Markov Analyzer

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Lookahead Horizon (k weeks)

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ADW-A - Andrew Peller Limited TSX

Metric	Value
Current State	Up
Prob. Up Next Week	0.871
Prob. Up ≤ 2	0.764
Expected Run (Current)	7.75
Expected Run (Up)	7.75
P20 / P80 Bands	-0.361 / 0.331

Quick Read

Prob. Up Next Week

0.871

Prob. Up ≤ k

0.764

Expected Run (Current)

7.750

Expected Run (Up)

7.750

Avg Return in Up (wk)

-0.003

Avg Return in Neutral

0.004

Avg Return in Down

-0.007

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 -0.361 and 0.331 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.007	29
1	0.004	86
2	-0.003	28

Transition	Avg Return	Samples
0->0	-0.007	26
0->1	-0.001	3
1->0	-0.005	3
1->1	0.004	80
1->2	-0.006	3
2->1	-0.018	2
2->2	-0.002	26

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.