The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-09-14, QQQ $709.18): session -0.80% · 5-day -1.36% · vs 200-DMA +7.3% · below 52-week high -5.0% · RSI2=29 · VIX 17.1 · policy rate 3.63% (1-year -0.70)
Closest analog 2025-09-02 (distance 0.37): session -0.84% · 5-day -0.82% · vs 200-DMA +9.0% · below 52-week high -2.5% · RSI2=14 · VIX 17.2 · policy rate 4.33% (1-year -1.00)
What followed: next day +0.79% ·
5-day +2.63% ·
20-day +6.14%
Side by side | 2026-09-14 (prior session) -0.80% ↔ 2025-09-02 -0.84%; today maps to the day after 2025-09-02, which was +0.79% (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 |
| 2025-09-02 |
0.37 |
-0.84% |
+0.79% |
+2.63% |
14 |
+6.14% |
| 2024-04-12 |
0.47 |
-1.59% |
-1.65% |
-5.39% |
32 |
+0.86% |
| 2019-12-03 |
0.49 |
-0.78% |
+0.51% |
+1.24% |
9 |
+7.32% |
| 2024-12-30 |
0.51 |
-1.33% |
-0.85% |
-0.08% |
11 |
+1.44% |
| 2015-06-15 |
0.52 |
-0.50% |
+0.55% |
+2.30% |
18 |
+1.89% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.34% (up 75% of the time, range -1.6% to +1.8%) · 5-day +0.82% (75%) · 20-day +1.74% (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 1999-03-22–2026-09-14 (6913 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.