Insights / kr
011200
HMMKR05/11/2026 · historicalAnchor-neighbor future return range
Median move
-0.81%
P05–P95 span
20.24%
Neighbors
19
Sharpness
0.60
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-1.55%
Outer 90%
10/10(100%)
Middle 50%
7/10(70%)
Above median
6/10(60%)
Below median
4/10(40%)
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: -10.12%P25: -3.17%P50: -0.81%P75: 0.84%P95: 10.12%
Computed at: 05/11/26, 06:15 PM · ESS 18.7 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.