Today's Cohort
The live cohort_analyze pull on MSFT anchored at 2026-06-08 returned 290 historical analogs with a consensus score of 0.30. The 5-day forward median is +1.21% with IQR [-2.86%, +4.30%] and hit-rate 58%. The 10-day median is +0.80%. Conformal 80% band on the 5-day forward: [-7.40%, +8.56%].
- n=290, 5d median +1.21%, IQR [-2.86%, +4.30%]
- Hit-rate: 58%
- Cohort consensus: 0.30
- Top 5d feature: yield_curve (positive direction)
Dominant Feature
The dominant 5-day feature is yield_curve with positive direction (importance 1.06). 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 0.30 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-7.40%, +8.56%] is your defined-risk envelope. Don't overweight a coin-flip cohort.