Markov Analyzer

Type a symbol (e.g., BARC) or company name, then load a ticker inline.

Searching…

Lookahead Horizon (k weeks)

Move the slider to see probabilities within 1–8 weeks.

AAV - Advantage Energy Ltd. TSX

Metric	Value
Current State	Neutral
Prob. Up Next Week	0.068
Prob. Up ≤ 2	0.112
Expected Run (Current)	7.33
Expected Run (Up)	4.0
P20 / P80 Bands	-0.418 / 0.274

Quick Read

Prob. Up Next Week

0.068

Prob. Up ≤ k

0.112

Expected Run (Current)

7.330

Expected Run (Up)

4.000

Avg Return in Up (wk)

0.005

Avg Return in Neutral

0.007

Avg Return in Down

-0.015

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 -0.418 and 0.274 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.015	29
1	0.007	85
2	0.005	29

Transition	Avg Return	Samples
0->0	-0.016	24
0->1	-0.011	5
1->0	-0.016	5
1->1	0.005	75
1->2	0.049	5
2->1	-0.012	6
2->2	0.009	23

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.