Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (9)
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 return9 outcomes
Commentary
Bullish historical skew on limited evidence
Similar setups appeared 9 times historically. Over the next 5 trading days, the setup finished higher 89% of the time with a median move of +2.4%. Results were relatively consistent across historical cases. Historical downside was relatively contained, with the worst outcome at -0.6%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
The broad historical outcome range sat between +0.3% and +4.8%. Average return was +2.4%, compared with a median return of +2.4%.
Risk
Risk was relatively contained in similar historical setups. The weaker 10% of outcomes were around +0.3% or worse over 5 trading days, with the weakest case at -0.6%.
Reliability
Historical evidence was limited because there were only 9 cases, and many matches came from overlapping market windows.
Match Quality
Historical matches were structurally strong, with a median quality score of 5/5 and median shape score of 5/5.
Historical Matches (9)
9 historical setups matched the current 20-day pattern.
Commentary
Bullish historical skew on limited evidence
Similar setups appeared 9 times historically. Over the next 5 trading days, the setup finished higher 89% of the time with a median move of +2.4%. Results were relatively consistent across historical cases. Historical downside was relatively contained, with the worst outcome at -0.6%. The sample was limited, so this should be treated as weak historical evidence.