BAC Cohort Snapshot 2026-05-08: Consensus 0.69, Bullish Bias

Today's Cohort

The live cohort_analyze pull on BAC anchored at 2026-05-08 returned 283 historical analogs with a consensus score of 0.69. The 5-day forward median is +0.79% with IQR [-0.82%, +2.36%] and hit-rate 60%. The 10-day median is +0.73%. Conformal 80% band on the 5-day forward: [-2.74%, +4.16%].

• n=283, 5d median +0.79%, IQR [-0.82%, +2.36%]
• Hit-rate: 60%
• Cohort consensus: 0.69
• Top 5d feature: sector_etf=XLC (negative direction)

Dominant Feature

The dominant 5-day feature is sector_etf=XLC with negative direction (importance 1.30). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on BAC today — independent of any specific catalyst.

How To Read The Consensus

Consensus 0.69 is in the high band — analogs agree on direction. This is an environment where the IQR is tradeable: stops at the 10th percentile (-2.74%), targets at the 75th percentile (+2.36%). Position sizing scales with the consensus.