MS

Morgan StanleyUS05/28/2026 · historical

Anchor-neighbor future return range

Median move
+0.05%
P05–P95 span
15.49%
Neighbors
35
Sharpness
0.69
Forecast vs realized (hit-rate)
9 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+9
+4.25%
Outer 90%
8/9(89%)
Middle 50%
1/9(11%)
Above median
9/9(100%)
Below median
0/9(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: -8.85%P25: -2.51%P50: 0.05%P75: 2.05%P95: 6.64%

Computed at: 05/29/26, 02:45 AM · ESS 34.7 · horizon 10 bars

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