Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (14)
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 return14 outcomes
Commentary
Mild bullish historical skew
Similar setups appeared 14 times historically. Over the next 5 trading days, the setup finished higher 71% of the time with a median move of +0.8%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -3.7%.
Distribution
The broad historical outcome range sat between -2.0% and +4.2%. Average return was +1.0%, compared with a median return of +0.8%.
Risk
Risk was elevated. Weaker historical cases fell around -2.0% or worse over 5 trading days, with the weakest case at -3.7%.
Reliability
Historical evidence was useful but not definitive, based on 14 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 (14)
14 historical setups matched the current 20-day pattern.
The largest upside move reached during the five-day forward window before it closed.
+6.86%
Max Adverse Excursion
-6.07%
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 14 times historically. Over the next 5 trading days, the setup finished higher 71% of the time with a median move of +0.8%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -3.7%.