🕰Analog Days 2026-10-06

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

Prior close profile (2026-10-05, QQQ $756.20): session +0.88% · 5-day +2.67% · vs 200-DMA +13.0% · below 52-week high +0.0% · RSI2=98 · VIX 15.5 · policy rate 3.63% (1-year -0.46)
Closest analog 2025-02-19 (distance 0.28): session +0.03% · 5-day +2.18% · vs 200-DMA +10.3% · below 52-week high +0.0% · RSI2=96 · VIX 15.3 · policy rate 4.33% (1-year -1.00)
What followed: next day -0.42% · 5-day -4.63% · 20-day -10.87%
Side by side | 2026-10-05 (prior session) +0.88% ↔ 2025-02-19 +0.03%; today maps to the day after 2025-02-19, which was -0.42% (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
2025-02-19 0.28 +0.03% -0.42% -4.63% 96 -10.87%
2025-06-10 0.33 +0.66% -0.34% -0.96% 91 +3.98%
2025-09-09 0.37 +0.28% +0.03% +1.84% 94 +4.13%
2025-07-28 0.38 +0.31% -0.15% -0.71% 94 +0.38%
2025-01-23 0.38 +0.21% -0.57% -1.80% 96 -1.23%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.02% (up 50% of the time, range -0.8% to +1.3%) · 5-day -0.32% (45%) · 20-day +0.94% (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 1999-03-22–2026-10-05 (6928 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 · 2026-10-05 · 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 · 2026-09-16 · 2026-09-15 · 2026-09-14 · 2026-09-11

Research output, not investment advice.