Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (25)
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 return25 outcomes
Commentary
Mild bullish historical skew
Similar setups appeared 25 times historically. Over the next 5 trading days, the setup finished higher 56% of the time with a median move of +0.3%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -6.8%.
Distribution
The broad historical outcome range sat between -2.4% and +3.2%. Average return was +0.4%, compared with a median return of +0.3%.
Risk
Tail risk was significant. Similar setups occasionally produced sharp adverse outcomes, with the weakest historical case at -6.8% over 5 trading days.
Reliability
Historical evidence was useful but not definitive, based on 25 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 (25)
25 historical setups matched the current 20-day pattern.
The largest upside move reached during the five-day forward window before it closed.
+6.00%
Max Adverse Excursion
-9.39%
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 25 times historically. Over the next 5 trading days, the setup finished higher 56% of the time with a median move of +0.3%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -6.8%.