Markov Analyzer

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Lookahead Horizon (k weeks)

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PMNE - Phoenix Mecano AG SWX

Metric	Value
Current State	Down
Prob. Up Next Week	0.059
Prob. Up ≤ 2	0.102
Expected Run (Current)	4.25
Expected Run (Up)	3.6
P20 / P80 Bands	-0.417 / 0.325

Quick Read

Prob. Up Next Week

0.059

Prob. Up ≤ k

0.102

Expected Run (Current)

4.250

Expected Run (Up)

3.600

Avg Return in Up (wk)

0.010

Avg Return in Neutral

0.000

Avg Return in Down

-0.008

Plain-English Interpretation

Current regime: Down.

Short-term odds do not favour an Up move yet. Downtrends here can linger; patience is key if waiting for a turn. 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 -0.417 and 0.325 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.008	14
1	0.000	44
2	0.010	15

Transition	Avg Return	Samples
0->0	-0.010	12
0->1	0.004	2
1->0	0.011	3
1->1	-0.001	38
1->2	0.010	3
2->1	0.008	3
2->2	0.010	12

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.