Today's Cohort
The live cohort_analyze pull on GS anchored at 2026-05-26 returned 283 historical analogs with a consensus score of 0.41. The 5-day forward median is +0.63% with IQR [-2.12%, +3.51%] and hit-rate 55%. The 10-day median is +1.51%. Conformal 80% band on the 5-day forward: [-4.58%, +6.65%].
- n=283, 5d median +0.63%, IQR [-2.12%, +3.51%]
- Hit-rate: 55%
- Cohort consensus: 0.41
- Top 5d feature: pct_off_52w_low (negative direction)
Dominant Feature
The dominant 5-day feature is pct_off_52w_low with negative direction (importance 1.13). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on GS today — independent of any specific catalyst.
How To Read The Consensus
Consensus 0.41 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-4.58%, +6.65%] is your defined-risk envelope. Don't overweight a coin-flip cohort.