Insights / us
FDS
FactSet Research Systems Inc.US05/06/2026 · historicalAnchor-neighbor future return range
Median move
-0.52%
P05–P95 span
13.34%
Neighbors
28
Sharpness
0.73
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+6.69%
Outer 90%
7/10(70%)
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: -7.84%P25: -2.25%P50: -0.52%P75: 1.15%P95: 5.50%
Computed at: 05/07/26, 02:45 AM · ESS 27.6 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.