Insights / us
FDS
FactSet Research Systems Inc.US05/27/2026 · historicalAnchor-neighbor future return range
Median move
-0.53%
P05–P95 span
16.04%
Neighbors
36
Sharpness
0.68
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+1.52%
Outer 90%
4/10(40%)
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: -10.31%P25: -2.94%P50: -0.53%P75: 0.94%P95: 5.73%
Computed at: 05/28/26, 02:45 AM · ESS 34.5 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.