ICE

Intercontinental Exchange, Inc.US04/05/2026 · historical

Anchor-neighbor future return range

Median move
+0.33%
P05–P95 span
16.32%
Neighbors
33
Sharpness
0.67
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-1.63%
Outer 90%
9/10(90%)
Middle 50%
7/10(70%)
Above median
5/10(50%)
Below median
5/10(50%)

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: -10.44%P25: -1.75%P50: 0.33%P75: 1.86%P95: 5.87%

Computed at: 04/15/26, 03:49 AM · ESS 32.3 · horizon 10 bars

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