Markov Analyzer

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CPHCAP-ST - Copenhagen Capital A/S CPH

Metric	Value
Current State	Up
Prob. Up Next Week	0.871
Prob. Up ≤ 2	0.763
Expected Run (Current)	7.75
Expected Run (Up)	7.75
P20 / P80 Bands	-0.29 / 0.387

Quick Read

Prob. Up Next Week

0.871

Prob. Up ≤ k

0.763

Expected Run (Current)

7.750

Expected Run (Up)

7.750

Avg Return in Up (wk)

0.009

Avg Return in Neutral

-0.001

Avg Return in Down

-0.004

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 -0.290 and 0.387 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.004	29
1	-0.001	86
2	0.009	28

Transition	Avg Return	Samples
0->0	-0.004	25
0->1	-0.004	4
1->0	-0.023	4
1->1	0.001	80
1->2	-0.022	2
2->1	-0.016	2
2->2	0.011	26

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.