Markov Analyzer

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Lookahead Horizon (k weeks)

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

KLEE-B - Brd. Klee A/S CPH

Metric	Value
Current State	Down
Prob. Up Next Week	0.032
Prob. Up ≤ 2	0.063
Expected Run (Current)	5.17
Expected Run (Up)	2.91
P20 / P80 Bands	-0.368 / 0.269

Quick Read

Prob. Up Next Week

0.032

Prob. Up ≤ k

0.063

Expected Run (Current)

5.170

Expected Run (Up)

2.910

Avg Return in Up (wk)

-0.003

Avg Return in Neutral

0.003

Avg Return in Down

-0.004

Plain-English Interpretation

Current regime: Down.

Short-term odds do not favour an Up move yet. Downtrends here can linger; patience is key if waiting for a turn. Even in Up, returns have been soft recently - use extra confirmation. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.368 and 0.269 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.004	28
1	0.003	86
2	-0.003	29

Transition	Avg Return	Samples
0->0	-0.007	24
0->1	0.011	4
1->0	-0.024	5
1->1	0.006	73
1->2	-0.013	8
2->1	-0.020	9
2->2	0.004	20

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.