Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (21)
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 return21 outcomes
Commentary
Mixed historical outcomes
Similar setups appeared 21 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 48% and a median move of -0.1%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -5.0%.
Distribution
Average return was +1.5%, while median return was -0.1%. This suggests the average was influenced by a small number of outsized positive outcomes.
Risk
Risk was elevated. Weaker historical cases fell around -2.0% or worse over 5 trading days, with the weakest case at -5.0%.
Reliability
Historical evidence was useful but not definitive, based on 21 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 (21)
21 historical setups matched the current 20-day pattern.
Commentary
Mixed historical outcomes
Similar setups appeared 21 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 48% and a median move of -0.1%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -5.0%.