TNL 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	2.92%	3.37%	2.68%	3.13%	2.22%	2.53%	65.84	68.83	64.40	70.38
周度	6.67%	8.92%	6.78%	7.36%	4.89%	5.57%	64.11	70.69	61.05	74.23
月度	15.62%	29.32%	13.93%	15.32%	10.17%	11.59%	60.81	74.53	54.93	82.51
季度	19.59%	62.71%	22.31%	26.40%	17.62%	20.07%	56.45	80.29	47.33	95.76
Annual	—	—	—	—	35.23%	40.14%	47.33	95.76	33.27	136.20
Option Time Horizon	—	—	—	—	13.43%	15.29%	58.86	76.99	51.47	88.06

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $67.32 | Strike (K): $80.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.4500 (Bid $0.1500 / Ask $0.7500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 3.50% | Binomial IV (Annual): 35.23% (CRR binomial tree, American, n=20 steps) | BS IV: 34.99% (European Black-Scholes) | Yahoo IV (Annual): 40.14% → 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
2026-03-20	$0.6000
2025-12-12	$0.5600
2025-09-12	$0.5600
2025-06-13	$0.5600
2025-03-17	$0.5600
2024-12-13	$0.5000
2024-09-13	$0.5000
2024-06-14	$0.5000
2024-03-20	$0.5000
2023-12-14	$0.4500
2023-09-14	$0.4500
2023-06-14	$0.4500
2023-03-14	$0.4500
2022-12-14	$0.4000
2022-09-14	$0.4000
2022-06-14	$0.4000
2022-03-14	$0.4000
2021-12-14	$0.3500
2021-09-14	$0.3000
2021-06-14	$0.3000
2021-03-12	$0.3000
2020-12-14	$0.3000
2020-09-14	$0.3000
2020-06-12	$0.5000
2020-03-13	$0.5000
2019-12-12	$0.4500
2019-09-12	$0.4500
2019-06-13	$0.4500
2019-03-15	$0.4500
2018-12-13	$0.4100
2018-09-13	$0.4100
2018-06-14	$0.4100
2018-03-14	$0.2980
2017-11-24	$0.2619
2017-08-23	$0.2619
2017-05-24	$0.2619
2017-03-15	$0.2619
2016-11-23	$0.2257
2016-08-24	$0.2257
2016-05-25	$0.2257
2016-03-09	$0.2257
2015-11-25	$0.1896
2015-08-26	$0.1896
2015-05-27	$0.1896
2015-03-11	$0.1896
2014-11-26	$0.1580
2014-08-19	$0.1580
2014-05-28	$0.1580
2014-03-12	$0.1580
2013-11-22	$0.1309
2013-08-20	$0.1309
2013-05-23	$0.1309
2013-03-12	$0.1309
2012-11-19	$0.1038
2012-08-21	$0.1038
2012-05-22	$0.1038
2012-03-13	$0.1038
2011-11-21	$0.0677
2011-08-23	$0.0677
2011-05-24	$0.0677
2011-03-08	$0.0677
2010-11-22	$0.0542
2010-08-24	$0.0542
2010-05-25	$0.0542
2010-03-04	$0.0542
2009-11-20	$0.0181
2009-08-25	$0.0181
2009-05-26	$0.0181
2009-02-24	$0.0181
2008-11-24	$0.0181
2008-08-26	$0.0181
2008-05-27	$0.0181
2008-03-04	$0.0181
2007-11-08	$0.0181
2007-08-09	$0.0181

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.34. Further, an Excess 峰度 of 22.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.66%	38	0.76%	0.76%
-8.66% to -6.48%	40	0.80%	1.57%
-6.48% to -4.29%	121	2.43%	4.00%
-4.29% to -2.10%	433	8.71%	12.71%
-2.10% to 0.08%	1890	38.01%	50.72%
0.08% to 2.27%	1847	37.15%	87.87%
2.27% to 4.46%	407	8.19%	96.06%
4.46% to 6.64%	116	2.33%	98.39%
6.64% to 8.83%	38	0.76%	99.16%
Greater than 8.83%	42	0.84%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.83%	3.00%	83.31%	68.27%
±2σ	-5.75%	5.92%	95.80%	95.45%
±3σ	-8.66%	8.83%	98.39%	99.73%

Descriptive Statistics

均值	0.084%
Standard Error	0.041%
中位数	0.052%
Mode	0.000%
Standard Deviation	2.916%
Sample Variance	8.504%
峰度	22.06
偏度	0.34
Range	65.940%
Minimum	-30.552%
Maximum	35.388%
Count	4972

