Insights / us
FDS
FactSet Research Systems Inc.US05/07/2026 · historicalAnchor-neighbor future return range
Median move
-0.76%
P05–P95 span
11.18%
Neighbors
35
Sharpness
0.78
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+4.92%
Outer 90%
8/10(80%)
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: -5.30%P25: -2.64%P50: -0.76%P75: 0.78%P95: 5.89%
Computed at: 05/08/26, 02:45 AM · ESS 34.2 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.