🕰Analog Days 2026-10-30

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

Prior close profile (2026-10-29, QQQ $715.34): session -1.42% · 5-day +1.54% · vs 200-DMA +5.3% · below 52-week high -5.8% · RSI2=34 · VIX 17.2 · policy rate 3.63% (1-year -0.49)
Closest analog 2024-04-30 (distance 0.37): session -1.89% · 5-day -0.11% · vs 200-DMA +6.7% · below 52-week high -4.9% · RSI2=25 · VIX 15.7 · policy rate 5.33% (1-year +0.50)
What followed: next day -0.72% · 5-day +3.70% · 20-day +7.50%
Side by side | 2026-10-29 (prior session) -1.42% ↔ 2024-04-30 -1.89%; today maps to the day after 2024-04-30, which was -0.72% (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
2024-04-30 0.37 -1.89% -0.72% +3.70% 25 +7.50%
2026-02-27 0.42 -0.32% +0.13% -1.24% 34 -7.36%
2021-12-14 0.42 -1.04% +2.28% +0.26% 17 -0.22%
2026-07-16 0.45 -1.64% -1.50% -1.98% 15 +3.70%
2024-12-30 0.47 -1.33% -0.85% -0.08% 11 +1.44%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean -0.05% (up 55% of the time, range -2.8% to +2.3%) · 5-day +0.27% (55%) · 20-day +1.70% (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 1999-03-22–2026-10-29 (6946 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 · 2026-10-29 · 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.