Insights / us
FDS
FactSet Research Systems Inc.US06/04/2026 · historicalAnchor-neighbor future return range
Median move
+1.50%
P05–P95 span
14.65%
Neighbors
16
Sharpness
0.71
Forecast vs realized (hit-rate)
4 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+4
-8.13%
Outer 90%
1/4(25%)
Middle 50%
0/4(0%)
Above median
0/4(0%)
Below median
4/4(100%)
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: -4.42%P25: -1.01%P50: 1.50%P75: 3.71%P95: 10.23%
Computed at: 06/05/26, 02:45 AM · ESS 15.8 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.