Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (13)
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 return13 outcomes
Commentary
Mild bullish historical skew
Similar setups appeared 13 times historically. Over the next 5 trading days, the setup finished higher 62% of the time with a median move of +0.2%. Results varied widely across historical cases. Downside risk was elevated, with the worst historical outcome at -7.0%.
Distribution
The broad historical outcome range sat between -6.1% and +6.9%. Average return was +0.6%, compared with a median return of +0.2%.
Risk
Risk was elevated. Weaker historical cases fell around -6.1% or worse over 5 trading days, with the weakest case at -7.0%.
Reliability
Historical evidence was useful but not definitive, based on 13 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
Similar setups historically leaned positive over 5 trading days, but downside risk was large enough that position sizing and risk control would matter.
Historical Matches (13)
13 historical setups matched the current 20-day pattern.
Commentary
Mild bullish historical skew
Similar setups appeared 13 times historically. Over the next 5 trading days, the setup finished higher 62% of the time with a median move of +0.2%. Results varied widely across historical cases. Downside risk was elevated, with the worst historical outcome at -7.0%.