The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-08-26, QQQ $711.37): session +0.09% · 5-day -0.66% · vs 200-DMA +8.8% · below 52-week high -4.7% · RSI2=58 · VIX 15.2 · policy rate 3.63% (1-year -0.70)
Closest analog 2004-06-18 (distance 0.49): session +0.14% · 5-day -1.09% · vs 200-DMA +2.0% · below 52-week high -5.6% · RSI2=35 · VIX 15.0 · policy rate 1.00% (1-year -0.22)
What followed: next day -0.80% ·
5-day +2.44% ·
20-day -5.05%
Side by side | 2026-08-26 (prior session) +0.09% ↔ 2004-06-18 +0.14%; today maps to the day after 2004-06-18, which was -0.80% (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 |
| 2004-06-18 |
0.49 |
+0.14% |
-0.80% |
+2.44% |
35 |
-5.05% |
| 2019-10-23 |
0.51 |
+0.19% |
+0.97% |
+2.48% |
46 |
+5.17% |
| 2024-11-19 |
0.51 |
+0.69% |
-0.06% |
+1.16% |
60 |
+2.58% |
| 2024-11-05 |
0.54 |
+1.28% |
+2.72% |
+4.21% |
74 |
+6.31% |
| 2025-08-26 |
0.54 |
+0.40% |
+0.15% |
-0.44% |
73 |
+4.10% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.40% (up 55% of the time, range -0.8% to +2.7%) · 5-day +0.93% (70%) · 20-day +2.28% (70%)
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 1999-03-22–2026-08-26 (6901 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.