Insights / us
ACGL
Arch Capital Group Ltd.US05/31/2026 · historicalAnchor-neighbor future return range
Median move
+0.41%
P05–P95 span
21.77%
Neighbors
15
Sharpness
0.56
Forecast vs realized (hit-rate)
8 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+8
+2.15%
Outer 90%
7/8(88%)
Middle 50%
6/8(75%)
Above median
3/8(38%)
Below median
5/8(63%)
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: -8.50%P25: -1.37%P50: 0.41%P75: 4.23%P95: 13.28%
Computed at: 06/01/26, 02:45 AM · ESS 14.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.