Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (11)
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 return11 outcomes
Commentary
Mixed historical outcomes
Similar setups appeared 11 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 45% and a median move of -0.2%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -2.4%.
Distribution
The broad historical outcome range sat between -2.2% and +5.0%. Average return was +0.7%, compared with a median return of -0.2%.
Risk
Risk was elevated. Weaker historical cases fell around -2.2% or worse over 5 trading days, with the weakest case at -2.4%.
Reliability
Historical evidence was useful but not definitive, based on 11 cases with moderate match diversity.
Match Quality
Historical matches were structurally strong, with a median quality score of 5/5 and median shape score of 5/5.
Takeaway
Historical Matches (11)
11 historical setups matched the current 20-day pattern.
Commentary
Mixed historical outcomes
Similar setups appeared 11 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 45% and a median move of -0.2%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -2.4%.