The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-08-14, QQQ $731.07): session -0.14% · 5-day +1.11% · vs 200-DMA +12.4% · below 52-week high -2.0% · RSI2=79 · VIX 14.3 · policy rate 3.63% (1-year -0.70)
Closest analog 2025-12-04 (distance 0.36): session -0.09% · 5-day +1.41% · vs 200-DMA +13.9% · below 52-week high -2.0% · RSI2=75 · VIX 15.8 · policy rate 3.89% (1-year -0.69)
What followed: next day +0.41% ·
5-day +0.42% ·
20-day -0.79%
Side by side | 2026-08-14 (prior session) -0.14% ↔ 2025-12-04 -0.09%; today maps to the day after 2025-12-04, which was +0.41% (single days are mostly coincidence — the Top-20 statistics below are more reliable)
| Analog (top 5) | Distance |
That day |
Next day |
5 days on |
RSI2 then |
20 days on |
| 2025-12-04 |
0.36 |
-0.09% |
+0.41% |
+0.42% |
75 |
-0.79% |
| 2024-12-05 |
0.38 |
-0.28% |
+0.89% |
+0.90% |
75 |
+0.52% |
| 2024-05-16 |
0.40 |
-0.20% |
-0.05% |
+0.37% |
83 |
+6.02% |
| 2019-09-06 |
0.41 |
-0.10% |
-0.21% |
+0.50% |
84 |
-1.45% |
| 2018-05-11 |
0.41 |
-0.09% |
+0.17% |
-1.18% |
89 |
+3.22% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean -0.16% (up 45% of the time, range -2.9% to +1.7%) · 5-day +0.73% (75%) · 20-day +1.27% (65%)
Note: QQQ drifts up over time, so the unconditional probability of any given next day being positive is already about 55%. Compare the “up %” above against that baseline, not against 50%.
25 features in three equally weighted groups: price position (return / distance to moving averages / position in the 52-week range / trend slope / consecutive up-down days / gaps) + technicals (RSI2 / RSI14 / volatility / relative volume / volume trend / range / KDJ-J / Bollinger %B / MACD histogram) + environment (VIX / rate cycle / credit spreads / dollar index / oil / S&P P/E / CBOE equity P/C / AAII bull-bear spread). Weighted z-score Euclidean distance; matching pool 1999-03-22–2026-08-14 (6893 days, excluding ±60 days around the target). Narrative context, not a trading signal: after four rounds of feature engineering the Top-1 next-day directional hit rate tops out at 54.9%, still below the 57% you get by always guessing up. The data is given in full, but do not use it for direction — it answers “which historical setup does today resemble”, not “will tomorrow be up or down”.
Research output, not investment advice.