MKTX

MarketAxess Holdings Inc.US06/09/2026 · historical

Anchor-neighbor future return range

Median move
+2.04%
P05–P95 span
13.29%
Neighbors
37
Sharpness
0.73
Forecast vs realized (hit-rate)
1 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+1
+0.26%
Outer 90%
1/1(100%)
Middle 50%
1/1(100%)
Above median
0/1(0%)
Below median
1/1(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: -5.70%P25: 0.18%P50: 2.04%P75: 4.31%P95: 7.59%

Computed at: 06/10/26, 02:45 AM · ESS 36.5 · horizon 10 bars

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