🕰Analog Days 2026-09-29

Prior close profile (2026-09-28, QQQ $736.53): session -1.07% · 5-day -0.67% · vs 200-DMA +10.6% · below 52-week high -1.5% · RSI2=25 · VIX 16.1 · policy rate 3.63% (1-year -0.46)

Closest analog 2025-02-20 (distance 0.31): session -0.42% · 5-day +1.69% · vs 200-DMA +9.8% · below 52-week high -0.4% · RSI2=34 · VIX 15.7 · policy rate 4.33% (1-year -1.00)
What followed: next day -2.08% · 5-day -6.88% · 20-day -10.79%

Side by side | 2026-09-28 (prior session) -1.07% ↔ 2025-02-20 -0.42%; today maps to the day after 2025-02-20, which was -2.08% (single days are mostly coincidence — the Top-20 statistics below are more reliable)

Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean -0.08% (up 60% of the time, range -2.5% to +1.1%) · 5-day -0.51% (50%) · 20-day +0.98% (70%)
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 1999-03-22–2026-09-28 (6923 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”.