011200

HMMKR05/17/2026 · historical

Anchor-neighbor future return range

Median move
+0.26%
P05–P95 span
19.40%
Neighbors
15
Sharpness
0.61
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-1.12%
Outer 90%
10/10(100%)
Middle 50%
8/10(80%)
Above median
5/10(50%)
Below median
5/10(50%)

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: -11.95%P25: -1.74%P50: 0.26%P75: 3.51%P95: 7.45%

Computed at: 05/17/26, 06:15 PM · ESS 15.0 · horizon 10 bars

Note: This distribution is not investment advice and reflects historical patterns shown for reference only.