-09-14	$0.1200
2017-06-14	$0.1200
2017-03-15	$0.1200
2016-12-13	$0.1200
2016-09-14	$0.1000
2016-06-14	$0.1000
2016-03-11	$0.1000
2015-12-11	$0.1000
2015-09-11	$0.1000
2015-06-11	$0.1000
2015-03-18	$0.1000
2014-12-11	$0.1000
2014-09-11	$0.1000
2014-06-12	$0.1000
2014-03-13	$0.1000
2013-12-10	$0.1000
2013-09-11	$0.1000
2013-06-12	$0.1000
2013-03-26	$0.1000
2012-12-13	$0.1000
2012-11-14	$0.1000
2012-08-15	$0.1000
2012-05-09	$0.1000
2012-02-08	$0.1000
2011-11-08	$0.1000
2011-08-10	$0.1000
2011-05-11	$0.1000
2011-02-09	$0.1000
2010-11-09	$0.1000
2010-08-13	$0.1000
2010-05-12	$0.1000
2010-02-10	$0.1000
2009-11-10	$0.1000
2009-08-12	$0.1000
2009-05-13	$0.1000
2009-02-11	$0.1000
2008-11-13	$0.1000
2008-08-13	$0.1000
2008-05-14	$0.1000
2008-02-12	$0.1000
2007-11-13	$0.1000
2007-08-13	$0.1000
2007-05-15	$0.1000
2007-02-14	$0.1000
2006-11-13	$0.0800
2006-08-14	$0.0800
2006-05-15	$0.0800
2006-02-10	$0.0700
2005-11-10	$0.0700
2005-08-12	$0.0700
2005-05-12	$0.0700
2005-02-11	$0.0700
2004-11-10	$0.0600
2004-08-12	$0.0600
2004-05-12	$0.0600
2004-02-11	$0.0600
2003-11-12	$0.0550
2003-08-13	$0.0550
2003-05-13	$0.0550
2003-02-12	$0.0500
2002-11-13	$0.0500
2002-08-13	$0.0500

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.47%	47	0.79%	0.79%
-8.47% to -6.34%	48	0.80%	1.59%
-6.34% to -4.21%	179	3.00%	4.59%
-4.21% to -2.07%	687	11.52%	16.11%
-2.07% to 0.06%	2073	34.75%	50.85%
0.06% to 2.19%	1999	33.51%	84.36%
2.19% to 4.33%	634	10.63%	94.99%
4.33% to 6.46%	186	3.12%	98.11%
6.46% to 8.59%	60	1.01%	99.11%
Greater than 8.59%	53	0.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.78%	2.90%	78.68%	68.27%
±2σ	-5.63%	5.75%	95.24%	95.45%
±3σ	-8.47%	8.59%	98.34%	99.73%

Descriptive Statistics

均值	0.060%
Standard Error	0.037%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.844%
Sample Variance	8.088%
峰度	7.99
偏度	0.15
Range	49.319%
Minimum	-24.359%
Maximum	24.960%
Count	5966

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.977%	2979	49.93%	0.987%
负向	-1.932%	2863	47.99%	-0.927%
Zero	0.000%	124	2.08%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	6.63%
20	1 Month	7.42%
60	1 Quarter	6.29%
250	1 Year	5.64%
750	3 Years	4.60%
1,250	5 Years	4.16%
2,500	10 Years	3.93%
5,000	20 Years	4.00%
12,500	50 Years	3.99%

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 2.91. Further, an Excess 峰度 of 16.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.94%	0	0.00%	0.00%
-3.94% to -1.97%	0	0.00%	0.00%
-1.97% to -0.01%	0	0.00%	0.00%
-0.01% to 1.97%	1018	17.06%	17.06%
1.97% to 3.93%	2715	45.50%	62.56%
3.93% to 5.90%	1350	22.62%	85.19%
5.90% to 7.87%	495	8.30%	93.48%
7.87% to 9.84%	196	3.28%	96.77%
9.84% to 11.81%	84	1.41%	98.17%
Greater than 11.81%	109	1.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.31%	6.56%	84.16%	68.27%
±2σ	-1.32%	9.19%	95.99%	95.45%
±3σ	-3.94%	11.81%	98.17%	99.73%

