| Monthly Return | Trading Probability | ||
| p | Rn* | p | TP* |
| 10% | −0.3578 | 10% | 0.09247 |
| 1% | −0.0596 | 1% | 0.10714 |
| 0.10% | 0.10409 | 0.10% | 0.11665 |
| 0.01% | 0.19604 | 0.01% | 0.12294 |
| Market Efficiency Coefficient | Total Volume | ||
| p | MEC* | p | TV* |
| 10% | 0.5424079 | 10% | 25.24361 |
| 1% | 1.273145 | 1% | 26.78537 |
| 0.10% | 4.213816 | 0.10% | 28.43606 |
| 0.01% | 16.1077 | 0.01% | 30.23137 |
| 0.01% | 16.1077 | 0.01% | 30.23137 |