ERIE

Erie Indemnity CompanyUS05/26/2026 · historical

Anchor-neighbor future return range

Median move
-0.04%
P05–P95 span
11.83%
Neighbors
27
Sharpness
0.76
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+4.08%
Outer 90%
6/10(60%)
Middle 50%
3/10(30%)
Above median
4/10(40%)
Below median
6/10(60%)

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: -4.75%P25: -2.18%P50: -0.04%P75: 1.64%P95: 7.08%

Computed at: 05/27/26, 02:45 AM · ESS 26.5 · horizon 10 bars

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