MKTX

MarketAxess Holdings Inc.US06/04/2026 · historical

Anchor-neighbor future return range

Median move
+0.93%
P05–P95 span
19.20%
Neighbors
19
Sharpness
0.62
Forecast vs realized (hit-rate)
4 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+4
-3.80%
Outer 90%
2/4(50%)
Middle 50%
0/4(0%)
Above median
0/4(0%)
Below median
4/4(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: -10.80%P25: -0.53%P50: 0.93%P75: 3.53%P95: 8.41%

Computed at: 06/05/26, 02:45 AM · ESS 18.5 · horizon 10 bars

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