The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-11-04, QQQ $691.95): session +0.97% · 5-day -4.64% · vs 200-DMA +1.7% · below 52-week high -8.9% · RSI2=60 · VIX 16.6 · policy rate 3.63% (1-year -0.24)
Closest analog 2021-10-01 (distance 0.51): session +0.62% · 5-day -3.52% · vs 200-DMA +5.9% · below 52-week high -5.7% · RSI2=50 · VIX 21.1 · policy rate 0.08% (1-year -0.01)
What followed: next day -2.10% ·
5-day +0.27% ·
20-day +7.20%
Side by side | 2026-11-04 (prior session) +0.97% ↔ 2021-10-01 +0.62%; today maps to the day after 2021-10-01, which was -2.10% (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 |
| 2021-10-01 |
0.51 |
+0.62% |
-2.10% |
+0.27% |
50 |
+7.20% |
| 2024-04-22 |
0.52 |
+1.01% |
+1.49% |
+3.33% |
41 |
+8.62% |
| 2025-11-21 |
0.55 |
+0.75% |
+2.56% |
+4.59% |
38 |
+4.94% |
| 2022-01-11 |
0.57 |
+1.50% |
+0.40% |
-5.01% |
74 |
-4.95% |
| 2014-04-15 |
0.60 |
+0.33% |
+1.33% |
+2.01% |
54 |
+3.27% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.40% (up 60% of the time, range -3.9% to +3%) · 5-day +0.24% (55%) · 20-day +1.87% (70%)
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 1999-03-22–2026-11-04 (6950 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.