GS

The Goldman Sachs Group, Inc.US06/02/2026 · historical

Anchor-neighbor future return range

Median move
-0.21%
P05–P95 span
11.03%
Neighbors
35
Sharpness
0.78
Forecast vs realized (hit-rate)
6 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+6
-1.86%
Outer 90%
4/6(67%)
Middle 50%
2/6(33%)
Above median
1/6(17%)
Below median
5/6(83%)

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: -5.95%P25: -1.94%P50: -0.21%P75: 1.51%P95: 5.09%

Computed at: 06/03/26, 02:45 AM · ESS 34.2 · horizon 10 bars

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