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
Mixed historical outcomes on limited evidence
Similar setups appeared 4 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 50% and a median move of +1.1%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -9.6%. The sample was limited, so this should be treated as weak historical evidence.
Distribution
Average return was -1.0%, while median return was +1.1%. The average and median pointed in different directions, so the distribution was not directionally clean.
Risk
Tail risk was significant. Similar setups occasionally produced sharp adverse outcomes, with the weakest historical case at -9.6% 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
Mixed historical outcomes on limited evidence
Similar setups appeared 4 times historically. Over the next 5 trading days, outcomes were mixed, with a positive-return rate of 50% and a median move of +1.1%. Results were moderately consistent across historical cases. Downside tail risk was high, with the worst historical outcome at -9.6%. The sample was limited, so this should be treated as weak historical evidence.