Where have we seen similar structure?
Which earlier periods had similar relationships between assets?
Blue: selected period. Copper: historical period. Both start at 0%.
Historical periods and later outcomes
Observed later returns
Technical diagrams (optional)
Selected basket persistence
How to read Homology
This compares relationships between assets, not just the selected stock’s price shape. Each future horizon uses earlier periods whose later outcomes are already complete before your selection. Matching stability measures whether references remain similar after small changes to the input data. Low stability means caution. Changing the horizon changes the historical group; it does not forecast your selected stock.
Method
Robust linear and rank correlation distances feed exact Rips H₀/H₁ diagrams. Diagrams lose asset identity. Each outcome horizon has its own mature cohort. References are separated by the window plus horizon. Sensitivity uses eight joint block resamples against a fixed shortlist of at most 30 candidates per horizon.