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.806%	2547	51.23%	0.925%
负向	-1.747%	2394	48.15%	-0.841%
Zero	0.000%	31	0.62%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	5.21%
20	1 Month	3.96%
60	1 Quarter	3.75%
250	1 Year	2.83%
750	3 Years	2.81%
1,250	5 Years	3.13%
2,500	10 Years	3.12%
5,000	20 Years	3.28%
12,500	50 Years	3.28%

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 7.23. Further, an Excess 峰度 of 95.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.94%	0	0.00%	0.00%
-6.94% to -4.42%	0	0.00%	0.00%
-4.42% to -1.89%	0	0.00%	0.00%
-1.89% to 0.63%	15	0.30%	0.30%
0.63% to 3.15%	3414	68.65%	68.95%
3.15% to 5.68%	1076	21.64%	90.59%
5.68% to 8.20%	242	4.87%	95.46%
8.20% to 10.73%	99	1.99%	97.45%
10.73% to 13.25%	45	0.90%	98.35%
Greater than 13.25%	82	1.65%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.21%	6.52%	92.90%	68.27%
±2σ	-3.58%	9.88%	96.86%	95.45%
±3σ	-6.94%	13.25%	98.35%	99.73%

Descriptive Statistics

均值	3.155%
Standard Error	0.048%
中位数	2.299%
Mode	1.232%
Standard Deviation	3.365%
Sample Variance	11.323%
峰度	95.89
偏度	7.23
Range	76.640%
Minimum	0.434%
Maximum	77.074%
Count	4973

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.155%	4973	100.00%	3.155%
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 3.05. Further, an Excess 峰度 of 61.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.01%	33	0.66%	0.66%
-8.01% to -6.00%	35	0.70%	1.37%
-6.00% to -3.99%	99	1.99%	3.36%
-3.99% to -1.98%	413	8.30%	11.66%
-1.98% to 0.03%	2022	40.66%	52.32%
0.03% to 2.03%	1769	35.57%	87.89%
2.03% to 4.04%	409	8.22%	96.12%
4.04% to 6.05%	122	2.45%	98.57%
6.05% to 8.06%	33	0.66%	99.24%
Greater than 8.06%	38	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.65%	2.70%	84.74%	68.27%
±2σ	-5.33%	5.38%	96.34%	95.45%
±3σ	-8.01%	8.06%	98.57%	99.73%

Descriptive Statistics

均值	0.025%
Standard Error	0.038%
中位数	-0.056%
Mode	0.000%
Standard Deviation	2.677%
Sample Variance	7.168%
峰度	61.23
偏度	3.05
Range	71.726%
Minimum	-21.008%
Maximum	50.718%
Count	4973

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.642%	2389	48.04%	0.789%
负向	-1.487%	2553	51.34%	-0.763%
Zero	0.000%	31	0.62%	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 1.11. Further, an Excess 峰度 of 15.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.61%	10	0.97%	0.97%
-19.61% to -14.60%	10	0.97%	1.94%
-14.60% to -9.59%	21	2.04%	3.98%
-9.59% to -4.59%	96	9.31%	13.29%
-4.59% to 0.42%	367	35.60%	48.88%
0.42% to 5.42%	393	38.12%	87.00%
5.42% to 10.43%	95	9.21%	96.22%
10.43% to 15.43%	21	2.04%	98.25%
15.43% to 20.44%	7	0.68%	98.93%
Greater than 20.44%	11	1.07%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.26%	7.09%	83.71%	68.27%
±2σ	-12.93%	13.77%	95.44%	95.45%
±3σ	-19.61%	20.44%	97.96%	99.73%

Descriptive Statistics

均值	0.417%
Standard Error	0.208%
中位数	0.575%
Mode	-5.000%
Standard Deviation	6.674%
Sample Variance	44.540%
峰度	15.10
偏度	1.11
Range	98.007%
Minimum	-35.652%
Maximum	62.355%
Count	1031

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.157%	566	54.90%	2.282%
负向	-4.153%	463	44.91%	-1.865%
Zero	0.000%	2	0.19%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	9.76%
12	1 Quarter	8.92%
52	1 Year	6.80%
156	3 Years	6.57%
260	5 Years	7.36%
520	10 Years	7.32%
1,040	20 Years	7.75%
2,600	50 Years	7.75%

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 5.11. Further, an Excess 峰度 of 37.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.47%	0	0.00%	0.00%
-18.47% to -11.78%	0	0.00%	0.00%
-11.78% to -5.09%	0	0.00%	0.00%
-5.09% to 1.60%	5	0.48%	0.48%
1.60% to 8.29%	716	69.38%	69.86%
8.29% to 14.97%	217	21.03%	90.89%
14.97% to 21.66%	48	4.65%	95.54%
21.66% to 28.35%	12	1.16%	96.71%
28.35% to 35.04%	10	0.97%	97.67%
Greater than 35.04%	24	2.33%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.63%	17.20%	93.02%	68.27%
±2σ	-9.55%	26.12%	96.22%	95.45%
±3σ	-18.47%	35.04%	97.67%	99.73%