Descriptive Statistics

均值	3.934%
Standard Error	0.034%
中位数	3.306%
Mode	2.740%
Standard Deviation	2.626%
Sample Variance	6.897%
峰度	16.47
偏度	2.91
Range	37.549%
Minimum	0.056%
Maximum	37.605%
Count	5967

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.934%	5967	100.00%	3.934%
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 0.35. Further, an Excess 峰度 of 7.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.90%	42	0.70%	0.70%
-7.90% to -5.92%	59	0.99%	1.69%
-5.92% to -3.94%	207	3.47%	5.16%
-3.94% to -1.96%	676	11.33%	16.49%
-1.96% to 0.03%	2083	34.91%	51.40%
0.03% to 2.01%	1888	31.64%	83.04%
2.01% to 3.99%	706	11.83%	94.87%
3.99% to 5.97%	195	3.27%	98.14%
5.97% to 7.95%	59	0.99%	99.13%
Greater than 7.95%	52	0.87%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.61%	2.67%	77.11%	68.27%
±2σ	-5.26%	5.31%	95.24%	95.45%
±3σ	-7.90%	7.95%	98.42%	99.73%

Descriptive Statistics

均值	0.027%
Standard Error	0.034%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.642%
Sample Variance	6.978%
峰度	7.05
偏度	0.35
Range	39.646%
Minimum	-16.591%
Maximum	23.055%
Count	5967

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.905%	2900	48.60%	0.926%
负向	-1.827%	2937	49.22%	-0.899%
Zero	0.000%	130	2.18%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.29. Further, an Excess 峰度 of 4.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.22%	7	0.56%	0.56%
-18.22% to -13.59%	17	1.37%	1.93%
-13.59% to -8.97%	39	3.14%	5.07%
-8.97% to -4.34%	148	11.91%	16.98%
-4.34% to 0.28%	423	34.03%	51.01%
0.28% to 4.90%	404	32.50%	83.51%
4.90% to 9.53%	146	11.75%	95.25%
9.53% to 14.15%	32	2.57%	97.83%
14.15% to 18.77%	12	0.97%	98.79%
Greater than 18.77%	15	1.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.89%	6.44%	77.88%	68.27%
±2σ	-12.05%	12.61%	94.29%	95.45%
±3σ	-18.22%	18.77%	98.23%	99.73%

Descriptive Statistics

均值	0.279%
Standard Error	0.175%
中位数	0.185%
Mode	0.000%
Standard Deviation	6.165%
Sample Variance	38.007%
峰度	4.26
偏度	0.29
Range	69.264%
Minimum	-33.884%
Maximum	35.380%
Count	1243

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.467%	640	51.49%	2.300%
负向	-4.194%	599	48.19%	-2.021%
Zero	0.000%	4	0.32%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	14.49%
12	1 Quarter	13.13%
52	1 Year	12.22%
156	3 Years	10.31%
260	5 Years	9.31%
520	10 Years	8.89%
1,040	20 Years	8.93%
2,600	50 Years	8.85%

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 2.53. Further, an Excess 峰度 of 10.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.50%	0	0.00%	0.00%
-8.50% to -4.04%	0	0.00%	0.00%
-4.04% to 0.42%	1	0.08%	0.08%
0.42% to 4.89%	208	16.72%	16.80%
4.89% to 9.35%	585	47.03%	63.83%
9.35% to 13.81%	267	21.46%	85.29%
13.81% to 18.27%	90	7.23%	92.52%
18.27% to 22.73%	46	3.70%	96.22%
22.73% to 27.19%	22	1.77%	97.99%
Greater than 27.19%	25	2.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.40%	15.29%	84.00%	68.27%
±2σ	-2.55%	21.24%	95.18%	95.45%
±3σ	-8.50%	27.19%	97.99%	99.73%

Descriptive Statistics

均值	9.347%
Standard Error	0.169%
中位数	7.750%
Mode	5.333%
Standard Deviation	5.948%
Sample Variance	35.378%
峰度	10.60
偏度	2.53
Range	58.401%
Minimum	0.401%
Maximum	58.802%
Count	1244

