Insights / us
CME
CME Group Inc.US06/01/2026 · historicalAnchor-neighbor future return range
Median move
+3.56%
P05–P95 span
16.47%
Neighbors
14
Sharpness
0.67
Forecast vs realized (hit-rate)
7 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+7
+1.95%
Outer 90%
5/7(71%)
Middle 50%
2/7(29%)
Above median
0/7(0%)
Below median
7/7(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: -2.40%P25: 0.23%P50: 3.56%P75: 6.69%P95: 14.07%
Computed at: 06/02/26, 02:45 AM · ESS 13.9 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.