MS

Morgan StanleyUS05/21/2026 · historical

Anchor-neighbor future return range

Median move
-0.32%
P05–P95 span
8.95%
Neighbors
37
Sharpness
0.82
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+5.52%
Outer 90%
4/10(40%)
Middle 50%
3/10(30%)
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: -5.06%P25: -2.26%P50: -0.32%P75: 1.70%P95: 3.88%

Computed at: 05/22/26, 02:45 AM · ESS 36.6 · horizon 10 bars

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