Insights / kr
011200
HMMKR04/13/2026 · historicalAnchor-neighbor future return range
Median move
-1.46%
P05–P95 span
22.39%
Neighbors
8
Sharpness
0.55
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-2.35%
Outer 90%
10/10(100%)
Middle 50%
9/10(90%)
Above median
7/10(70%)
Below median
3/10(30%)
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: -14.49%P25: -7.35%P50: -1.46%P75: 1.82%P95: 7.90%
Computed at: 04/15/26, 02:47 AM · ESS 7.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.