ACGL

Arch Capital Group Ltd.US06/01/2026 · historical

Anchor-neighbor future return range

Median move

+2.42%

P05–P95 span

14.93%

Neighbors

Sharpness

0.70

Forecast vs realized (hit-rate)

7 of 10 forecast days elapsed · comparing realized close prices

Realized @ D+7

+3.08%

Outer 90%

7/7(100%)

Middle 50%

5/7(71%)

Above median

3/7(43%)

Below median

4/7(57%)

Higher band-hit rate = better prediction. Above/below median tells which direction the actual drifted from the forecast center.

Quantile bands P05/P25/P50/P75/P95 for each horizon bar

MedianMiddle 50%Outer 90%Realized

Weighted aggregate across all horizon bars and neighbors

P05: -4.97%P25: 0.43%P50: 2.42%P75: 4.93%P95: 9.97%

Computed at: 06/02/26, 02:45 AM · ESS 28.3 · horizon 10 bars

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