Insights / kr
011200
HMMKR06/03/2026 · historicalAnchor-neighbor future return range
Median move
+2.61%
P05–P95 span
9.39%
Neighbors
5
Sharpness
0.81
Forecast vs realized (hit-rate)
5 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+5
-4.31%
Outer 90%
1/5(20%)
Middle 50%
0/5(0%)
Above median
0/5(0%)
Below median
5/5(100%)
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: -0.80%P25: 1.10%P50: 2.61%P75: 5.00%P95: 8.59%
Computed at: 06/03/26, 06:15 PM · ESS 4.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.