Insights / kr
011200
HMMKR05/27/2026 · historicalAnchor-neighbor future return range
Median move
+0.70%
P05–P95 span
20.66%
Neighbors
16
Sharpness
0.59
Forecast vs realized (hit-rate)
9 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+9
-5.61%
Outer 90%
9/9(100%)
Middle 50%
2/9(22%)
Above median
1/9(11%)
Below median
8/9(89%)
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: -9.04%P25: -1.68%P50: 0.70%P75: 3.81%P95: 11.62%
Computed at: 05/27/26, 06:15 PM · ESS 15.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.