TRV

The Travelers Companies, Inc.US05/27/2026 · historical

Anchor-neighbor future return range

Median move
+0.56%
P05–P95 span
8.34%
Neighbors
32
Sharpness
0.83
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+2.38%
Outer 90%
9/10(90%)
Middle 50%
5/10(50%)
Above median
4/10(40%)
Below median
6/10(60%)

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: -2.84%P25: -0.94%P50: 0.56%P75: 2.10%P95: 5.50%

Computed at: 05/28/26, 02:45 AM · ESS 31.2 · horizon 10 bars

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