FDS

FactSet Research Systems Inc.US04/06/2026 · historical

Anchor-neighbor future return range

Median move

-1.36%

P05–P95 span

20.52%

Neighbors

Sharpness

0.59

Forecast vs realized (hit-rate)

10 of 10 forecast days elapsed · comparing realized close prices

Realized @ D+10

+4.16%

Outer 90%

7/10(70%)

Middle 50%

4/10(40%)

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.

Quantile bands P05/P25/P50/P75/P95 for each horizon bar

MedianMiddle 50%Outer 90%Realized

Weighted aggregate across all horizon bars and neighbors

P05: -17.36%P25: -4.84%P50: -1.36%P75: 0.77%P95: 3.16%

Computed at: 04/15/26, 02:47 AM · ESS 35.7 · horizon 10 bars

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