Markov Analyzer
Assess next-week probabilities, expected run length, and reward stats (horizon: k=2 weeks).
How the Markov model works here
A Markov Chain simplifies weekly price action into statesโDown, Neutral, Upโand learns the probability of moving from one to the next. Itโs โmemorylessโ: the next step depends on the current state, not distant history.
We present: Prob. Up Next Week (one-week transition), Prob. Up โค 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.
- No results yet.
Move the slider to see probabilities within 1โ8 weeks.
1910 - Samsonite Group S.A. HKG
Metric | Value |
---|---|
Current State | Neutral |
Prob. Up Next Week | 0.057 |
Prob. Up โค 2 | 0.099 |
Expected Run (Current) | 9.78 |
Expected Run (Up) | 5.33 |
P20 / P80 Bands | -0.266 / 0.374 |
Quick Read
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. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.266 and 0.374 (20thโ80th pct).
Reward Stats (avg % return)
State | Avg Return | Samples |
---|---|---|
0 | -0.019 | 29 |
1 | -0.001 | 85 |
2 | 0.018 | 29 |
Transition | Avg Return | Samples |
---|---|---|
0->0 | -0.022 | 26 |
0->1 | 0.001 | 3 |
1->0 | -0.010 | 3 |
1->1 | -0.001 | 78 |
1->2 | 0.008 | 4 |
2->1 | 0.041 | 4 |
2->2 | 0.015 | 25 |
Reading the metrics
- Prob. Up Next Week โ one-step transition. Higher values are constructive.
- Prob. Up โค 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
Accents appear where metrics indicate strength or risk.