Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (8)
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 return8 outcomes
Commentary
Negative historical skew with elevated downside risk on limited evidence
Similar setups appeared 8 times historically. Over the next 5 trading days, the setup finished lower 62% of the time with a median move of -1.3%. Results varied widely across historical cases. Downside tail risk was high, with the worst historical outcome at -18.5%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
The broad historical outcome range sat between -9.3% and +3.9%. Average return was -2.2%, compared with a median return of -1.3%.
Risk
Tail risk was significant. Similar setups occasionally produced sharp adverse outcomes, with the weakest historical case at -18.5% over 5 trading days.
Reliability
Historical evidence was limited because there were only 8 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 (8)
8 historical setups matched the current 20-day pattern.
Commentary
Negative historical skew with elevated downside risk on limited evidence
Similar setups appeared 8 times historically. Over the next 5 trading days, the setup finished lower 62% of the time with a median move of -1.3%. Results varied widely across historical cases. Downside tail risk was high, with the worst historical outcome at -18.5%. The sample was limited, so this should be treated as weak historical evidence.