Insights / us
FDS
FactSet Research Systems Inc.US04/08/2026 · historicalAnchor-neighbor future return range
Median move
-2.15%
P05–P95 span
11.86%
Neighbors
39
Sharpness
0.76
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+2.05%
Outer 90%
3/10(30%)
Middle 50%
0/10(0%)
Above median
9/10(90%)
Below median
1/10(10%)
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: -9.51%P25: -4.14%P50: -2.15%P75: -0.52%P95: 2.36%
Computed at: 04/15/26, 02:47 AM · ESS 38.3 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.