Today's Cohort
The live cohort_analyze pull on GS anchored at 2026-06-01 returned 287 historical analogs with a consensus score of 0.44. The 5-day forward median is +1.07% with IQR [-1.82%, +3.82%] and hit-rate 60%. The 10-day median is +2.01%. Conformal 80% band on the 5-day forward: [-5.57%, +6.43%].
- n=287, 5d median +1.07%, IQR [-1.82%, +3.82%]
- Hit-rate: 60%
- Cohort consensus: 0.44
- Top 5d feature: macro_state=bullish (negative direction)
Dominant Feature
The dominant 5-day feature is macro_state=bullish with negative direction (importance 1.38). 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 0.44 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-5.57%, +6.43%] is your defined-risk envelope. Don't overweight a coin-flip cohort.