The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-08-27, QQQ $721.11): session +1.37% · 5-day +1.43% · vs 200-DMA +10.1% · below 52-week high -3.4% · RSI2=91 · VIX 14.5 · policy rate 3.63% (1-year -0.70)
Closest analog 2024-11-25 (distance 0.46): session +0.16% · 5-day +1.31% · vs 200-DMA +9.0% · below 52-week high -1.5% · RSI2=88 · VIX 14.6 · policy rate 4.58% (1-year -0.75)
What followed: next day +0.54% ·
5-day +2.03% ·
20-day +4.61%
Side by side | 2026-08-27 (prior session) +1.37% ↔ 2024-11-25 +0.16%; today maps to the day after 2024-11-25, which was +0.54% (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 |
| 2024-11-25 |
0.46 |
+0.16% |
+0.54% |
+2.03% |
88 |
+4.61% |
| 2025-12-22 |
0.49 |
+0.35% |
+0.47% |
+0.04% |
83 |
+0.25% |
| 2024-10-18 |
0.49 |
+0.66% |
+0.19% |
+0.17% |
82 |
+0.42% |
| 2025-08-22 |
0.50 |
+1.54% |
-0.29% |
-0.27% |
73 |
+5.29% |
| 2019-12-06 |
0.50 |
+1.07% |
-0.45% |
+1.07% |
88 |
+5.14% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean -0.01% (up 45% of the time, range -1.1% to +0.9%) · 5-day +0.55% (70%) · 20-day +0.34% (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 1999-03-22–2026-08-27 (6902 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.