C

Citigroup Inc.US05/21/2026 · historical

Anchor-neighbor future return range

Median move
-1.04%
P05–P95 span
10.81%
Neighbors
6
Sharpness
0.78
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+5.79%
Outer 90%
5/10(50%)
Middle 50%
3/10(30%)
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: -7.37%P25: -4.29%P50: -1.04%P75: 0.07%P95: 3.44%

Computed at: 05/22/26, 02:45 AM · ESS 5.7 · horizon 10 bars

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