Insights / us
CME
CME Group Inc.US04/09/2026 · historicalAnchor-neighbor future return range
Median move
-1.66%
P05–P95 span
18.88%
Neighbors
40
Sharpness
0.62
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-5.25%
Outer 90%
10/10(100%)
Middle 50%
9/10(90%)
Above median
3/10(30%)
Below median
7/10(70%)
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: -8.86%P25: -4.19%P50: -1.66%P75: 1.12%P95: 10.01%
Computed at: 04/15/26, 02:46 AM · ESS 39.5 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.