The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-08-21, QQQ $713.44): session +0.35% · 5-day -2.41% · vs 200-DMA +9.3% · below 52-week high -4.4% · RSI2=37 · VIX 15.1 · policy rate 3.63% (1-year -0.70)
Closest analog 2024-11-18 (distance 0.44): session +0.69% · 5-day -2.69% · vs 200-DMA +8.0% · below 52-week high -2.8% · RSI2=34 · VIX 15.6 · policy rate 4.58% (1-year -0.75)
What followed: next day +0.69% ·
5-day +1.31% ·
20-day +7.16%
Side by side | 2026-08-21 (prior session) +0.35% ↔ 2024-11-18 +0.69%; today maps to the day after 2024-11-18, which was +0.69% (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 |
| 2024-11-18 |
0.44 |
+0.69% |
+0.69% |
+1.31% |
34 |
+7.16% |
| 2018-08-16 |
0.47 |
+0.33% |
+0.02% |
+0.54% |
42 |
+2.32% |
| 2025-11-05 |
0.49 |
+0.65% |
-1.86% |
-0.35% |
44 |
-0.05% |
| 2026-01-05 |
0.49 |
+0.79% |
+0.88% |
+1.49% |
69 |
-0.24% |
| 2018-09-10 |
0.51 |
+0.34% |
+0.77% |
-0.21% |
36 |
-1.47% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.29% (up 70% of the time, range -1.9% to +1.4%) · 5-day +0.80% (70%) · 20-day +1.43% (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 1999-03-22–2026-08-21 (6898 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.