BAC Cohort Snapshot 2026-05-29: Consensus 0.68, Bullish Bias

Today's Cohort

The live cohort_analyze pull on BAC anchored at 2026-05-29 returned 242 historical analogs with a consensus score of 0.68. The 5-day forward median is +0.99% with IQR [-1.45%, +2.69%] and hit-rate 59%. The 10-day median is +1.20%. Conformal 80% band on the 5-day forward: [-2.70%, +4.85%].

• n=242, 5d median +0.99%, IQR [-1.45%, +2.69%]
• Hit-rate: 59%
• Cohort consensus: 0.68
• Top 5d feature: macro_state=bullish (negative direction)

Dominant Feature

The dominant 5-day feature is macro_state=bullish with negative direction (importance 1.42). 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 0.68 is in the high band — analogs agree on direction. This is an environment where the IQR is tradeable: stops at the 10th percentile (-2.70%), targets at the 75th percentile (+2.69%). Position sizing scales with the consensus.