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.347%	1244	100.00%	9.347%
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 0.88. Further, an Excess 峰度 of 6.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.40%	6	0.48%	0.48%
-18.40% to -13.75%	14	1.13%	1.61%
-13.75% to -9.10%	36	2.89%	4.50%
-9.10% to -4.45%	150	12.06%	16.56%
-4.45% to 0.20%	445	35.77%	52.33%
0.20% to 4.85%	393	31.59%	83.92%
4.85% to 9.50%	133	10.69%	94.61%
9.50% to 14.15%	35	2.81%	97.43%
14.15% to 18.80%	16	1.29%	98.71%
Greater than 18.80%	16	1.29%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.00%	6.40%	78.30%	68.27%
±2σ	-12.20%	12.60%	94.37%	95.45%
±3σ	-18.40%	18.80%	98.23%	99.73%

Descriptive Statistics

均值	0.202%
Standard Error	0.176%
中位数	0.000%
Mode	0.000%
Standard Deviation	6.201%
Sample Variance	38.447%
峰度	6.05
偏度	0.88
Range	73.554%
Minimum	-25.486%
Maximum	48.068%
Count	1244

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.606%	610	49.03%	2.259%
负向	-4.126%	620	49.84%	-2.056%
Zero	0.000%	14	1.12%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.21. Further, an Excess 峰度 of 1.68 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -36.29%	1	0.35%	0.35%
-36.29% to -26.92%	3	1.05%	1.40%
-26.92% to -17.55%	11	3.85%	5.24%
-17.55% to -8.18%	45	15.73%	20.98%
-8.18% to 1.19%	81	28.32%	49.30%
1.19% to 10.56%	97	33.92%	83.22%
10.56% to 19.93%	27	9.44%	92.66%
19.93% to 29.30%	14	4.90%	97.55%
29.30% to 38.66%	3	1.05%	98.60%
Greater than 38.66%	4	1.40%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.30%	13.68%	73.43%	68.27%
±2σ	-23.80%	26.17%	94.76%	95.45%
±3σ	-36.29%	38.66%	98.25%	99.73%

Descriptive Statistics

均值	1.188%
Standard Error	0.739%
中位数	1.356%
Mode	0.000%
Standard Deviation	12.492%
Sample Variance	156.040%
峰度	1.68
偏度	0.21
Range	95.951%
Minimum	-48.676%
Maximum	47.275%
Count	286

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.771%	154	53.85%	5.261%
负向	-8.961%	130	45.45%	-4.073%
Zero	0.000%	2	0.70%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	26.32%
12	1 Year	23.98%
36	3 Years	22.17%
60	5 Years	19.73%
120	10 Years	19.08%
240	20 Years	18.63%
600	50 Years	18.71%

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 2.71. Further, an Excess 峰度 of 13.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.07%	0	0.00%	0.00%
-16.07% to -6.81%	0	0.00%	0.00%
-6.81% to 2.46%	0	0.00%	0.00%
2.46% to 11.72%	51	17.77%	17.77%
11.72% to 20.98%	127	44.25%	62.02%
20.98% to 30.24%	69	24.04%	86.06%
30.24% to 39.50%	22	7.67%	93.73%
39.50% to 48.76%	9	3.14%	96.86%
48.76% to 58.02%	6	2.09%	98.95%
Greater than 58.02%	3	1.05%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.63%	33.33%	83.62%	68.27%
±2σ	-3.72%	45.68%	95.47%	95.45%
±3σ	-16.07%	58.02%	98.95%	99.73%

Descriptive Statistics

均值	20.978%
Standard Error	0.729%
中位数	18.520%
Mode	17.600%
Standard Deviation	12.349%
Sample Variance	152.496%
峰度	13.07
偏度	2.71
Range	107.520%
Minimum	3.618%
Maximum	111.138%
Count	287

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.978%	287	100.00%	20.978%
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 1.59. Further, an Excess 峰度 of 8.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -39.09%	0	0.00%	0.00%
-39.09% to -29.14%	2	0.70%	0.70%
-29.14% to -19.18%	7	2.44%	3.14%
-19.18% to -9.23%	39	13.59%	16.72%
-9.23% to 0.73%	107	37.28%	54.01%
0.73% to 10.68%	77	26.83%	80.84%
10.68% to 20.64%	38	13.24%	94.08%
20.64% to 30.59%	9	3.14%	97.21%
30.59% to 40.54%	5	1.74%	98.95%
Greater than 40.54%	3	1.05%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.54%	14.00%	76.31%	68.27%
±2σ	-25.82%	27.27%	94.77%	95.45%
±3σ	-39.09%	40.54%	98.95%	99.73%

