ACGL

Arch Capital Group Ltd.US04/13/2026 · historical

Anchor-neighbor future return range

Median move
-0.36%
P05–P95 span
16.12%
Neighbors
27
Sharpness
0.68
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+0.98%
Outer 90%
9/10(90%)
Middle 50%
5/10(50%)
Above median
8/10(80%)
Below median
2/10(20%)

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: -12.23%P25: -1.60%P50: -0.36%P75: 1.01%P95: 3.89%

Computed at: 04/15/26, 02:46 AM · ESS 26.8 · horizon 10 bars

Note: This distribution is not investment advice and reflects historical patterns shown for reference only.