The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-09-09, QQQ $716.31): session -0.29% · 5-day +1.23% · vs 200-DMA +8.7% · below 52-week high -4.0% · RSI2=36 · VIX 16.5 · policy rate 3.63% (1-year -0.70)
Closest analog 2025-12-29 (distance 0.31): session -0.48% · 5-day +0.62% · vs 200-DMA +11.6% · below 52-week high -2.3% · RSI2=30 · VIX 14.2 · policy rate 3.64% (1-year -0.69)
What followed: next day -0.23% ·
5-day +0.41% ·
20-day +1.99%
Side by side | 2026-09-09 (prior session) -0.29% ↔ 2025-12-29 -0.48%; today maps to the day after 2025-12-29, which was -0.23% (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 |
| 2025-12-29 |
0.31 |
-0.48% |
-0.23% |
+0.41% |
30 |
+1.99% |
| 2019-12-09 |
0.33 |
-0.45% |
-0.08% |
+2.55% |
55 |
+6.41% |
| 2024-10-30 |
0.37 |
-0.76% |
-2.52% |
+1.85% |
43 |
+1.80% |
| 2015-03-24 |
0.37 |
-0.36% |
-2.29% |
-2.16% |
31 |
+0.67% |
| 2026-01-13 |
0.41 |
-0.15% |
-1.07% |
-1.59% |
60 |
-2.10% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean -0.19% (up 45% of the time, range -2.5% to +2.5%) · 5-day +0.38% (65%) · 20-day +1.76% (80%)
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 1999-03-22–2026-09-09 (6910 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.