The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-09-17, QQQ $716.92): session +1.73% · 5-day +1.16% · vs 200-DMA +8.3% · below 52-week high -3.9% · RSI2=86 · VIX 15.4 · policy rate 3.63% (1-year -0.70)
Closest analog 2019-10-11 (distance 0.40): session +1.29% · 5-day +1.22% · vs 200-DMA +5.5% · below 52-week high -2.1% · RSI2=90 · VIX 15.6 · policy rate 1.82% (1-year -0.36)
What followed: next day -0.01% ·
5-day +0.30% ·
20-day +5.30%
Side by side | 2026-09-17 (prior session) +1.73% ↔ 2019-10-11 +1.29%; today maps to the day after 2019-10-11, which was -0.01% (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 |
| 2019-10-11 |
0.40 |
+1.29% |
-0.01% |
+0.30% |
90 |
+5.30% |
| 2025-08-22 |
0.54 |
+1.54% |
-0.29% |
-0.27% |
73 |
+5.29% |
| 2018-09-20 |
0.57 |
+1.11% |
-0.55% |
+0.60% |
85 |
-6.25% |
| 2025-11-10 |
0.57 |
+2.21% |
-0.27% |
-3.14% |
75 |
+0.29% |
| 2025-01-17 |
0.58 |
+1.69% |
+0.59% |
-1.44% |
83 |
+3.38% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.19% (up 50% of the time, range -0.5% to +1.6%) · 5-day +0.37% (65%) · 20-day +1.20% (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 1999-03-22–2026-09-17 (6916 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.