The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-10-12, QQQ $746.04): session -0.70% · 5-day -1.34% · vs 200-DMA +10.9% · below 52-week high -1.8% · RSI2=23 · VIX 15.2 · policy rate 3.63% (1-year -0.47)
Closest analog 2024-11-27 (distance 0.36): session -0.79% · 5-day +0.42% · vs 200-DMA +8.6% · below 52-week high -1.7% · RSI2=31 · VIX 14.1 · policy rate 4.58% (1-year -0.75)
What followed: next day +0.88% ·
5-day +3.27% ·
20-day +3.42%
Side by side | 2026-10-12 (prior session) -0.70% ↔ 2024-11-27 -0.79%; today maps to the day after 2024-11-27, which was +0.88% (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 |
| 2024-11-27 |
0.36 |
-0.79% |
+0.88% |
+3.27% |
31 |
+3.42% |
| 2019-09-23 |
0.37 |
-0.16% |
-1.33% |
-0.89% |
10 |
+1.52% |
| 2025-07-11 |
0.41 |
-0.23% |
+0.36% |
+1.27% |
39 |
+3.67% |
| 2025-11-11 |
0.41 |
-0.27% |
-0.08% |
-4.06% |
64 |
+0.97% |
| 2017-03-07 |
0.41 |
-0.17% |
+0.18% |
+0.60% |
25 |
+1.53% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.01% (up 70% of the time, range -2.5% to +1.3%) · 5-day +1.05% (70%) · 20-day +1.98% (85%)
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 1999-03-22–2026-10-12 (6933 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.