Insights / kr
011200
HMMKR04/05/2026 · historicalAnchor-neighbor future return range
Median move
-0.88%
P05–P95 span
16.88%
Neighbors
13
Sharpness
0.66
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+3.96%
Outer 90%
10/10(100%)
Middle 50%
1/10(10%)
Above median
9/10(90%)
Below median
1/10(10%)
Higher band-hit rate = better prediction. Above/below median tells which direction the actual drifted from the forecast center.
Probability Cone (D+1 ~ D+10)
Quantile bands P05/P25/P50/P75/P95 for each horizon bar
MedianMiddle 50%Outer 90%Realized
Aggregated distribution (density strip)
Weighted aggregate across all horizon bars and neighbors
P05: -8.98%P25: -3.91%P50: -0.88%P75: 0.93%P95: 7.89%
Computed at: 04/15/26, 03:49 AM · ESS 12.8 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.