Insights / us
CME
CME Group Inc.US06/02/2026 · historicalAnchor-neighbor future return range
Median move
+0.89%
P05–P95 span
16.34%
Neighbors
16
Sharpness
0.67
Forecast vs realized (hit-rate)
6 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+6
+3.66%
Outer 90%
6/6(100%)
Middle 50%
5/6(83%)
Above median
4/6(67%)
Below median
2/6(33%)
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: -3.09%P25: -0.45%P50: 0.89%P75: 3.80%P95: 13.26%
Computed at: 06/03/26, 02:45 AM · ESS 15.7 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.