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
Mixed historical outcomes on limited evidence
Similar setups appeared 8 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 50% and a median move of -1.2%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -9.8%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
The broad historical outcome range sat between -5.9% and +5.2%. Average return was -0.9%, compared with a median return of -1.2%.
Risk
Tail risk was significant. Similar setups occasionally produced sharp adverse outcomes, with the weakest historical case at -9.8% 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
Mixed historical outcomes on limited evidence
Similar setups appeared 8 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 50% and a median move of -1.2%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -9.8%. The sample was limited, so this should be treated as weak historical evidence.