Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 56.41% |
| Negative Occurance | 43.59% |
| Ratio | 1.29 |
Average Up/Down Moves | |
| Average Positive Move | 0.21% |
| Average Negative Move | -0.27% |
| Ratio | -0.78 |
Maximum Up/Down Moves | |
| Largest Positive Move | 0.88% |
| Largest Negative Move | -1.34% |
| Ratio | -0.66 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | 0.00% |
| Median Return | 0.04% |
| Std Dev (Volatility) | 0.32% |
| Observations | 156 |
Distribution Shape | |
| Skewness | -0.85 |
| Excess Kurtosis | 2.48 |
| Jarque-Bera | 59.0 (non-normal) |
| Negatively skewed (longer left tail). Fat-tailed — outliers more likely than normal. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -0.48% |
| Value at Risk (99%) | -1.02% |
| Expected Shortfall (CVaR 95%) | -0.81% |
| Expectancy / Period | 0.00% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -0.48% | -0.16% | 0.04% | 0.20% | 0.44% |
| 90% of intervals returns fall between -0.48% and 0.44%. | ||||
Key Observations |
| EURUSD posted 156 intervals returns averaging 0.00% (median 0.04%) with a 0.32% standard deviation. The distribution is negatively skewed (longer left tail) with fatter-than-normal tails (elevated outlier risk), and a Jarque-Bera test classifies it as non-normal — lean on percentiles rather than σ to size risk. Positive periods occurred 56.4% of the time, giving an expectancy of 0.00% per period. In the worst 5% of periods, returns fell below -0.48%, averaging -0.81% (Expected Shortfall). The most recent move of 0.01% ranks in the 47th percentile — within its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 26-Jan | 27-Jan-2026 | -1.34 |
| 18-Mar | 19-Mar-2026 | -1.19 |
| 15-Sep | 16-Sep-2025 | -0.89 |
| 30-Mar | 31-Mar-2026 | -0.79 |
| 19-Jan | 20-Jan-2026 | -0.69 |
| 21-Jan | 22-Jan-2026 | -0.58 |
| 29-Jul | 30-Jul-2026 | -0.53 |
| 01-Jul | 02-Jul-2026 | -0.49 |
| 05-Nov | 06-Nov-2025 | -0.47 |
| 29-Apr | 30-Apr-2026 | -0.47 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 06-Mar | 08-Mar-2026 | 0.88 |
| 02-Mar | 03-Mar-2026 | 0.67 |
| 24-Sep | 25-Sep-2025 | 0.62 |
| 01-Sep | 02-Sep-2025 | 0.59 |
| 08-Oct | 09-Oct-2025 | 0.55 |
| 11-Mar | 12-Mar-2026 | 0.49 |
| 06-Oct | 07-Oct-2025 | 0.47 |
| 08-Sep | 09-Sep-2025 | 0.45 |
| 01-Apr | 02-Apr-2026 | 0.44 |
| 18-May | 19-May-2026 | 0.43 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 89.71 | 61 | above 0.0% | 94.32 | 83 |
| below -0.5% | 7.35 | 5 | above 0.5% | 5.68 | 5 |
| below -1.0% | 2.94 | 2 | above 1.0% | ||
| below -1.5% | above 1.5% | ||||
| below -2.0% | above 2.0% | ||||
| below -2.5% | above 2.5% | ||||
| below -3.0% | above 3.0% | ||||
| below -3.5% | above 3.5% | ||||
| below -4.0% | above 4.0% | ||||
| below -4.5% | above 4.5% | ||||
| below -5.0% | above 5.0% | ||||
| below -6.0% | above 6.0% | ||||
| below -7.0% | above 7.0% | ||||
| below -8.0% | above 8.0% | ||||
| below -9.0% | above 9.0% | ||||
| below -10.0% | above 10.0% | ||||
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You ask
“How does NVDA usually trade through earnings?”
It calls
→ ka.options_expected_move(NVDA)
It answers
NVDA has averaged a 9.2% absolute move on the day after earnings and closed higher 67% of the time. Two in three reactions land between −4.2% and +16.3% — the distribution is skewed right, not symmetric.
Every figure computed live from our own history — not scraped, not summarised.
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