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Markov Analyzer

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

9677 Weihai Bank Co., Ltd. HKG

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.

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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)
-0.39 / 0.51 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.

9677 - Weihai Bank Co., Ltd. HKG

MetricValue
Current State Neutral
Prob. Up Next Week0.045
Prob. Up โ‰ค 20.08
Expected Run (Current)9.78
Expected Run (Up)5.33
P20 / P80 Bands-0.386 / 0.508

Quick Read

Prob. Up Next Week
0.045
Prob. Up โ‰ค k
0.080
Expected Run (Current)
9.780
Expected Run (Up)
5.330
Avg Return in Up (wk)
0.001
Avg Return in Neutral
0.003
Avg Return in Down
-0.005

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. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.386 and 0.508 (20thโ€“80th pct).

Reward Stats (avg % return)

StateAvg ReturnSamples
0-0.00529
10.00385
20.00129
TransitionAvg ReturnSamples
0->0-0.00225
0->1-0.0214
1->00.0044
1->10.00378
1->20.0013
2->10.0004
2->20.00125
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.