Today's Cohort
The live cohort_analyze pull on AAPL anchored at 2026-06-05 returned 268 historical analogs with a consensus score of 0.35. The 5-day forward median is +0.99% with IQR [-3.26%, +4.49%] and hit-rate 57%. The 10-day median is +1.33%. Conformal 80% band on the 5-day forward: [-6.15%, +9.52%].
- n=268, 5d median +0.99%, IQR [-3.26%, +4.49%]
- Hit-rate: 57%
- Cohort consensus: 0.35
- Top 5d feature: spy_ret_20d (positive direction)
Dominant Feature
The dominant 5-day feature is spy_ret_20d with positive direction (importance 1.02). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on AAPL today — independent of any specific catalyst.
How To Read The Consensus
Consensus 0.35 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-6.15%, +9.52%] is your defined-risk envelope. Don't overweight a coin-flip cohort.