Descriptive Statistics

均值	8.286%
Standard Error	0.278%
中位数	5.968%
Mode	5.171%
Standard Deviation	8.918%
Sample Variance	79.522%
峰度	37.60
偏度	5.11
Range	105.326%
Minimum	1.341%
Maximum	106.667%
Count	1032

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.286%	1032	100.00%	8.286%
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 1.92. Further, an Excess 峰度 of 15.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.16%	9	0.87%	0.87%
-20.16% to -15.07%	2	0.19%	1.07%
-15.07% to -9.98%	19	1.84%	2.91%
-9.98% to -4.89%	104	10.08%	12.98%
-4.89% to 0.19%	430	41.67%	54.65%
0.19% to 5.28%	347	33.62%	88.28%
5.28% to 10.37%	77	7.46%	95.74%
10.37% to 15.46%	21	2.03%	97.77%
15.46% to 20.54%	8	0.78%	98.55%
Greater than 20.54%	15	1.45%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.59%	6.98%	84.98%	68.27%
±2σ	-13.37%	13.76%	95.64%	95.45%
±3σ	-20.16%	20.54%	97.67%	99.73%

Descriptive Statistics

均值	0.193%
Standard Error	0.211%
中位数	-0.278%
Mode	-3.560%
Standard Deviation	6.783%
Sample Variance	46.012%
峰度	15.80
偏度	1.92
Range	95.160%
Minimum	-36.980%
Maximum	58.180%
Count	1032

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.516%	488	47.29%	2.135%
负向	-3.693%	543	52.62%	-1.943%
Zero	0.000%	1	0.10%	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 5.81. Further, an Excess 峰度 of 69.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -45.07%	1	0.42%	0.42%
-45.07% to -33.36%	3	1.27%	1.69%
-33.36% to -21.64%	1	0.42%	2.11%
-21.64% to -9.93%	16	6.75%	8.86%
-9.93% to 1.79%	98	41.35%	50.21%
1.79% to 13.50%	102	43.04%	93.25%
13.50% to 25.21%	11	4.64%	97.89%
25.21% to 36.93%	3	1.27%	99.16%
36.93% to 48.64%	1	0.42%	99.58%
Greater than 48.64%	1	0.42%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.83%	17.41%	90.30%	68.27%
±2σ	-29.45%	33.02%	97.05%	95.45%
±3σ	-45.07%	48.64%	99.16%	99.73%

Descriptive Statistics

均值	1.786%
Standard Error	1.015%
中位数	1.696%
Mode	-47.868%
Standard Deviation	15.619%
Sample Variance	243.939%
峰度	69.28
偏度	5.81
Range	225.963%
Minimum	-47.868%
Maximum	178.095%
Count	237

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.610%	138	58.23%	5.013%
负向	-7.804%	98	41.35%	-3.227%
Zero	0.000%	1	0.42%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	17.04%
12	1 Year	14.76%
36	3 Years	14.06%
60	5 Years	15.32%
120	10 Years	15.91%
240	20 Years	16.70%
600	50 Years	16.70%

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 5.97. Further, an Excess 峰度 of 39.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -67.73%	0	0.00%	0.00%
-67.73% to -45.74%	0	0.00%	0.00%
-45.74% to -23.75%	0	0.00%	0.00%
-23.75% to -1.76%	0	0.00%	0.00%
-1.76% to 20.23%	182	76.47%	76.47%
20.23% to 42.22%	43	18.07%	94.54%
42.22% to 64.21%	5	2.10%	96.64%
64.21% to 86.19%	3	1.26%	97.90%
86.19% to 108.18%	1	0.42%	98.32%
Greater than 108.18%	4	1.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.09%	49.55%	95.38%	68.27%
±2σ	-38.41%	78.86%	97.90%	95.45%
±3σ	-67.73%	108.18%	98.32%	99.73%

Descriptive Statistics

均值	20.227%
Standard Error	1.900%
中位数	13.639%
Mode	10.655%
Standard Deviation	29.319%
Sample Variance	859.576%
峰度	39.82
偏度	5.97
Range	257.397%
Minimum	3.779%
Maximum	261.176%
Count	238

