Insights / us
C
Citigroup Inc.US05/17/2026 · historicalAnchor-neighbor future return range
Median move
+1.16%
P05–P95 span
17.52%
Neighbors
21
Sharpness
0.65
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+6.45%
Outer 90%
9/10(90%)
Middle 50%
8/10(80%)
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: -5.04%P25: -0.40%P50: 1.16%P75: 4.41%P95: 12.48%
Computed at: 05/18/26, 02:45 AM · ESS 20.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.