Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (7)
What happened next?
5-day forward returns after historically similar setups.
Average Return25th - 75th Percentile
Historical Forward Return Distribution
5-day returns across the matched historical setup sample, grouped into return ranges.
Positive returnNegative return7 outcomes
Commentary
Bullish historical skew with elevated downside risk on limited evidence
Similar setups appeared 7 times historically. Over the next 5 trading days, the setup finished higher 71% of the time with a median move of +1.9%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -5.6%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
The broad historical outcome range sat between -3.8% and +4.2%. Average return was +0.9%, compared with a median return of +1.9%.
Risk
Tail risk was significant. Similar setups occasionally produced sharp adverse outcomes, with the weakest historical case at -5.6% over 5 trading days.
Reliability
Historical evidence was limited because there were only 7 cases.
Match Quality
Historical matches were structurally strong, with a median quality score of 5/5 and median shape score of 5/5.
Historical Matches (7)
7 historical setups matched the current 20-day pattern.
Commentary
Bullish historical skew with elevated downside risk on limited evidence
Similar setups appeared 7 times historically. Over the next 5 trading days, the setup finished higher 71% of the time with a median move of +1.9%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -5.6%. The sample was limited, so this should be treated as weak historical evidence.