Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (150)
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 return150 outcomes
Commentary
Mixed historical outcomes
Similar setups appeared 150 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 49% and a median move of -0.1%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -11.4%.
Distribution
The broad historical outcome range sat between -4.5% and +4.9%. Average return was +0.2%, compared with a median return of -0.1%.
Risk
Tail risk was significant. Similar setups occasionally produced sharp adverse outcomes, with the weakest historical case at -11.4% over 5 trading days.
Reliability
Historical evidence was relatively robust, based on 150 cases across a well-diversified set of historical matches.
Match Quality
Historical matches were structurally strong, with a median quality score of 5/5 and median shape score of 5/5.
Historical Matches (150)
150 historical setups matched the current 20-day pattern.
Commentary
Mixed historical outcomes
Similar setups appeared 150 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 49% and a median move of -0.1%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -11.4%.