ERIE

Erie Indemnity CompanyUS04/28/2026 · historical

Anchor-neighbor future return range

Median move
-0.15%
P05–P95 span
21.29%
Neighbors
13
Sharpness
0.57
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-6.62%
Outer 90%
9/10(90%)
Middle 50%
0/10(0%)
Above median
0/10(0%)
Below median
10/10(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: -14.25%P25: -1.84%P50: -0.15%P75: 1.84%P95: 7.04%

Computed at: 04/29/26, 02:45 AM · ESS 12.9 · horizon 10 bars

Note: This distribution is not investment advice and reflects historical patterns shown for reference only.