The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-09-25, QQQ $744.50): session +0.46% · 5-day +3.19% · vs 200-DMA +11.9% · below 52-week high -0.4% · RSI2=78 · VIX 14.9 · policy rate 3.63% (1-year -0.46)
Closest analog 2025-07-02 (distance 0.34): session +0.70% · 5-day +1.78% · vs 200-DMA +9.5% · below 52-week high -0.1% · RSI2=70 · VIX 16.6 · policy rate 4.33% (1-year -1.00)
What followed: next day +0.98% ·
5-day +0.84% ·
20-day +2.58%
Side by side | 2026-09-25 (prior session) +0.46% ↔ 2025-07-02 +0.70%; today maps to the day after 2025-07-02, which was +0.98% (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 |
| 2025-07-02 |
0.34 |
+0.70% |
+0.98% |
+0.84% |
70 |
+2.58% |
| 2019-09-11 |
0.35 |
+0.94% |
+0.42% |
+0.05% |
83 |
-2.70% |
| 2025-08-13 |
0.37 |
+0.05% |
-0.08% |
-2.49% |
90 |
+0.64% |
| 2025-02-18 |
0.39 |
+0.23% |
+0.03% |
-4.83% |
96 |
-12.02% |
| 2025-09-16 |
0.39 |
-0.08% |
-0.20% |
+1.19% |
88 |
+1.15% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.11% (up 60% of the time, range -1% to +1%) · 5-day -0.26% (55%) · 20-day +0.34% (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 1999-03-22–2026-09-25 (6922 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.