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 states—Down, Neutral, Up—and learns the probability of moving from one to the next. It’s “memoryless”: the next step depends on the current state, not distant history.
We present: Prob. Up Next Week (one-week transition), Prob. Up ≤ 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 – not financial advice.
- No results yet.
Move the slider to see probabilities within 1–8 weeks.
MLAGP - AGP Málaga Socimi, S.A. EPA
| Metric | Value |
|---|---|
| Current State | Neutral |
| Prob. Up Next Week | 0.039 |
| Prob. Up ≤ 2 | 0.065 |
| Expected Run (Current) | 12.67 |
| Expected Run (Up) | 2.8 |
| P20 / P80 Bands | -0.139 / 0.109 |
Quick Read
Plain-English Interpretation
Current regime: Neutral.
Short-term odds do not favour an Up move yet. Current regime is usually short-lived. Typical weekly range sits between -0.139 and 0.109 (20th–80th pct).
Reward Stats (avg % return)
| State | Avg Return | Samples |
|---|---|---|
| 0 | 0.000 | 11 |
| 1 | 0.000 | 73 |
| 2 | 0.000 | 11 |
| Transition | Avg Return | Samples |
|---|---|---|
| 0->0 | 0.000 | 9 |
| 0->1 | 0.000 | 2 |
| 1->0 | 0.013 | 2 |
| 1->1 | 0.000 | 69 |
| 1->2 | 0.000 | 2 |
| 2->1 | 0.000 | 3 |
| 2->2 | 0.000 | 8 |
Reading the metrics
- Prob. Up Next Week — one-step transition. Higher values are constructive.
- Prob. Up ≤ k — chance of at least one Up in the next
kweeks. - Expected Run — typical duration of current state; longer Up runs support trends.
- P20 / P80 — typical weekly range for risk sizing.
- Reward Stats — average weekly returns by state/transition; negatives flag caution.
Legend
Accents appear where metrics indicate strength or risk.