Today's Cohort
The live cohort_analyze pull on VST anchored at 2026-06-02 returned 255 historical analogs with a consensus score of 0.45. The 5-day forward median is +1.11% with IQR [-2.65%, +5.13%] and hit-rate 57%. The 10-day median is +1.89%. Conformal 80% band on the 5-day forward: [-5.06%, +9.14%].
- n=255, 5d median +1.11%, IQR [-2.65%, +5.13%]
- Hit-rate: 57%
- Cohort consensus: 0.45
- Top 5d feature: vol_regime=low (positive direction)
Dominant Feature
The dominant 5-day feature is vol_regime=low with positive direction (importance 1.28). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on VST today — independent of any specific catalyst.
How To Read The Consensus
Consensus 0.45 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-5.06%, +9.14%] is your defined-risk envelope. Don't overweight a coin-flip cohort.