Descriptive Statistics

均值	0.727%
Standard Error	0.783%
中位数	-0.795%
Mode	0.000%
Standard Deviation	13.272%
Sample Variance	176.136%
峰度	8.41
偏度	1.59
Range	124.467%
Minimum	-30.943%
Maximum	93.524%
Count	287

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.608%	137	47.73%	5.064%
负向	-8.411%	148	51.57%	-4.337%
Zero	0.000%	2	0.70%	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 -0.03 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -59.77%	0	0.00%	0.00%
-59.77% to -43.98%	1	1.05%	1.05%
-43.98% to -28.20%	4	4.21%	5.26%
-28.20% to -12.40%	15	15.79%	21.05%
-12.40% to 3.38%	31	32.63%	53.68%
3.38% to 19.18%	25	26.32%	80.00%
19.18% to 34.96%	11	11.58%	91.58%
34.96% to 50.75%	7	7.37%	98.95%
50.75% to 66.54%	1	1.05%	100.00%
Greater than 66.54%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.67%	24.44%	64.21%	68.27%
±2σ	-38.72%	45.49%	95.79%	95.45%
±3σ	-59.77%	66.54%	100.00%	99.73%

Descriptive Statistics

均值	3.385%
Standard Error	2.160%
中位数	0.713%
Mode	-45.190%
Standard Deviation	21.053%
Sample Variance	443.245%
峰度	-0.03
偏度	0.30
Range	107.160%
Minimum	-45.190%
Maximum	61.970%
Count	95

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.862%	50	52.63%	9.927%
负向	-13.812%	45	47.37%	-6.542%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	40.08%
12	3 Years	42.07%
20	5 Years	37.03%
40	10 Years	35.68%
80	20 Years	32.80%
200	50 Years	33.35%

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 2.20. Further, an Excess 峰度 of 6.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.91%	0	0.00%	0.00%
-27.91% to -10.80%	0	0.00%	0.00%
-10.80% to 6.30%	0	0.00%	0.00%
6.30% to 23.41%	17	17.71%	17.71%
23.41% to 40.51%	42	43.75%	61.46%
40.51% to 57.62%	25	26.04%	87.50%
57.62% to 74.72%	4	4.17%	91.67%
74.72% to 91.83%	5	5.21%	96.88%
91.83% to 108.93%	1	1.04%	97.92%
Greater than 108.93%	2	2.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	17.71%	63.32%	81.25%	68.27%
±2σ	-5.10%	86.13%	95.83%	95.45%
±3σ	-27.91%	108.93%	97.92%	99.73%

Descriptive Statistics

均值	40.512%
Standard Error	2.328%
中位数	34.699%
Mode	12.360%
Standard Deviation	22.807%
Sample Variance	520.137%
峰度	6.71
偏度	2.20
Range	134.227%
Minimum	12.360%
Maximum	146.587%
Count	96

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	40.512%	96	100.00%	40.512%
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 0.83. Further, an Excess 峰度 of 0.97 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -63.08%	0	0.00%	0.00%
-63.08% to -46.93%	0	0.00%	0.00%
-46.93% to -30.78%	4	4.17%	4.17%
-30.78% to -14.63%	18	18.75%	22.92%
-14.63% to 1.52%	31	32.29%	55.21%
1.52% to 17.67%	25	26.04%	81.25%
17.67% to 33.82%	10	10.42%	91.67%
33.82% to 49.98%	5	5.21%	96.88%
49.98% to 66.13%	2	2.08%	98.96%
Greater than 66.13%	1	1.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.01%	23.06%	66.67%	68.27%
±2σ	-41.55%	44.59%	96.88%	95.45%
±3σ	-63.08%	66.13%	98.96%	99.73%

Descriptive Statistics

均值	1.521%
Standard Error	2.198%
中位数	-0.849%
Mode	-37.798%
Standard Deviation	21.535%
Sample Variance	463.748%
峰度	0.97
偏度	0.83
Range	111.892%
Minimum	-37.798%
Maximum	74.094%
Count	96

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.185%	47	48.96%	8.903%
负向	-14.463%	49	51.04%	-7.382%
Zero	0.000%	0	0.00%	0.000%

HOFT 深度分析报告