🕰Analog Days 2026-08-26

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

Prior close profile (2026-08-25, QQQ $710.72): session +0.62% · 5-day -0.95% · vs 200-DMA +8.7% · below 52-week high -4.8% · RSI2=52 · VIX 15.4 · policy rate 3.63% (1-year -0.70)
Closest analog 2024-11-05 (distance 0.45): session +1.28% · 5-day -1.59% · vs 200-DMA +7.2% · below 52-week high -2.1% · RSI2=74 · VIX 20.5 · policy rate 4.83% (1-year -0.50)
What followed: next day +2.72% · 5-day +4.21% · 20-day +6.31%
Side by side | 2026-08-25 (prior session) +0.62% ↔ 2024-11-05 +1.28%; today maps to the day after 2024-11-05, which was +2.72% (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
2024-11-05 0.45 +1.28% +2.72% +4.21% 74 +6.31%
2025-12-19 0.48 +1.30% +0.35% +0.62% 78 -0.12%
2018-08-16 0.50 +0.33% +0.02% +0.54% 42 +2.32%
2019-09-30 0.50 +0.95% -0.82% -0.30% 57 +4.64%
2018-09-10 0.50 +0.34% +0.77% -0.21% 36 -1.47%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.07% (up 60% of the time, range -3% to +2.7%) · 5-day +0.75% (75%) · 20-day +1.88% (60%)
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 1999-03-22–2026-08-25 (6900 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 · 2026-08-25 · 2026-08-24 · 2026-08-21 · 2026-08-20 · 2026-08-19 · 2026-08-18 · 2026-08-17

Research output, not investment advice.