Insights / kr
011200
HMMKR05/21/2026 · historicalAnchor-neighbor future return range
Median move
-7.12%
P05–P95 span
12.08%
Neighbors
8
Sharpness
0.76
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-6.49%
Outer 90%
10/10(100%)
Middle 50%
9/10(90%)
Above median
10/10(100%)
Below median
0/10(0%)
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: -10.56%P25: -9.66%P50: -7.12%P75: -2.01%P95: 1.52%
Computed at: 05/21/26, 06:15 PM · ESS 8.0 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.