Insights / us
FDS
FactSet Research Systems Inc.US04/07/2026 · historicalAnchor-neighbor future return range
Median move
-0.84%
P05–P95 span
22.03%
Neighbors
36
Sharpness
0.56
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+8.76%
Outer 90%
6/10(60%)
Middle 50%
1/10(10%)
Above median
8/10(80%)
Below median
2/10(20%)
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: -16.46%P25: -5.14%P50: -0.84%P75: 1.63%P95: 5.57%
Computed at: 04/15/26, 02:47 AM · ESS 35.4 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.