Markov Analyzer

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Lookahead Horizon (k weeks)

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

GAM - GAM Holding AG SWX

Metric	Value
Current State	Neutral
Prob. Up Next Week	0.045
Prob. Up ≤ 2	0.08
Expected Run (Current)	11.0
Expected Run (Up)	5.33
P20 / P80 Bands	-0.317 / 0.099

Quick Read

Prob. Up Next Week

0.045

Prob. Up ≤ k

0.080

Expected Run (Current)

11.000

Expected Run (Up)

5.330

Avg Return in Up (wk)

-0.003

Avg Return in Neutral

-0.010

Avg Return in Down

-0.015

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. Even in Up, returns have been soft recently - use extra confirmation. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.317 and 0.099 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.015	29
1	-0.010	85
2	-0.003	29

Transition	Avg Return	Samples
0->0	-0.021	26
0->1	0.037	3
1->0	-0.063	3
1->1	-0.010	79
1->2	0.027	3
2->1	0.082	4
2->2	-0.017	25

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.