Today's Cohort
The live cohort_analyze pull on BAC anchored at 2026-06-05 returned 284 historical analogs with a consensus score of 0.65. The 5-day forward median is +0.63% with IQR [-1.44%, +2.77%] and hit-rate 57%. The 10-day median is +0.77%. Conformal 80% band on the 5-day forward: [-3.46%, +4.94%].
- n=284, 5d median +0.63%, IQR [-1.44%, +2.77%]
- Hit-rate: 57%
- Cohort consensus: 0.65
- Top 5d feature: vix (positive direction)
Dominant Feature
The dominant 5-day feature is vix with positive direction (importance 1.63). 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 0.65 is in the high band — analogs agree on direction. This is an environment where the IQR is tradeable: stops at the 10th percentile (-3.46%), targets at the 75th percentile (+2.77%). Position sizing scales with the consensus.