NTRS

Northern Trust CorporationUS05/27/2026 · historical

Anchor-neighbor future return range

Median move
-0.32%
P05–P95 span
13.71%
Neighbors
37
Sharpness
0.73
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+2.33%
Outer 90%
10/10(100%)
Middle 50%
6/10(60%)
Above median
8/10(80%)
Below median
2/10(20%)

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: -6.47%P25: -1.93%P50: -0.32%P75: 1.93%P95: 7.25%

Computed at: 05/28/26, 02:45 AM · ESS 36.6 · horizon 10 bars

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