🕰Analog Days 2026-08-19

The 20 most similar historical sessions across 25 features, and what followed them.

Prior close profile (2026-08-18, QQQ $717.51): session -1.69% · 5-day -0.13% · vs 200-DMA +10.1% · below 52-week high -3.8% · RSI2=10 · VIX 15.8 · policy rate 3.63% (1-year -0.70)
Closest analog 2025-11-04 (distance 0.41): session -2.03% · 5-day -2.16% · vs 200-DMA +15.1% · below 52-week high -2.6% · RSI2=17 · VIX 19.0 · policy rate 3.87% (1-year -0.96)
What followed: next day +0.65% · 5-day +0.37% · 20-day +0.69%
Side by side | 2026-08-18 (prior session) -1.69% ↔ 2025-11-04 -2.03%; today maps to the day after 2025-11-04, which was +0.65% (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
2025-11-04 0.41 -2.03% +0.65% +0.37% 17 +0.69%
2025-12-12 0.44 -1.91% -0.50% +0.56% 6 +2.06%
2025-08-19 0.51 -1.36% -0.59% +0.58% 3 +3.64%
2018-05-15 0.51 -1.11% +0.66% +0.18% 21 +4.74%
2025-02-03 0.51 -0.80% +1.23% +2.15% 17 -4.35%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.23% (up 60% of the time, range -1.3% to +1.4%) · 5-day +0.83% (70%) · 20-day +2.15% (85%)
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 1999-03-22–2026-08-18 (6895 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”.

Full report: Morning report · Evening report

Archive 2026-08-31 · 2026-08-28 · 2026-08-27 · 2026-08-26 · 2026-08-25 · 2026-08-24 · 2026-08-21 · 2026-08-20 · 2026-08-18 · 2026-08-17

Research output, not investment advice.