Insights / us
FDS
FactSet Research Systems Inc.US05/18/2026 · historicalAnchor-neighbor future return range
Median move
+0.54%
P05–P95 span
13.35%
Neighbors
27
Sharpness
0.73
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+10.84%
Outer 90%
5/10(50%)
Middle 50%
3/10(30%)
Above median
7/10(70%)
Below median
3/10(30%)
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: -7.04%P25: -2.37%P50: 0.54%P75: 2.73%P95: 6.31%
Computed at: 05/19/26, 02:45 AM · ESS 26.8 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.