BAC Cohort Snapshot 2026-06-01: Consensus 0.68, Bullish Bias

Today's Cohort

The live cohort_analyze pull on BAC anchored at 2026-06-01 returned 244 historical analogs with a consensus score of 0.68. The 5-day forward median is +0.57% with IQR [-1.68%, +2.57%] and hit-rate 56%. The 10-day median is +0.71%. Conformal 80% band on the 5-day forward: [-3.15%, +4.49%].

• n=244, 5d median +0.57%, IQR [-1.68%, +2.57%]
• Hit-rate: 56%
• Cohort consensus: 0.68
• Top 5d feature: spy_ret_20d (positive direction)

Dominant Feature

The dominant 5-day feature is spy_ret_20d with positive direction (importance 1.27). 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 (-3.15%), targets at the 75th percentile (+2.57%). Position sizing scales with the consensus.