TGT Earnings Recap: Cohort Got The Direction, Long Tail Took The Magnitude

The Pre-Print Cohort Read

Heading into the print, the live cohort_analyze pull on TGT returned n=281 historical analogs with a consensus score of 0.62. The 5-day forward median was -0.21% with IQR [-2.33%, +1.62%] and hit-rate 46%. The 10-day median was +0.04% with IQR [-3.05%, +2.93%]. The dominant 5-day feature was sector_etf=XLE (negative direction, importance 1.35).

What Actually Printed

Print-day close: $127.24, prior close $123.40. Day-over-day change: +3.11% (+3.84). Intraday range: $120.25 – $127.49.

Cohort vs. Reality — The Verdict

The actual reaction of +3.11% blew through the cohort's 90th-percentile upper bound (+3.03%). That's a maximum-bullish realization — the print delivered the bull-case feature configuration, and the magnitude landed in the long right tail of the analog distribution. Approximately 1 in 10 prints land here.

• n=281, 5d median -0.21%, IQR [-2.33%, +1.62%]
• Conformal bucket boundaries: p10 -5.24% / p90 +3.03%
• Top 5d feature: sector_etf=XLE (negative direction, importance 1.35)
• Actual reaction: +3.11%; verdict: blew through upper tail

The Calibration Lesson

For TGT, the calibration verdict is: blew through upper tail. The cohort's structured features (sector_etf=XLE dominant) provided the directional read; the realized magnitude lands relative to that read at the bucket described above. Agent systems should retrieve the post-print cohort 24-48 hours after the close — the chart shape will have stabilized, the feature attribution sharpens, and the forward 5-10 day continuation distribution becomes actionable.