🕰Analog Days 2026-10-12

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

Prior close profile (2026-10-09, QQQ $751.27): session +0.49% · 5-day +0.23% · vs 200-DMA +11.8% · below 52-week high -1.1% · RSI2=46 · VIX 14.8 · policy rate 3.63% (1-year -0.47)
Closest analog 2025-07-08 (distance 0.34): session +0.06% · 5-day +0.13% · vs 200-DMA +9.6% · below 52-week high -0.7% · RSI2=50 · VIX 16.8 · policy rate 4.33% (1-year -1.00)
What followed: next day +0.71% · 5-day +0.79% · 20-day +1.44%
Side by side | 2026-10-09 (prior session) +0.49% ↔ 2025-07-08 +0.06%; today maps to the day after 2025-07-08, which was +0.71% (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
2025-07-08 0.34 +0.06% +0.71% +0.79% 50 +1.44%
2024-11-29 0.38 +0.88% +1.09% +3.28% 72 +1.15%
2025-09-26 0.39 +0.41% +0.46% +1.21% 55 +3.55%
2019-09-17 0.40 +0.48% -0.04% -2.40% 65 +0.48%
2025-11-03 0.40 +0.48% -2.03% -1.40% 70 -1.59%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.31% (up 70% of the time, range -2% to +1.4%) · 5-day +0.08% (60%) · 20-day +0.33% (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 1999-03-22–2026-10-09 (6932 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 2026-10-16 · 2026-10-15 · 2026-10-14 · 2026-10-13 · 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

Research output, not investment advice.