Insights / us
CME
CME Group Inc.US05/31/2026 · historicalAnchor-neighbor future return range
Median move
+0.60%
P05–P95 span
14.89%
Neighbors
9
Sharpness
0.70
Forecast vs realized (hit-rate)
8 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+8
-3.16%
Outer 90%
2/8(25%)
Middle 50%
0/8(0%)
Above median
0/8(0%)
Below median
8/8(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: -4.01%P25: -1.54%P50: 0.60%P75: 4.37%P95: 10.88%
Computed at: 06/01/26, 02:45 AM · ESS 8.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.