VRSK

Verisk Analytics, Inc.US06/03/2026 · historical

Anchor-neighbor future return range

Median move
-0.36%
P05–P95 span
16.74%
Neighbors
34
Sharpness
0.67
Forecast vs realized (hit-rate)
5 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+5
-0.58%
Outer 90%
5/5(100%)
Middle 50%
5/5(100%)
Above median
2/5(40%)
Below median
3/5(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: -8.22%P25: -2.99%P50: -0.36%P75: 1.84%P95: 8.52%

Computed at: 06/04/26, 02:45 AM · ESS 33.5 · horizon 10 bars

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