Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (11)
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 return11 outcomes
Commentary
Mild bullish historical skew
Similar setups appeared 11 times historically. Over the next 5 trading days, the setup finished higher 73% of the time with a median move of +0.4%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -6.3%.
Distribution
Average return was +1.1%, while median return was +0.4%. This suggests the average was influenced by a small number of outsized positive outcomes.
Risk
Risk was elevated. Weaker historical cases fell around -5.8% or worse over 5 trading days, with the weakest case at -6.3%.
Reliability
Historical evidence was useful but not definitive, based on 11 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 (11)
11 historical setups matched the current 20-day pattern.
The largest upside move reached during the five-day forward window before it closed.
+13.26%
Max Adverse Excursion
-7.45%
Similar setups historically leaned positive over 5 trading days, but downside risk was large enough that position sizing and risk control would matter.
Commentary
Mild bullish historical skew
Similar setups appeared 11 times historically. Over the next 5 trading days, the setup finished higher 73% of the time with a median move of +0.4%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -6.3%.