Today's Cohort
The live cohort_analyze pull on GS anchored at 2026-06-08 returned 287 historical analogs with a consensus score of 0.45. The 5-day forward median is +0.83% with IQR [-2.30%, +3.71%] and hit-rate 57%. The 10-day median is +1.95%. Conformal 80% band on the 5-day forward: [-5.35%, +5.97%].
- n=287, 5d median +0.83%, IQR [-2.30%, +3.71%]
- Hit-rate: 57%
- Cohort consensus: 0.45
- 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 0.87). 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 0.45 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-5.35%, +5.97%] is your defined-risk envelope. Don't overweight a coin-flip cohort.