🕰Analog Days 2026-09-23

Prior close profile (2026-09-21, QQQ $741.47): session +2.77% · 5-day +4.55% · vs 200-DMA +11.8% · below 52-week high -0.6% · RSI2=98 · VIX 14.9 · policy rate 3.63% (1-year -0.45)

Closest analog 2025-10-27 (distance 0.51): session +1.78% · 5-day +2.71% · vs 200-DMA +17.5% · below 52-week high +0.0% · RSI2=95 · VIX 15.8 · policy rate 4.12% (1-year -0.71)
What followed: next day +0.77% · 5-day +0.64% · 20-day -3.65%

Side by side | 2026-09-21 (prior session) +2.77% ↔ 2025-10-27 +1.78%; today maps to the day after 2025-10-27, which was +0.77% (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 +0.29% (up 65% of the time, range -0.3% to +1.6%) · 5-day +0.37% (70%) · 20-day +0.55% (50%)
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 1999-03-22–2026-09-21 (6918 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”.