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Markov Analyzer

Assess next-week probabilities, expected run length, and reward stats (horizon: k=2 weeks).

000150 Doosan Corporation KRX

How the Markov model works here

A Markov Chain simplifies weekly price action into statesโ€”Down, Neutral, Upโ€”and learns the probability of moving from one to the next. Itโ€™s โ€œmemorylessโ€: the next step depends on the current state, not distant history.

We present: Prob. Up Next Week (one-week transition), Prob. Up โ‰ค k (at least one Up in the next k weeks), Expected Run (typical state duration), and Reward Stats (average weekly returns by state/transition).

Higher Up probabilities / longer Up runs = constructive. Persistent negative rewards or Down bias = caution. Educational only โ€“ not financial advice.

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Markov Results
k = 2 Reset
Prob. Up Next Week
0.00
Neutral
Prob. Up โ‰ค k
0.00
At least one Up within k weeks
Expected Up Run (wks)
0.0
Typical
Down-state Reward (%/wk)
0.00
Benign
P20 / P80 (weekly)
-0.30 / 0.36 Range
Reward (Up %/wk)
Positive
Reward (Neutral %/wk)
Baseline
Expected Down Run (wks)
Risk
2

Move the slider to see probabilities within 1โ€“8 weeks.

000150 - Doosan Corporation KRX

MetricValue
Current State Neutral
Prob. Up Next Week0.068
Prob. Up โ‰ค 20.115
Expected Run (Current)8.8
Expected Run (Up)4.57
P20 / P80 Bands-0.295 / 0.359

Quick Read

Prob. Up Next Week
0.068
Prob. Up โ‰ค k
0.115
Expected Run (Current)
8.800
Expected Run (Up)
4.570
Avg Return in Up (wk)
0.041
Avg Return in Neutral
0.015
Avg Return in Down
0.001

Plain-English Interpretation

Current regime: Neutral.

Short-term odds do not favour an Up move yet. Current regime is usually short-lived. If/when it flips Up, rallies often carry for several weeks. Average weekly return while Up is positive - constructive when the regime turns. Typical weekly range sits between -0.295 and 0.359 (20thโ€“80th pct).

Reward Stats (avg % return)

StateAvg ReturnSamples
00.00129
10.01585
20.04129
TransitionAvg ReturnSamples
0->00.00426
0->1-0.0313
1->00.0163
1->10.01177
1->20.0775
2->10.0825
2->20.03324
Reading the metrics
  • Prob. Up Next Week โ€” one-step transition. Higher values are constructive.
  • Prob. Up โ‰ค k โ€” chance of at least one Up in the next k weeks.
  • Expected Run โ€” typical duration of current state; longer Up runs support trends.
  • P20 / P80 โ€” typical weekly range for risk sizing.
  • Reward Stats โ€” average weekly returns by state/transition; negatives flag caution.
Legend
Positive Negative Neutral k = weeks ahead Probabilities Ranges (P20/P80)

Accents appear where metrics indicate strength or risk.