Strategy Report

Volatility Distribution

Market Move	Count	Probability
Extreme Drop (> -10%)	27	5.4%
Large Drop (-5% to -10%)	103	20.6%
Moderate Drop (-2.5% to -5%)	69	13.8%
Normal Drop (-1% to -2.5%)	54	10.8%
Quiet (< ±1%)	63	12.6%
Normal Rise (1% to 2.5%)	32	6.4%
Moderate Rise (2.5% to 5%)	39	7.8%
Large Rise (5% to 10%)	52	10.4%
Extreme Rise (> 10%)	62	12.4%

DISTRIBUTION INSIGHTS

- Extreme moves (Extreme Drop (> -10%)): Occur 5.4% of the time. Risks are higher.
- Extreme moves (Extreme Rise (> 10%)): Occur 12.4% of the time. Risks are higher.

Streak Analysis

DIRECTIONAL BIAS [2Y]

UP DAYS

41.7%

DOWN DAYS

58.3%

Streak	Frequency
1-Day	124
2-Day	50
3-Day	30
4-Day	23
5-Day	8
6+ Day	7

TACTICAL IMPLICATION

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

STRATEGY REPORT: RR