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Markov Analyzer

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

BMGL Basel Medical Group Ltd NASDAQ

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 / 0.29 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.

BMGL - Basel Medical Group Ltd NASDAQ

MetricValue
Current State Down
Prob. Up Next Week0.143
Prob. Up โ‰ค 20.196
Expected Run (Current)2.33
Expected Run (Up)1.6
P20 / P80 Bands-0.302 / 0.29

Quick Read

Prob. Up Next Week
0.143
Prob. Up โ‰ค k
0.196
Expected Run (Current)
2.330
Expected Run (Up)
1.600
Avg Return in Up (wk)
-0.283
Avg Return in Neutral
0.289
Avg Return in Down
-0.020

Plain-English Interpretation

Current regime: Down.

Short-term odds do not favour an Up move yet. Current regime typically lasts a couple of weeks. Even in Up, returns have been soft recently - use extra confirmation. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.302 and 0.290 (20thโ€“80th pct).

Reward Stats (avg % return)

StateAvg ReturnSamples
0-0.0204
10.28911
2-0.2835
TransitionAvg ReturnSamples
0->0-0.0373
0->10.0301
1->0-0.0302
1->10.0147
1->21.5702
2->1-0.3523
2->2-0.1792
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.