Today's Cohort
The live cohort_analyze pull on MCD anchored at 2026-05-29 returned 264 historical analogs with a consensus score of 0.53. The 5-day forward median is +1.02% with IQR [-1.21%, +3.31%] and hit-rate 65%. The 10-day median is +1.79%. Conformal 80% band on the 5-day forward: [-3.90%, +5.73%].
- n=264, 5d median +1.02%, IQR [-1.21%, +3.31%]
- Hit-rate: 65%
- Cohort consensus: 0.53
- Top 5d feature: credit_spread_state=tight (positive direction)
Dominant Feature
The dominant 5-day feature is credit_spread_state=tight with positive direction (importance 1.26). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on MCD today — independent of any specific catalyst.
How To Read The Consensus
Consensus 0.53 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-3.90%, +5.73%] is your defined-risk envelope. Don't overweight a coin-flip cohort.