ERIE

Erie Indemnity CompanyUS05/27/2026 · historical

Anchor-neighbor future return range

Median move
+0.82%
P05–P95 span
10.37%
Neighbors
29
Sharpness
0.79
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+3.22%
Outer 90%
6/10(60%)
Middle 50%
2/10(20%)
Above median
5/10(50%)
Below median
5/10(50%)

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: -3.71%P25: -0.97%P50: 0.82%P75: 2.55%P95: 6.66%

Computed at: 05/28/26, 02:45 AM · ESS 28.2 · horizon 10 bars

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