Today's Cohort
The live cohort_analyze pull on BAC anchored at 2026-06-03 returned 284 historical analogs with a consensus score of 0.60. The 5-day forward median is +0.76% with IQR [-1.68%, +3.36%] and hit-rate 60%. The 10-day median is +1.15%. Conformal 80% band on the 5-day forward: [-4.33%, +5.63%].
- n=284, 5d median +0.76%, IQR [-1.68%, +3.36%]
- Hit-rate: 60%
- Cohort consensus: 0.60
- Top 5d feature: yield_curve_state=flat (negative direction)
Dominant Feature
The dominant 5-day feature is yield_curve_state=flat with negative direction (importance 1.21). 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 0.60 is in the high band — analogs agree on direction. This is an environment where the IQR is tradeable: stops at the 10th percentile (-4.33%), targets at the 75th percentile (+3.36%). Position sizing scales with the consensus.