Start with today's disclosed market-state vector. Retrieve the closest historical sessions. Then inspect what followed as a distribution, with the actual sample attached to every statistic.
Similarity describes the state that existed on each selected date. It does not assign odds to the next session. SPX and ES outcomes are printed in full so tails, disagreement, and sample size stay visible.
Positive hit rate uses returns above zero. The worst decile is the 10th percentile. No mean is shown. Each card uses the same n=50 selected sessions.
| Return interval | Observations |
|---|---|
| -3.59% to -3.09% | 1 · n=50 |
| -3.09% to -2.58% | 0 · n=50 |
| -2.58% to -2.08% | 0 · n=50 |
| -2.08% to -1.57% | 2 · n=50 |
| -1.57% to -1.07% | 3 · n=50 |
| -1.07% to -0.56% | 7 · n=50 |
| -0.56% to -0.06% | 9 · n=50 |
| -0.06% to +0.45% | 14 · n=50 |
| +0.45% to +0.95% | 10 · n=50 |
| +0.95% to +1.46% | 4 · n=50 |
| Return interval | Observations |
|---|---|
| -2.93% to -2.22% | 3 · n=50 |
| -2.22% to -1.52% | 4 · n=50 |
| -1.52% to -0.81% | 3 · n=50 |
| -0.81% to -0.10% | 9 · n=50 |
| -0.10% to +0.61% | 11 · n=50 |
| +0.61% to +1.32% | 7 · n=50 |
| +1.32% to +2.03% | 9 · n=50 |
| +2.03% to +2.73% | 2 · n=50 |
| +2.73% to +3.44% | 1 · n=50 |
| +3.44% to +4.15% | 1 · n=50 |
| Return interval | Observations |
|---|---|
| -5.02% to -3.45% | 3 · n=50 |
| -3.45% to -1.87% | 4 · n=50 |
| -1.87% to -0.29% | 10 · n=50 |
| -0.29% to +1.29% | 11 · n=50 |
| +1.29% to +2.87% | 11 · n=50 |
| +2.87% to +4.44% | 5 · n=50 |
| +4.44% to +6.02% | 2 · n=50 |
| +6.02% to +7.60% | 1 · n=50 |
| +7.60% to +9.18% | 1 · n=50 |
| +9.18% to +10.76% | 2 · n=50 |
| Return interval | Observations |
|---|---|
| -4.14% to -3.59% | 1 · n=50 |
| -3.59% to -3.03% | 0 · n=50 |
| -3.03% to -2.48% | 0 · n=50 |
| -2.48% to -1.92% | 0 · n=50 |
| -1.92% to -1.37% | 3 · n=50 |
| -1.37% to -0.82% | 4 · n=50 |
| -0.82% to -0.26% | 10 · n=50 |
| -0.26% to +0.29% | 15 · n=50 |
| +0.29% to +0.85% | 12 · n=50 |
| +0.85% to +1.40% | 5 · n=50 |
| Return interval | Observations |
|---|---|
| -3.03% to -2.32% | 3 · n=50 |
| -2.32% to -1.61% | 3 · n=50 |
| -1.61% to -0.90% | 4 · n=50 |
| -0.90% to -0.18% | 7 · n=50 |
| -0.18% to +0.53% | 10 · n=50 |
| +0.53% to +1.24% | 9 · n=50 |
| +1.24% to +1.95% | 10 · n=50 |
| +1.95% to +2.66% | 2 · n=50 |
| +2.66% to +3.37% | 1 · n=50 |
| +3.37% to +4.09% | 1 · n=50 |
| Return interval | Observations |
|---|---|
| -4.39% to -2.91% | 5 · n=50 |
| -2.91% to -1.43% | 4 · n=50 |
| -1.43% to +0.06% | 11 · n=50 |
| +0.06% to +1.54% | 12 · n=50 |
| +1.54% to +3.02% | 5 · n=50 |
| +3.02% to +4.50% | 8 · n=50 |
| +4.50% to +5.99% | 1 · n=50 |
| +5.99% to +7.47% | 1 · n=50 |
| +7.47% to +8.95% | 1 · n=50 |
| +8.95% to +10.44% | 2 · n=50 |
Lower cosine distance means a closer standardized state. A five-session separation prevents adjacent market days from occupying the sample as near-duplicates.
