ICE

Intercontinental Exchange, Inc.US06/02/2026 · historical

Anchor-neighbor future return range

Median move
+0.81%
P05–P95 span
10.34%
Neighbors
32
Sharpness
0.79
Forecast vs realized (hit-rate)
6 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+6
-2.12%
Outer 90%
5/6(83%)
Middle 50%
0/6(0%)
Above median
0/6(0%)
Below median
6/6(100%)

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: -4.53%P25: -0.39%P50: 0.81%P75: 1.99%P95: 5.81%

Computed at: 06/03/26, 02:45 AM · ESS 31.3 · horizon 10 bars

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