Today's Cohort
The live cohort_analyze pull on MCD anchored at 2026-06-01 returned 269 historical analogs with a consensus score of 0.51. The 5-day forward median is +0.91% with IQR [-0.96%, +3.08%] and hit-rate 65%. The 10-day median is +1.04%. Conformal 80% band on the 5-day forward: [-4.04%, +5.78%].
- n=269, 5d median +0.91%, IQR [-0.96%, +3.08%]
- Hit-rate: 65%
- Cohort consensus: 0.51
- 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 1.83). 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 0.51 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-4.04%, +5.78%] is your defined-risk envelope. Don't overweight a coin-flip cohort.