NDAQ

Nasdaq, Inc.US05/20/2026 · historical

Anchor-neighbor future return range

Median move
-0.43%
P05–P95 span
17.80%
Neighbors
35
Sharpness
0.64
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
-2.50%
Outer 90%
10/10(100%)
Middle 50%
4/10(40%)
Above median
6/10(60%)
Below median
4/10(40%)

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: -5.37%P25: -2.26%P50: -0.43%P75: 2.22%P95: 12.43%

Computed at: 05/21/26, 02:45 AM · ESS 34.0 · horizon 10 bars

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