The 20 most similar historical sessions across 25 features, and what followed them.
Prior close profile (2026-10-01, QQQ $742.03): session +0.31% · 5-day +0.13% · vs 200-DMA +11.1% · below 52-week high -0.7% · RSI2=78 · VIX 16.4 · policy rate 3.63% (1-year -0.46)
Closest analog 2025-09-08 (distance 0.35): session +0.49% · 5-day +1.48% · vs 200-DMA +11.3% · below 52-week high -0.3% · RSI2=91 · VIX 15.1 · policy rate 4.33% (1-year -1.00)
What followed: next day +0.28% ·
5-day +2.21% ·
20-day +4.98%
Side by side | 2026-10-01 (prior session) +0.31% ↔ 2025-09-08 +0.49%; today maps to the day after 2025-09-08, which was +0.28% (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 |
| 2025-09-08 |
0.35 |
+0.49% |
+0.28% |
+2.21% |
91 |
+4.98% |
| 2025-07-16 |
0.38 |
+0.10% |
+0.81% |
+1.17% |
86 |
+4.14% |
| 2019-09-12 |
0.38 |
+0.42% |
-0.36% |
-0.20% |
90 |
-2.35% |
| 2025-06-10 |
0.39 |
+0.66% |
-0.34% |
-0.96% |
91 |
+3.98% |
| 2025-09-29 |
0.39 |
+0.46% |
+0.27% |
+1.50% |
78 |
+4.90% |
Top-20 analog statistics (deduplicated — far more reliable than any single day):
Next day mean +0.19% (up 70% of the time, range -0.9% to +1.4%) · 5-day +0.33% (65%) · 20-day +0.62% (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 1999-03-22–2026-10-01 (6926 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.