Insights / us
CME
CME Group Inc.US05/28/2026 · historicalAnchor-neighbor future return range
Median move
-1.34%
P05–P95 span
11.11%
Neighbors
23
Sharpness
0.78
Forecast vs realized (hit-rate)
9 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+9
-4.88%
Outer 90%
4/9(44%)
Middle 50%
2/9(22%)
Above median
0/9(0%)
Below median
9/9(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: -7.27%P25: -4.16%P50: -1.34%P75: 0.76%P95: 3.84%
Computed at: 05/29/26, 02:45 AM · ESS 22.0 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.