VRSK

Verisk Analytics, Inc.US06/07/2026 · historical

Anchor-neighbor future return range

Median move
-0.33%
P05–P95 span
12.47%
Neighbors
29
Sharpness
0.75
Forecast vs realized (hit-rate)
3 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+3
+0.84%
Outer 90%
3/3(100%)
Middle 50%
2/3(67%)
Above median
3/3(100%)
Below median
0/3(0%)

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: -7.40%P25: -3.53%P50: -0.33%P75: 1.83%P95: 5.07%

Computed at: 06/08/26, 02:45 AM · ESS 28.6 · horizon 10 bars

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