Insights / us
CME
CME Group Inc.US04/26/2026 · historicalAnchor-neighbor future return range
Median move
+0.83%
P05–P95 span
7.30%
Neighbors
31
Sharpness
0.85
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-1.37%
Outer 90%
10/10(100%)
Middle 50%
7/10(70%)
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: -3.52%P25: -0.55%P50: 0.83%P75: 1.92%P95: 3.78%
Computed at: 04/27/26, 02:45 AM · ESS 30.5 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.