The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-10-08, QQQ $747.58): session -1.34% · 5-day +0.75% · vs 200-DMA +11.3% · below 52-week high -1.6% · RSI2=17 · VIX 15.4 · policy rate 3.63% (1-year -0.46)
Closest analog 2025-08-29 (distance 0.41): session -1.16% · 5-day -0.27% · vs 200-DMA +10.0% · below 52-week high -1.7% · RSI2=27 · VIX 15.4 · policy rate 4.33% (1-year -1.00)
What followed: next day -0.84% ·
5-day +1.48% ·
20-day +4.97%
Side by side | 2026-10-08 (prior session) -1.34% ↔ 2025-08-29 -1.16%; today maps to the day after 2025-08-29, which was -0.84% (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 |
| 2025-08-29 |
0.41 |
-1.16% |
-0.84% |
+1.48% |
27 |
+4.97% |
| 2025-09-25 |
0.41 |
-0.43% |
+0.41% |
+2.06% |
15 |
+2.87% |
| 2025-10-30 |
0.42 |
-1.53% |
+0.48% |
-2.30% |
32 |
-1.09% |
| 2025-08-15 |
0.45 |
-0.44% |
-0.04% |
-0.93% |
30 |
+2.48% |
| 2021-07-27 |
0.45 |
-1.10% |
+0.38% |
+0.65% |
30 |
+2.73% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean -0.17% (up 60% of the time, range -2.5% to +1%) · 5-day -0.01% (60%) · 20-day +1.04% (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 1999-03-22–2026-10-08 (6931 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.