Insights / us
CME
CME Group Inc.US05/26/2026 · historicalAnchor-neighbor future return range
Median move
+0.49%
P05–P95 span
8.14%
Neighbors
20
Sharpness
0.84
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-5.61%
Outer 90%
2/10(20%)
Middle 50%
0/10(0%)
Above median
0/10(0%)
Below median
10/10(100%)
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: -3.73%P25: -1.36%P50: 0.49%P75: 2.33%P95: 4.41%
Computed at: 05/27/26, 02:45 AM · ESS 19.6 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.