Insights / kr
011200
HMMKR05/28/2026 · historicalAnchor-neighbor future return range
Median move
-1.02%
P05–P95 span
19.15%
Neighbors
7
Sharpness
0.62
Forecast vs realized (hit-rate)
8 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+8
-4.07%
Outer 90%
5/8(63%)
Middle 50%
4/8(50%)
Above median
2/8(25%)
Below median
6/8(75%)
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: -5.13%P25: -2.60%P50: -1.02%P75: 1.04%P95: 14.02%
Computed at: 05/28/26, 06:15 PM · ESS 6.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.