Insights / kr
011200
HMMKR05/07/2026 · historicalAnchor-neighbor future return range
Median move
+0.24%
P05–P95 span
20.93%
Neighbors
16
Sharpness
0.58
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-1.20%
Outer 90%
10/10(100%)
Middle 50%
2/10(20%)
Above median
0/10(0%)
Below median
10/10(100%)
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: -6.32%P25: -2.53%P50: 0.24%P75: 3.45%P95: 14.61%
Computed at: 05/07/26, 06:15 PM · ESS 15.8 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.