Markov Analyzer

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Lookahead Horizon (k weeks)

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

8035 - Tokyo Electron Limited TYO

Metric	Value
Current State	Down
Prob. Up Next Week	0.032
Prob. Up ≤ 2	0.061
Expected Run (Current)	3.88
Expected Run (Up)	6.4
P20 / P80 Bands	-0.18 / 0.296

Quick Read

Prob. Up Next Week

0.032

Prob. Up ≤ k

0.061

Expected Run (Current)

3.880

Expected Run (Up)

6.400

Avg Return in Up (wk)

0.027

Avg Return in Neutral

0.000

Avg Return in Down

0.003

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. Typical weekly range sits between -0.180 and 0.296 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	0.003	28
1	0.000	86
2	0.027	29

Transition	Avg Return	Samples
0->0	0.003	22
0->1	0.002	6
1->0	0.004	6
1->1	0.000	77
1->2	0.001	3
2->1	0.016	3
2->2	0.028	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.