MCD Cohort Snapshot 2026-06-01: Consensus 0.51, Bullish Bias

Today's Cohort

The live cohort_analyze pull on MCD anchored at 2026-06-01 returned 269 historical analogs with a consensus score of 0.51. The 5-day forward median is +0.91% with IQR [-0.96%, +3.08%] and hit-rate 65%. The 10-day median is +1.04%. Conformal 80% band on the 5-day forward: [-4.04%, +5.78%].

• n=269, 5d median +0.91%, IQR [-0.96%, +3.08%]
• Hit-rate: 65%
• Cohort consensus: 0.51
• Top 5d feature: credit_spread_state=tight (positive direction)

Dominant Feature

The dominant 5-day feature is credit_spread_state=tight with positive direction (importance 1.83). Analogs where this feature was on-side shifted forward returns in the same direction. For traders, this is the underlying macro/regime read on MCD today — independent of any specific catalyst.

How To Read The Consensus

Consensus 0.51 is moderate — analogs partially agree but lack strong directional concentration. Modest sizing, conformal band [-4.04%, +5.78%] is your defined-risk envelope. Don't overweight a coin-flip cohort.