Insights / kr
011200
HMMKR06/01/2026 · historicalAnchor-neighbor future return range
Median move
+2.38%
P05–P95 span
18.99%
Neighbors
10
Sharpness
0.62
Forecast vs realized (hit-rate)
6 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+6
-3.97%
Outer 90%
2/6(33%)
Middle 50%
2/6(33%)
Above median
1/6(17%)
Below median
5/6(83%)
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: -1.52%P25: 0.23%P50: 2.38%P75: 5.13%P95: 17.47%
Computed at: 06/01/26, 06:15 PM · ESS 9.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.