Today's Cohort
The live cohort_analyze pull on GS anchored at 2026-06-05 returned 285 historical analogs with a consensus score of 0.44. The 5-day forward median is +0.83% with IQR [-2.42%, +3.65%] and hit-rate 58%. The 10-day median is +1.62%. Conformal 80% band on the 5-day forward: [-5.75%, +6.04%].
- n=285, 5d median +0.83%, IQR [-2.42%, +3.65%]
- Hit-rate: 58%
- Cohort consensus: 0.44
- Top 5d feature: volume_acceleration_5d (positive direction)
Dominant Feature
The dominant 5-day feature is volume_acceleration_5d with positive direction (importance 0.73). 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 [-5.75%, +6.04%] is your defined-risk envelope. Don't overweight a coin-flip cohort.