NTRS

Northern Trust CorporationUS05/18/2026 · historical

Anchor-neighbor future return range

Median move
+0.64%
P05–P95 span
13.07%
Neighbors
33
Sharpness
0.74
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+2.09%
Outer 90%
10/10(100%)
Middle 50%
8/10(80%)
Above median
9/10(90%)
Below median
1/10(10%)

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: -3.46%P25: -1.04%P50: 0.64%P75: 2.64%P95: 9.60%

Computed at: 05/19/26, 02:45 AM · ESS 32.4 · horizon 10 bars

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