MKTX

MarketAxess Holdings Inc.US05/20/2026 · historical

Anchor-neighbor future return range

Median move
+0.54%
P05–P95 span
11.11%
Neighbors
27
Sharpness
0.78
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-14.67%
Outer 90%
2/10(20%)
Middle 50%
1/10(10%)
Above median
0/10(0%)
Below median
10/10(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: -4.75%P25: -1.19%P50: 0.54%P75: 2.32%P95: 6.36%

Computed at: 05/21/26, 02:45 AM · ESS 26.2 · horizon 10 bars

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