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Move the slider to see probabilities within 1–8 weeks.
Metric | Value |
---|---|
Current State | Neutral |
Prob. Up Next Week | 0.045 |
Prob. Up ≤ 2 | 0.079 |
Expected Run (Current) | 8.8 |
Expected Run (Up) | 5.33 |
P20 / P80 Bands | -0.36 / 0.318 |
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. 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 -0.360 and 0.318 (20th–80th pct).
State | Avg Return | Samples |
---|---|---|
0 | -0.015 | 29 |
1 | 0.001 | 85 |
2 | 0.016 | 29 |
Transition | Avg Return | Samples |
---|---|---|
0->0 | -0.020 | 24 |
0->1 | 0.007 | 5 |
1->0 | -0.014 | 5 |
1->1 | 0.002 | 77 |
1->2 | 0.022 | 3 |
2->1 | 0.034 | 4 |
2->2 | 0.013 | 25 |
This screener uses a Markov chain model built from past price movements between “Down”, “Neutral”, and “Up” states.