GS

The Goldman Sachs Group, Inc.US05/28/2026 · historical

Anchor-neighbor future return range

Median move
+0.12%
P05–P95 span
12.53%
Neighbors
33
Sharpness
0.75
Forecast vs realized (hit-rate)
9 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+9
+3.07%
Outer 90%
5/9(56%)
Middle 50%
2/9(22%)
Above median
8/9(89%)
Below median
1/9(11%)

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: -6.31%P25: -1.76%P50: 0.12%P75: 1.71%P95: 6.22%

Computed at: 05/29/26, 02:45 AM · ESS 32.6 · horizon 10 bars

Note: This distribution is not investment advice and reflects historical patterns shown for reference only.