Today's Cohort
The live cohort_analyze pull on MCD anchored at 2026-06-02 returned 270 historical analogs with a consensus score of 0.51. The 5-day forward median is +1.02% with IQR [-1.19%, +3.24%] and hit-rate 65%. The 10-day median is +1.86%. Conformal 80% band on the 5-day forward: [-3.81%, +5.54%].
- n=270, 5d median +1.02%, IQR [-1.19%, +3.24%]
- Hit-rate: 65%
- Cohort consensus: 0.51
- Top 5d feature: credit_spread_state=normal (negative direction)
Dominant Feature
The dominant 5-day feature is credit_spread_state=normal with negative direction (importance 1.31). 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 [-3.81%, +5.54%] is your defined-risk envelope. Don't overweight a coin-flip cohort.