🕰Analog Days 2026-10-29

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

Prior close profile (2026-10-28, QQQ $725.61): session +0.60% · 5-day +0.06% · vs 200-DMA +6.9% · below 52-week high -4.5% · RSI2=89 · VIX 16.9 · policy rate 3.63% (1-year -0.49)
Closest analog 2024-04-29 (distance 0.35): session +0.41% · 5-day +3.33% · vs 200-DMA +8.8% · below 52-week high -3.0% · RSI2=89 · VIX 14.7 · policy rate 5.33% (1-year +0.50)
What followed: next day -1.89% · 5-day +1.73% · 20-day +6.22%
Side by side | 2026-10-28 (prior session) +0.60% ↔ 2024-04-29 +0.41%; today maps to the day after 2024-04-29, which was -1.89% (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
2024-04-29 0.35 +0.41% -1.89% +1.73% 89 +6.22%
2019-10-10 0.36 +0.77% +1.29% +2.58% 75 +6.23%
2026-02-25 0.41 +1.45% -1.21% -0.96% 86 -4.68%
2025-09-04 0.42 +0.91% +0.14% +1.54% 79 +5.30%
2018-09-25 0.47 +0.14% +0.07% +0.87% 68 -5.90%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean -0.04% (up 60% of the time, range -2.5% to +3.4%) · 5-day +0.49% (80%) · 20-day -0.42% (55%)
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 1999-03-22–2026-10-28 (6945 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 2026-11-12 · 2026-11-11 · 2026-11-10 · 2026-11-09 · 2026-11-06 · 2026-11-05 · 2026-11-04 · 2026-11-03 · 2026-11-02 · 2026-10-30 · 2026-10-28 · 2026-10-27 · 2026-10-26 · 2026-10-23 · 2026-10-22 · 2026-10-21 · 2026-10-20 · 2026-10-19 · 2026-10-16 · 2026-10-15

Research output, not investment advice.