🕰Analog Days 2026-09-18

The 20 most similar historical sessions across 25 features, and what followed them.

Prior close profile (2026-09-17, QQQ $716.92): session +1.73% · 5-day +1.16% · vs 200-DMA +8.3% · below 52-week high -3.9% · RSI2=86 · VIX 15.4 · policy rate 3.63% (1-year -0.70)
Closest analog 2019-10-11 (distance 0.40): session +1.29% · 5-day +1.22% · vs 200-DMA +5.5% · below 52-week high -2.1% · RSI2=90 · VIX 15.6 · policy rate 1.82% (1-year -0.36)
What followed: next day -0.01% · 5-day +0.30% · 20-day +5.30%
Side by side | 2026-09-17 (prior session) +1.73% ↔ 2019-10-11 +1.29%; today maps to the day after 2019-10-11, which was -0.01% (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
2019-10-11 0.40 +1.29% -0.01% +0.30% 90 +5.30%
2025-08-22 0.54 +1.54% -0.29% -0.27% 73 +5.29%
2018-09-20 0.57 +1.11% -0.55% +0.60% 85 -6.25%
2025-11-10 0.57 +2.21% -0.27% -3.14% 75 +0.29%
2025-01-17 0.58 +1.69% +0.59% -1.44% 83 +3.38%
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.19% (up 50% of the time, range -0.5% to +1.6%) · 5-day +0.37% (65%) · 20-day +1.20% (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 1999-03-22–2026-09-17 (6916 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”.

Full report: Morning report · Evening report

Archive 2026-10-09 · 2026-10-08 · 2026-10-07 · 2026-10-06 · 2026-10-05 · 2026-10-02 · 2026-10-01 · 2026-09-30 · 2026-09-29 · 2026-09-28 · 2026-09-25 · 2026-09-24 · 2026-09-23 · 2026-09-22 · 2026-09-21 · 2026-09-17 · 2026-09-16 · 2026-09-15 · 2026-09-14 · 2026-09-11

Research output, not investment advice.