Insights / us
C
Citigroup Inc.US05/26/2026 · historicalAnchor-neighbor future return range
Median move
-0.49%
P05–P95 span
14.12%
Neighbors
28
Sharpness
0.72
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+4.95%
Outer 90%
9/10(90%)
Middle 50%
1/10(10%)
Above median
9/10(90%)
Below median
1/10(10%)
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: -6.84%P25: -2.57%P50: -0.49%P75: 1.74%P95: 7.28%
Computed at: 05/27/26, 02:45 AM · ESS 27.3 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.