Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (4)
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 return4 outcomes
Commentary
Bullish historical skew with elevated downside risk on limited evidence
Similar setups appeared 4 times historically. Over the next 5 trading days, the setup finished higher 75% of the time with a median move of +2.1%. Results were relatively consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -2.5%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
The broad historical outcome range sat between -1.4% and +2.9%. Average return was +1.2%, compared with a median return of +2.1%.
Risk
Risk was elevated. Weaker historical cases fell around -1.4% or worse over 5 trading days, with the weakest case at -2.5%.
Reliability
Historical evidence was limited because there were only 4 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 (4)
4 historical setups matched the current 20-day pattern.
Commentary
Bullish historical skew with elevated downside risk on limited evidence
Similar setups appeared 4 times historically. Over the next 5 trading days, the setup finished higher 75% of the time with a median move of +2.1%. Results were relatively consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -2.5%. The sample was limited, so this should be treated as weak historical evidence.