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.
688239 - Guizhou Aviation Technical Development Co., Ltd SHA
Metric | Value |
---|---|
Current State | Up |
Prob. Up Next Week | 0.839 |
Prob. Up ≤ 2 | 0.712 |
Expected Run (Current) | 6.2 |
Expected Run (Up) | 6.2 |
P20 / P80 Bands | -0.413 / 0.229 |
Quick Read
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. Even in Up, returns have been soft recently - use extra confirmation. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.413 and 0.229 (20th–80th pct).
Reward Stats (avg % return)
State | Avg Return | Samples |
---|---|---|
0 | -0.022 | 29 |
1 | 0.005 | 86 |
2 | -0.009 | 28 |
Transition | Avg Return | Samples |
---|---|---|
0->0 | -0.018 | 23 |
0->1 | -0.037 | 6 |
1->0 | -0.029 | 6 |
1->1 | 0.007 | 76 |
1->2 | 0.036 | 4 |
2->1 | 0.038 | 3 |
2->2 | -0.015 | 25 |
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
k
weeks. - 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.