The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-10-21, QQQ $725.20): session +1.05% · 5-day -0.51% · vs 200-DMA +7.2% · below 52-week high -4.5% · RSI2=75 · VIX 16.7 · policy rate 3.63% (1-year -0.48)
Closest analog 2025-01-03 (distance 0.33): session +1.64% · 5-day -2.08% · vs 200-DMA +9.0% · below 52-week high -3.6% · RSI2=74 · VIX 16.1 · policy rate 4.33% (1-year -1.00)
What followed: next day +1.15% ·
5-day -2.51% ·
20-day +1.14%
Side by side | 2026-10-21 (prior session) +1.05% ↔ 2025-01-03 +1.64%; today maps to the day after 2025-01-03, which was +1.15% (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 |
| 2025-01-03 |
0.33 |
+1.64% |
+1.15% |
-2.51% |
74 |
+1.14% |
| 2024-04-23 |
0.35 |
+1.49% |
+0.34% |
-0.11% |
74 |
+7.23% |
| 2019-09-30 |
0.40 |
+0.95% |
-0.82% |
-0.30% |
57 |
+4.64% |
| 2024-11-05 |
0.41 |
+1.28% |
+2.72% |
+4.21% |
74 |
+6.31% |
| 2018-07-05 |
0.44 |
+1.24% |
+1.56% |
+3.78% |
70 |
+3.82% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.11% (up 45% of the time, range -2.5% to +2.7%) · 5-day -1.03% (30%) · 20-day +1.88% (75%)
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 1999-03-22–2026-10-21 (6940 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.