Markov Analyzer

Type a symbol (e.g., BARC) or company name, then load a ticker inline.

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Lookahead Horizon (k weeks)

Move the slider to see probabilities within 1–8 weeks.

BALAJEE NSE

Metric	Value
Current State	Up
Prob. Up Next Week	0.667
Prob. Up ≤ 2	0.478
Expected Run (Current)	3.0
Expected Run (Up)	3.0
P20 / P80 Bands	-0.415 / -0.02

Quick Read

Prob. Up Next Week

0.667

Prob. Up ≤ k

0.478

Expected Run (Current)

3.000

Expected Run (Up)

3.000

Avg Return in Up (wk)

0.018

Avg Return in Neutral

-0.010

Avg Return in Down

-0.042

Plain-English Interpretation

Current regime: Up.

Short-term odds favour an Up move soon. When Up, this name tends to trend for multiple weeks - momentum can persist. 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 -0.415 and -0.020 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.042	7
1	-0.010	17
2	0.018	6

Transition	Avg Return	Samples
0->0	-0.038	6
0->1	-0.072	1
1->0	0.010	1
1->1	-0.009	15
1->2	-0.047	1
2->1	0.002	1
2->2	0.021	5

How to Read These Results

This screener uses a Markov chain model built from past price movements between “Down”, “Neutral”, and “Up” states.

Prob. Up Next Week: Chance that the next weekly move is Up. >0.6 is strong; <0.4 is weak.
Prob. Up ≤ k: Chance of seeing at least one Up week within the next k weeks.
Expected Run (Current / Up): How many weeks a regime tends to last. Longer Up runs are constructive.
P20 / P80: Typical weekly range (20th–80th percentile). Position size accordingly.
Reward Stats: Average weekly returns by state/transition. Positives are favourable; negatives suggest caution.