IBKR

Interactive Brokers Group, Inc.US05/25/2026 · historical

Anchor-neighbor future return range

Median move
+0.22%
P05–P95 span
10.00%
Neighbors
26
Sharpness
0.80
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+4.93%
Outer 90%
3/10(30%)
Middle 50%
1/10(10%)
Above median
9/10(90%)
Below median
1/10(10%)

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: -6.47%P25: -1.58%P50: 0.22%P75: 1.52%P95: 3.53%

Computed at: 05/26/26, 02:45 AM · ESS 25.8 · horizon 10 bars

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