🕰Analog Days 2026-09-09

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

Prior close profile (2026-09-08, QQQ $718.36): session -0.08% · 5-day +0.22% · vs 200-DMA +9.1% · below 52-week high -3.7% · RSI2=71 · VIX 15.7 · policy rate 3.63% (1-year -0.70)
Closest analog 2026-01-08 (distance 0.34): session -0.57% · 5-day +1.00% · vs 200-DMA +10.6% · below 52-week high -2.4% · RSI2=37 · VIX 15.4 · policy rate 3.64% (1-year -0.69)
What followed: next day +1.00% · 5-day +0.21% · 20-day -1.74%
Side by side | 2026-09-08 (prior session) -0.08% ↔ 2026-01-08 -0.57%; today maps to the day after 2026-01-08, which was +1.00% (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
2026-01-08 0.34 -0.57% +1.00% +0.21% 37 -1.74%
2019-12-11 0.39 +0.53% +0.75% +2.23% 80 +6.56%
2018-09-21 0.44 -0.55% +0.10% +1.13% 50 -5.82%
2015-03-23 0.44 -0.19% -0.36% -1.47% 67 -0.24%
2024-10-30 0.45 -0.76% -2.52% +1.85% 43 +1.80%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.10% (up 60% of the time, range -2.5% to +1.8%) · 5-day +0.75% (65%) · 20-day +1.04% (60%)
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 1999-03-22–2026-09-08 (6909 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 2026-10-09 · 2026-10-08 · 2026-10-07 · 2026-10-06 · 2026-10-05 · 2026-10-02 · 2026-10-01 · 2026-09-30 · 2026-09-29 · 2026-09-28 · 2026-09-25 · 2026-09-24 · 2026-09-23 · 2026-09-22 · 2026-09-21 · 2026-09-18 · 2026-09-17 · 2026-09-16 · 2026-09-15 · 2026-09-14

Research output, not investment advice.