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
Mixed historical outcomes on limited evidence
Similar setups appeared 4 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 50% and a median move of +0.4%. Results varied widely across historical cases. Downside tail risk was high, with the worst historical outcome at -3.7%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
Average return was +5.3%, while median return was +0.4%. This suggests the average was influenced by a small number of outsized positive outcomes.
Risk
Tail risk was significant. Similar setups occasionally produced sharp adverse outcomes, with the weakest historical case at -3.7% over 5 trading days.
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
Mixed historical outcomes on limited evidence
Similar setups appeared 4 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 50% and a median move of +0.4%. Results varied widely across historical cases. Downside tail risk was high, with the worst historical outcome at -3.7%. The sample was limited, so this should be treated as weak historical evidence.