🕰Analog Days 2026-09-16

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

Prior close profile (2026-09-15, QQQ $704.54): session -0.65% · 5-day -1.92% · vs 200-DMA +6.6% · below 52-week high -5.6% · RSI2=16 · VIX 17.2 · policy rate 3.63% (1-year -0.70)
Closest analog 2024-11-04 (distance 0.36): session -0.29% · 5-day -1.90% · vs 200-DMA +5.9% · below 52-week high -3.4% · RSI2=30 · VIX 22.0 · policy rate 4.83% (1-year -0.50)
What followed: next day +1.28% · 5-day +5.73% · 20-day +6.35%
Side by side | 2026-09-15 (prior session) -0.65% ↔ 2024-11-04 -0.29%; today maps to the day after 2024-11-04, which was +1.28% (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
2024-11-04 0.36 -0.29% +1.28% +5.73% 30 +6.35%
2017-08-21 0.38 -0.13% +1.52% +0.96% 10 +3.37%
2015-06-08 0.41 -1.02% -0.17% +0.02% 4 -0.20%
2015-03-31 0.45 -1.06% -0.52% +0.98% 35 +3.55%
2018-09-17 0.46 -1.44% +0.83% +1.41% 16 -5.03%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.14% (up 60% of the time, range -2.5% to +2.9%) · 5-day +1.01% (80%) · 20-day +1.91% (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 1999-03-22–2026-09-15 (6914 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 2026-10-09 · 2026-10-08 · 2026-10-07 · 2026-10-06 · 2026-10-05 · 2026-10-02 · 2026-10-01 · 2026-09-30 · 2026-09-29 · 2026-09-28 · 2026-09-25 · 2026-09-24 · 2026-09-23 · 2026-09-22 · 2026-09-21 · 2026-09-18 · 2026-09-17 · 2026-09-15 · 2026-09-14 · 2026-09-11

Research output, not investment advice.