Today's Cohort
The live cohort_analyze pull on SOFI anchored at 2026-05-11 returned 276 historical analogs with a consensus score of 0.34. The 5-day forward median is -0.85% with IQR [-4.55%, +3.13%] and hit-rate 43%. The 10-day median is -0.64%. Conformal 80% band on the 5-day forward: [-8.53%, +6.77%].
- n=276, 5d median -0.85%, IQR [-4.55%, +3.13%]
- Hit-rate: 43%
- Cohort consensus: 0.34
- Top 5d feature: sector_etf=XLF (positive direction)
Dominant Feature
The dominant 5-day feature is sector_etf=XLF with positive direction (importance 1.43). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on SOFI today — independent of any specific catalyst.
How To Read The Consensus
Consensus 0.34 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-8.53%, +6.77%] is your defined-risk envelope. Don't overweight a coin-flip cohort.