The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-08-24, QQQ $706.32): session -1.00% · 5-day -3.23% · vs 200-DMA +8.1% · below 52-week high -5.3% · RSI2=13 · VIX 15.8 · policy rate 3.63% (1-year -0.70)
Closest analog 2025-12-16 (distance 0.44): session +0.20% · 5-day -2.13% · vs 200-DMA +11.0% · below 52-week high -3.8% · RSI2=23 · VIX 16.5 · policy rate 3.64% (1-year -0.94)
What followed: next day -1.85% ·
5-day +1.69% ·
20-day +1.64%
Side by side | 2026-08-24 (prior session) -1.00% ↔ 2025-12-16 +0.20%; today maps to the day after 2025-12-16, which was -1.85% (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 |
| 2025-12-16 |
0.44 |
+0.20% |
-1.85% |
+1.69% |
23 |
+1.64% |
| 2019-09-23 |
0.44 |
-0.16% |
-1.33% |
-0.89% |
10 |
+1.52% |
| 2025-11-07 |
0.45 |
-0.32% |
+2.21% |
-0.14% |
13 |
+2.38% |
| 2018-03-21 |
0.46 |
-0.44% |
-2.47% |
-5.79% |
14 |
-1.20% |
| 2024-11-04 |
0.47 |
-0.29% |
+1.28% |
+5.73% |
30 |
+6.35% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.36% (up 60% of the time, range -2.5% to +2.9%) · 5-day +1.34% (75%) · 20-day +2.11% (80%)
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 1999-03-22–2026-08-24 (6899 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.