No results found.

Markov Analyzer

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

000619 Conch (Anhui) Energy Saving and Environment Protection New Material Co., Ltd. SHE

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.

Searchingโ€ฆ
Search results Start typing to see matchesโ€ฆ
  • No results yet.
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)
-0.34 / 0.27 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.

000619 - Conch (Anhui) Energy Saving and Environment Protection New Material Co., Ltd. SHE

MetricValue
Current State Neutral
Prob. Up Next Week0.08
Prob. Up โ‰ค 20.132
Expected Run (Current)7.91
Expected Run (Up)4.0
P20 / P80 Bands-0.342 / 0.267

Quick Read

Prob. Up Next Week
0.080
Prob. Up โ‰ค k
0.132
Expected Run (Current)
7.910
Expected Run (Up)
4.000
Avg Return in Up (wk)
0.014
Avg Return in Neutral
0.002
Avg Return in Down
-0.016

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 -0.342 and 0.267 (20thโ€“80th pct).

Reward Stats (avg % return)

StateAvg ReturnSamples
0-0.01629
10.00284
20.01429
TransitionAvg ReturnSamples
0->0-0.02126
0->10.0243
1->00.0243
1->1-0.00175
1->20.0236
2->10.0116
2->20.01523
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.