ERIE

Erie Indemnity CompanyUS05/19/2026 · historical

Anchor-neighbor future return range

Median move
-0.32%
P05–P95 span
11.01%
Neighbors
35
Sharpness
0.78
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-1.48%
Outer 90%
8/10(80%)
Middle 50%
4/10(40%)
Above median
3/10(30%)
Below median
7/10(70%)

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: -5.52%P25: -2.13%P50: -0.32%P75: 1.54%P95: 5.49%

Computed at: 05/20/26, 02:45 AM · ESS 34.7 · horizon 10 bars

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