The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-09-01, QQQ $707.64): session -1.27% · 5-day -0.43% · vs 200-DMA +7.9% · below 52-week high -5.2% · RSI2=13 · VIX 16.3 · policy rate 3.63% (1-year -0.70)
Closest analog 2025-09-02 (distance 0.42): session -0.84% · 5-day -0.82% · vs 200-DMA +9.0% · below 52-week high -2.5% · RSI2=14 · VIX 17.2 · policy rate 4.33% (1-year -1.00)
What followed: next day +0.79% ·
5-day +2.63% ·
20-day +6.14%
Side by side | 2026-09-01 (prior session) -1.27% ↔ 2025-09-02 -0.84%; today maps to the day after 2025-09-02, which was +0.79% (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 |
| 2025-09-02 |
0.42 |
-0.84% |
+0.79% |
+2.63% |
14 |
+6.14% |
| 2015-06-12 |
0.46 |
-0.82% |
-0.50% |
+1.05% |
31 |
+0.73% |
| 2019-10-08 |
0.48 |
-1.50% |
+0.98% |
+4.37% |
22 |
+7.98% |
| 2024-12-30 |
0.51 |
-1.33% |
-0.85% |
-0.08% |
11 |
+1.44% |
| 2018-09-17 |
0.52 |
-1.44% |
+0.83% |
+1.41% |
16 |
-5.03% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.19% (up 65% of the time, range -1.6% to +1.8%) · 5-day +0.82% (75%) · 20-day +2.46% (85%)
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 1999-03-22–2026-09-01 (6905 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.