Insights / us
FDS
FactSet Research Systems Inc.US05/21/2026 · historicalAnchor-neighbor future return range
Median move
-0.08%
P05–P95 span
20.53%
Neighbors
29
Sharpness
0.59
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+9.73%
Outer 90%
0/10(0%)
Middle 50%
0/10(0%)
Above median
10/10(100%)
Below median
0/10(0%)
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: -14.82%P25: -1.97%P50: -0.08%P75: 1.75%P95: 5.71%
Computed at: 05/22/26, 02:45 AM · ESS 28.3 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.