Today's Cohort
The live cohort_analyze pull on GS anchored at 2026-06-04 returned 288 historical analogs with a consensus score of 0.43. The 5-day forward median is +0.87% with IQR [-2.42%, +3.87%] and hit-rate 57%. The 10-day median is +1.98%. Conformal 80% band on the 5-day forward: [-5.84%, +6.80%].
- n=288, 5d median +0.87%, IQR [-2.42%, +3.87%]
- Hit-rate: 57%
- Cohort consensus: 0.43
- Top 5d feature: broke_20d_range_high=false (positive direction)
Dominant Feature
The dominant 5-day feature is broke_20d_range_high=false with positive direction (importance 0.94). 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 0.43 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-5.84%, +6.80%] is your defined-risk envelope. Don't overweight a coin-flip cohort.