Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (10)
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 return10 outcomes
Commentary
Mixed historical outcomes
Similar setups appeared 10 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 30% and a median move of -0.3%. Results were relatively consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -3.2%.
Distribution
Average return was +0.4%, while median return was -0.3%. The average and median pointed in different directions, so the distribution was not directionally clean.
Risk
Risk was elevated. Weaker historical cases fell around -1.3% or worse over 5 trading days, with the weakest case at -3.2%.
Reliability
Historical evidence was useful but not definitive, based on 10 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.
Historical Matches (10)
10 historical setups matched the current 20-day pattern.
Commentary
Mixed historical outcomes
Similar setups appeared 10 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 30% and a median move of -0.3%. Results were relatively consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -3.2%.