Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (64)
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 return64 outcomes
Commentary
Mild bullish historical skew
Similar setups appeared 64 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 -7.9%.
Distribution
Average return was +0.6%, while median return was +0.3%. 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 -7.9% over 5 trading days.
Reliability
Historical evidence was relatively robust, based on 64 cases across a well-diversified set of historical matches.
Match Quality
Historical matches were structurally strong, with a median quality score of 5/5 and median shape score of 5/5.
Historical Matches (64)
64 historical setups matched the current 20-day pattern.
The largest upside move reached during the five-day forward window before it closed.
+11.60%
Max Adverse Excursion
-10.28%
Takeaway
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 64 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 -7.9%.