ICE

Intercontinental Exchange, Inc.US05/21/2026 · historical

Anchor-neighbor future return range

Median move
-0.34%
P05–P95 span
12.22%
Neighbors
34
Sharpness
0.76
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-8.08%
Outer 90%
9/10(90%)
Middle 50%
2/10(20%)
Above median
1/10(10%)
Below median
9/10(90%)

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: -6.70%P25: -2.65%P50: -0.34%P75: 2.03%P95: 5.52%

Computed at: 05/22/26, 02:45 AM · ESS 33.8 · horizon 10 bars

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