Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (17)
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 return17 outcomes
Commentary
Mixed historical outcomes
Similar setups appeared 17 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 47% and a median move of -1.1%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -6.1%.
Distribution
The broad historical outcome range sat between -5.8% and +3.5%. Average return was -0.6%, compared with a median return of -1.1%.
Risk
Risk was elevated. Weaker historical cases fell around -5.8% or worse over 5 trading days, with the weakest case at -6.1%.
Reliability
Historical evidence was useful but not definitive, based on 17 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 (17)
17 historical setups matched the current 20-day pattern.
Commentary
Mixed historical outcomes
Similar setups appeared 17 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 47% and a median move of -1.1%. Results were moderately consistent across historical cases. Downside risk was elevated, with the worst historical outcome at -6.1%.