Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (5)
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 return5 outcomes
Commentary
Bullish historical skew with elevated downside risk on limited evidence
Similar setups appeared 5 times historically. Over the next 5 trading days, the setup finished higher 100% of the time with a median move of +2.2%. Results were moderately consistent across historical cases. No historical forward outcomes finished negative, though intra-window downside risk was elevated; the weakest final outcome was +0.4%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
The broad historical outcome range sat between +0.9% and +8.7%. Average return was +4.0%, compared with a median return of +2.2%.
Risk
Risk was elevated inside the forward window even though historical outcomes finished non-negative. The weakest final outcome was +0.4%, while the worst intra-window move was -5.0%.
Reliability
Historical evidence was limited because there were only 5 cases.
Match Quality
Historical matches were structurally strong, with a median quality score of 5/5 and median shape score of 5/5.
Historical Matches (5)
5 historical setups matched the current 20-day pattern.
Commentary
Bullish historical skew with elevated downside risk on limited evidence
Similar setups appeared 5 times historically. Over the next 5 trading days, the setup finished higher 100% of the time with a median move of +2.2%. Results were moderately consistent across historical cases. No historical forward outcomes finished negative, though intra-window downside risk was elevated; the weakest final outcome was +0.4%. The sample was limited, so this should be treated as weak historical evidence.