🕰Analog Days 2026-11-10

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

Prior close profile (2026-11-09, QQQ $679.35): session +3.54% · 5-day -0.26% · vs 200-DMA -0.3% · below 52-week high -10.6% · RSI2=71 · VIX 19.9 · policy rate 3.63% (1-year -0.24)
Closest analog 2025-03-14 (distance 0.46): session +2.42% · 5-day -2.47% · vs 200-DMA -2.8% · below 52-week high -11.1% · RSI2=69 · VIX 21.8 · policy rate 4.33% (1-year -1.00)
What followed: next day +0.65% · 5-day +0.25% · 20-day -5.27%
Side by side | 2026-11-09 (prior session) +3.54% ↔ 2025-03-14 +2.42%; today maps to the day after 2025-03-14, which was +0.65% (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
2025-03-14 0.46 +2.42% +0.65% +0.25% 69 -5.27%
2018-10-16 0.53 +2.91% +0.04% -2.23% 77 -6.07%
2019-06-04 0.58 +2.82% +0.74% +4.85% 64 +8.63%
2025-11-24 0.60 +2.56% +0.62% +2.78% 81 +2.80%
2021-12-21 0.61 +2.24% +1.22% +3.17% 69 -7.06%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.67% (up 80% of the time, range -2.4% to +3%) · 5-day +0.97% (65%) · 20-day +2.37% (65%)
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 1999-03-22–2026-11-09 (6953 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 · 2026-11-09 · 2026-11-06 · 2026-11-05 · 2026-11-04 · 2026-11-03 · 2026-11-02 · 2026-10-30 · 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.