Today's Cohort
The live cohort_analyze pull on MSFT anchored at 2026-05-20 returned 261 historical analogs with a consensus score of 0.22. The 5-day forward median is -1.56% with IQR [-5.77%, +3.90%] and hit-rate 43%. The 10-day median is -0.69%. Conformal 80% band on the 5-day forward: [-10.40%, +8.77%].
- n=261, 5d median -1.56%, IQR [-5.77%, +3.90%]
- Hit-rate: 43%
- Cohort consensus: 0.22
- Top 5d feature: sector_rs_60d (positive direction)
Dominant Feature
The dominant 5-day feature is sector_rs_60d with positive direction (importance 1.69). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on MSFT today — independent of any specific catalyst.
How To Read The Consensus
Consensus 0.22 is low — historical analogs disagree on direction. The IQR is wide. Recommendation: wait for resolution (an earnings print, a macro catalyst, or simply a price move that strengthens the consensus).