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.227%	238	100.00%	20.227%
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 2.43. Further, an Excess 峰度 of 16.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.38%	1	0.42%	0.42%
-41.38% to -30.94%	0	0.00%	0.42%
-30.94% to -20.50%	6	2.52%	2.94%
-20.50% to -10.05%	15	6.30%	9.24%
-10.05% to 0.39%	117	49.16%	58.40%
0.39% to 10.84%	73	30.67%	89.08%
10.84% to 21.28%	14	5.88%	94.96%
21.28% to 31.73%	7	2.94%	97.90%
31.73% to 42.17%	1	0.42%	98.32%
Greater than 42.17%	4	1.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.53%	14.32%	88.24%	68.27%
±2σ	-27.46%	28.25%	97.48%	95.45%
±3σ	-41.38%	42.17%	97.90%	99.73%

Descriptive Statistics

均值	0.394%
Standard Error	0.903%
中位数	-1.260%
Mode	6.625%
Standard Deviation	13.926%
Sample Variance	193.940%
峰度	16.37
偏度	2.43
Range	152.358%
Minimum	-64.812%
Maximum	87.546%
Count	238

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.570%	106	44.54%	4.262%
负向	-6.975%	132	55.46%	-3.868%
Zero	0.000%	0	0.00%	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 0.71. Further, an Excess 峰度 of 5.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -54.33%	0	0.00%	0.00%
-54.33% to -39.63%	2	2.53%	2.53%
-39.63% to -24.94%	1	1.27%	3.80%
-24.94% to -10.24%	10	12.66%	16.46%
-10.24% to 4.45%	24	30.38%	46.84%
4.45% to 19.15%	28	35.44%	82.28%
19.15% to 33.84%	10	12.66%	94.94%
33.84% to 48.54%	3	3.80%	98.73%
48.54% to 63.23%	0	0.00%	98.73%
Greater than 63.23%	1	1.27%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.14%	24.05%	78.48%	68.27%
±2σ	-34.73%	43.64%	94.94%	95.45%
±3σ	-54.33%	63.23%	98.73%	99.73%

Descriptive Statistics

均值	4.453%
Standard Error	2.204%
中位数	5.275%
Mode	-54.248%
Standard Deviation	19.593%
Sample Variance	383.882%
峰度	5.39
偏度	0.71
Range	147.082%
Minimum	-54.248%
Maximum	92.834%
Count	79

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.513%	50	63.29%	9.185%
负向	-12.892%	29	36.71%	-4.733%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	29.31%
12	3 Years	26.03%
20	5 Years	26.40%
40	10 Years	28.40%
80	20 Years	29.15%
200	50 Years	29.15%

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 4.00. Further, an Excess 峰度 of 15.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -145.77%	0	0.00%	0.00%
-145.77% to -98.74%	0	0.00%	0.00%
-98.74% to -51.71%	0	0.00%	0.00%
-51.71% to -4.68%	0	0.00%	0.00%
-4.68% to 42.35%	65	81.25%	81.25%
42.35% to 89.39%	10	12.50%	93.75%
89.39% to 136.42%	1	1.25%	95.00%
136.42% to 183.45%	0	0.00%	95.00%
183.45% to 230.48%	0	0.00%	95.00%
Greater than 230.48%	4	5.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.36%	105.06%	95.00%	68.27%
±2σ	-83.06%	167.77%	95.00%	95.45%
±3σ	-145.77%	230.48%	95.00%	99.73%

Descriptive Statistics

均值	42.353%
Standard Error	7.011%
中位数	26.356%
Mode	9.881%
Standard Deviation	62.709%
Sample Variance	3932.424%
峰度	15.72
偏度	4.00
Range	343.910%
Minimum	9.881%
Maximum	353.791%
Count	80

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	42.353%	80	100.00%	42.353%
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 2.63. Further, an Excess 峰度 of 11.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -66.77%	0	0.00%	0.00%
-66.77% to -50.04%	0	0.00%	0.00%
-50.04% to -33.30%	1	1.25%	1.25%
-33.30% to -16.57%	11	13.75%	15.00%
-16.57% to 0.17%	37	46.25%	61.25%
0.17% to 16.90%	20	25.00%	86.25%
16.90% to 33.63%	8	10.00%	96.25%
33.63% to 50.37%	1	1.25%	97.50%
50.37% to 67.10%	0	0.00%	97.50%
Greater than 67.10%	2	2.50%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.15%	22.48%	85.00%	68.27%
±2σ	-44.46%	44.79%	96.25%	95.45%
±3σ	-66.77%	67.10%	97.50%	99.73%

Descriptive Statistics

均值	0.166%
Standard Error	2.495%
中位数	-3.781%
Mode	-49.315%
Standard Deviation	22.312%
Sample Variance	497.807%
峰度	11.48
偏度	2.63
Range	165.432%
Minimum	-49.315%
Maximum	116.117%
Count	80

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.966%	31	38.75%	6.962%
负向	-11.094%	49	61.25%	-6.795%
Zero	0.000%	0	0.00%	0.000%

TNL 深度分析报告