Compares the current normalized 20-day setup with every historical match.
Current setupHistorical similar setups (4)
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 return4 outcomes
Commentary
Negative historical skew with elevated downside risk on limited evidence
Similar setups appeared 4 times historically. Over the next 5 trading days, the setup finished lower 100% of the time with a median move of -2.2%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -10.3%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
The broad historical outcome range sat between -7.9% and -1.8%. Average return was -4.1%, compared with a median return of -2.2%.
Risk
Tail risk was significant. Similar setups occasionally produced sharp adverse outcomes, with the weakest historical case at -10.3% over 5 trading days.
Reliability
Historical evidence was limited because there were only 4 cases.
Match Quality
Historical matches were structurally strong, with a median quality score of 4.5/5 and median shape score of 5/5.
Historical Matches (4)
4 historical setups matched the current 20-day pattern.
Commentary
Negative historical skew with elevated downside risk on limited evidence
Similar setups appeared 4 times historically. Over the next 5 trading days, the setup finished lower 100% of the time with a median move of -2.2%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -10.3%. The sample was limited, so this should be treated as weak historical evidence.