Strategy Report

Volatility Distribution

Market Move	Count	Probability
Extreme Drop (> -10%)	31	6.2%
Large Drop (-5% to -10%)	86	17.2%
Moderate Drop (-2.5% to -5%)	71	14.2%
Normal Drop (-1% to -2.5%)	44	8.8%
Quiet (< ±1%)	57	11.4%
Normal Rise (1% to 2.5%)	38	7.6%
Moderate Rise (2.5% to 5%)	48	9.6%
Large Rise (5% to 10%)	74	14.8%
Extreme Rise (> 10%)	52	10.4%

DISTRIBUTION INSIGHTS

- Extreme moves (Extreme Drop (> -10%)): Occur 6.2% of the time. Risks are higher.
- Extreme moves (Extreme Rise (> 10%)): Occur 10.4% of the time. Risks are higher.

Streak Analysis

DIRECTIONAL BIAS [2Y]

UP DAYS

47.5%

DOWN DAYS

52.5%

Streak	Frequency
1-Day	116
2-Day	72
3-Day	24
4-Day	15
5-Day	7
6+ Day	10

TACTICAL IMPLICATION

- Most common swing duration: 1 days.
- Probability of verifying extended trends diminishes significantly after Day 3.

STRATEGY REPORT: ONDS