The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-09-11, QQQ $714.88): session +0.87% · 5-day -0.39% · vs 200-DMA +8.3% · below 52-week high -4.2% · RSI2=59 · VIX 15.8 · policy rate 3.63% (1-year -0.70)
Closest analog 2026-01-05 (distance 0.24): session +0.79% · 5-day -0.95% · vs 200-DMA +10.5% · below 52-week high -2.8% · RSI2=69 · VIX 14.9 · policy rate 3.64% (1-year -0.69)
What followed: next day +0.88% ·
5-day +1.49% ·
20-day -0.24%
Side by side | 2026-09-11 (prior session) +0.87% ↔ 2026-01-05 +0.79%; today maps to the day after 2026-01-05, which was +0.88% (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 |
| 2026-01-05 |
0.24 |
+0.79% |
+0.88% |
+1.49% |
69 |
-0.24% |
| 2019-12-04 |
0.35 |
+0.51% |
+0.20% |
+1.26% |
45 |
+5.80% |
| 2024-10-24 |
0.35 |
+0.81% |
+0.61% |
-1.72% |
54 |
+2.57% |
| 2025-09-03 |
0.39 |
+0.79% |
+0.91% |
+1.86% |
55 |
+5.82% |
| 2017-08-14 |
0.43 |
+1.29% |
+0.07% |
-2.00% |
75 |
+1.59% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.17% (up 60% of the time, range -1.1% to +1.5%) · 5-day +0.81% (75%) · 20-day +2.47% (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 1999-03-22–2026-09-11 (6912 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.