The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-09-04, QQQ $718.96): session +0.18% · 5-day +0.35% · vs 200-DMA +9.3% · below 52-week high -3.6% · RSI2=82 · VIX 14.5 · policy rate 3.63% (1-year -0.70)
Closest analog 2026-01-07 (distance 0.29): session +0.10% · 5-day +0.74% · vs 200-DMA +11.3% · below 52-week high -1.9% · RSI2=89 · VIX 15.4 · policy rate 3.64% (1-year -0.69)
What followed: next day -0.57% ·
5-day -0.72% ·
20-day -4.33%
Side by side | 2026-09-04 (prior session) +0.18% ↔ 2026-01-07 +0.10%; today maps to the day after 2026-01-07, which was -0.57% (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 |
| 2026-01-07 |
0.29 |
+0.10% |
-0.57% |
-0.72% |
89 |
-4.33% |
| 2026-01-23 |
0.30 |
+0.32% |
+0.44% |
-0.14% |
78 |
-3.42% |
| 2025-09-04 |
0.36 |
+0.91% |
+0.14% |
+1.54% |
79 |
+5.30% |
| 2024-10-28 |
0.37 |
+0.02% |
+0.96% |
-1.90% |
74 |
+2.26% |
| 2019-12-11 |
0.38 |
+0.53% |
+0.75% |
+2.23% |
80 |
+6.56% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.29% (up 75% of the time, range -2% to +2%) · 5-day +0.64% (65%) · 20-day +0.93% (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 1999-03-22–2026-09-04 (6908 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.