The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-11-02, QQQ $681.09): session -1.36% · 5-day -4.37% · vs 200-DMA +0.2% · below 52-week high -10.3% · RSI2=5 · VIX 21.1 · policy rate 3.63% (1-year -0.24)
Closest analog 2021-09-30 (distance 0.47): session -0.37% · 5-day -4.03% · vs 200-DMA +5.3% · below 52-week high -6.3% · RSI2=4 · VIX 23.1 · policy rate 0.06% (1-year -0.03)
What followed: next day +0.62% ·
5-day +1.40% ·
20-day +7.34%
Side by side | 2026-11-02 (prior session) -1.36% ↔ 2021-09-30 -0.37%; today maps to the day after 2021-09-30, which was +0.62% (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 |
| 2021-09-30 |
0.47 |
-0.37% |
+0.62% |
+1.40% |
4 |
+7.34% |
| 2024-07-30 |
0.52 |
-1.37% |
+2.96% |
-3.93% |
18 |
+4.20% |
| 2004-03-23 |
0.52 |
-0.82% |
+1.15% |
+5.52% |
6 |
+5.76% |
| 2024-04-19 |
0.52 |
-2.07% |
+1.01% |
+3.94% |
1 |
+8.95% |
| 2022-01-07 |
0.52 |
-1.08% |
+0.07% |
+0.04% |
3 |
-6.51% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.75% (up 80% of the time, range -2.6% to +3.3%) · 5-day +1.14% (60%) · 20-day +3.11% (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 1999-03-22–2026-11-02 (6948 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.