Expected Value by Horizon
The risk scorecard asks "how likely is a correction." This asks the opposite question: what does the same data suggest about expected returns, and how confident should you be, at three different horizons.
Historical-analog research, not personalized investment advice. Past relationships between these conditions and subsequent returns are not guarantees of future results.
2–10 years · strongest evidence
1.2% to 9.6% annualized (point estimate 5.4%)
Based on CAPE as of 2023-09-01 · STALE
This projection is built on a CAPE reading older than its normal update cadence — treat the range above with extra caution until a fresher value lands.
Valuation-anchored (CAPE-yield regression), fit on 599 historical 10-year windows from fakeeli's own data. Nominal price return, not inflation- or dividend-adjusted — a real/total-return version is a documented future improvement.
1–2 years · moderate evidence
Not enough regime history yet for a reliable historical analog (have 21 distinct calendar months, need at least 24).
24 hours – weeks · weakest evidence · context only, no forecast
VIX: 32nd percentile of own history (Low)
SKEW: no data
Deliberately not a return forecast: research found the classic short-horizon "edges" (calendar effects, short-term sentiment mean-reversion) mostly don't survive rigorous out-of-sample testing.