Insights / us
CME
CME Group Inc.US06/03/2026 · historicalAnchor-neighbor future return range
Median move
+0.24%
P05–P95 span
12.01%
Neighbors
19
Sharpness
0.76
Forecast vs realized (hit-rate)
5 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+5
+2.85%
Outer 90%
5/5(100%)
Middle 50%
3/5(60%)
Above median
3/5(60%)
Below median
2/5(40%)
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: -4.57%P25: -1.64%P50: 0.24%P75: 3.00%P95: 7.44%
Computed at: 06/04/26, 02:45 AM · ESS 18.1 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.