IBKR

Interactive Brokers Group, Inc.US05/31/2026 · historical

Anchor-neighbor future return range

Median move
+1.18%
P05–P95 span
15.90%
Neighbors
21
Sharpness
0.68
Forecast vs realized (hit-rate)
8 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+8
+3.17%
Outer 90%
7/8(88%)
Middle 50%
6/8(75%)
Above median
5/8(63%)
Below median
3/8(38%)

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: -5.90%P25: -1.02%P50: 1.18%P75: 3.83%P95: 10.00%

Computed at: 06/01/26, 02:45 AM · ESS 20.9 · horizon 10 bars

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