MS

Morgan StanleyUS05/12/2026 · historical

Anchor-neighbor future return range

Median move
-1.56%
P05–P95 span
11.35%
Neighbors
34
Sharpness
0.77
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+6.86%
Outer 90%
8/10(80%)
Middle 50%
1/10(10%)
Above median
10/10(100%)
Below median
0/10(0%)

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: -6.44%P25: -3.58%P50: -1.56%P75: 0.34%P95: 4.91%

Computed at: 05/13/26, 02:45 AM · ESS 33.6 · horizon 10 bars

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