Today's Cohort
The live cohort_analyze pull on BAC anchored at 2026-05-28 returned 241 historical analogs with a consensus score of 0.68. The 5-day forward median is +0.51% with IQR [-1.74%, +2.52%] and hit-rate 54%. The 10-day median is +0.84%. Conformal 80% band on the 5-day forward: [-3.47%, +4.85%].
- n=241, 5d median +0.51%, IQR [-1.74%, +2.52%]
- Hit-rate: 54%
- Cohort consensus: 0.68
- Top 5d feature: vol_regime=high (positive direction)
Dominant Feature
The dominant 5-day feature is vol_regime=high with positive direction (importance 1.03). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on BAC today — independent of any specific catalyst.
How To Read The Consensus
Consensus 0.68 is in the high band — analogs agree on direction. This is an environment where the IQR is tradeable: stops at the 10th percentile (-3.47%), targets at the 75th percentile (+2.52%). Position sizing scales with the consensus.