| Session | Distance | SPX +1d | SPX +5d | SPX +21d | ES +1d | ES +5d | ES +21d |
|---|---|---|---|---|---|---|---|
| Sep 12, 2016 | 0.289 · n=21 dims | -1.48% · n=1 | -0.92% · n=1 | -1.03% · n=1 | -1.38% · n=1 | -1.18% · n=1 | -1.25% · n=1 |
| Aug 30, 2016 | 0.311 · n=21 dims | -0.24% · n=1 | +0.46% · n=1 | -1.15% · n=1 | -0.26% · n=1 | +0.43% · n=1 | -1.23% · n=1 |
| Jun 09, 2026 | 0.326 · n=23 dims | -1.62% · n=1 | +1.69% · n=1 | +2.56% · n=1 | -1.55% · n=1 | +1.70% · n=1 | +3.08% · n=1 |
| Sep 26, 2016 | 0.328 · n=21 dims | +0.64% · n=1 | +0.70% · n=1 | -0.14% · n=1 | +0.61% · n=1 | +0.63% · n=1 | -0.27% · n=1 |
| May 05, 2026 | 0.331 · n=23 dims | +1.46% · n=1 | +1.95% · n=1 | +4.48% · n=1 | +1.40% · n=1 | +1.91% · n=1 | +4.31% · n=1 |
| Sep 19, 2016 | 0.338 · n=21 dims | +0.03% · n=1 | +0.33% · n=1 | +0.02% · n=1 | -0.09% · n=1 | +0.32% · n=1 | +0.23% · n=1 |
| Apr 23, 2026 | 0.373 · n=23 dims | +0.80% · n=1 | +1.42% · n=1 | +5.14% · n=1 | +0.72% · n=1 | +1.40% · n=1 | +4.86% · n=1 |
| Apr 06, 2026 | 0.374 · n=23 dims | +0.08% · n=1 | +4.15% · n=1 | +9.79% · n=1 | +0.09% · n=1 | +4.09% · n=1 | +9.57% · n=1 |
| May 22, 2026 | 0.379 · n=23 dims | +0.61% · n=1 | +1.69% · n=1 | -1.54% · n=1 | +0.61% · n=1 | +1.63% · n=1 | -0.84% · n=1 |
| Aug 30, 2023 | 0.381 · n=23 dims | -0.16% · n=1 | -1.41% · n=1 | -5.02% · n=1 | -0.18% · n=1 | -1.50% · n=1 | -4.39% · n=1 |
| Oct 03, 2016 | 0.381 · n=21 dims | -0.50% · n=1 | +0.11% · n=1 | -2.29% · n=1 | -0.39% · n=1 | -0.87% · n=1 | -2.83% · n=1 |
| May 22, 2018 | 0.390 · n=22 dims | +0.32% · n=1 | -0.02% · n=1 | +0.93% · n=1 | +0.17% · n=1 | -0.06% · n=1 | +0.97% · n=1 |
| Jul 12, 2016 | 0.402 · n=21 dims | +0.01% · n=1 | +0.54% · n=1 | +1.08% · n=1 | +0.01% · n=1 | +0.61% · n=1 | +1.26% · n=1 |
| May 15, 2026 | 0.407 · n=23 dims | -0.07% · n=1 | +0.88% · n=1 | +1.39% · n=1 | -0.09% · n=1 | +0.79% · n=1 | +1.16% · n=1 |
| Aug 22, 2016 | 0.413 · n=21 dims | +0.20% · n=1 | -0.10% · n=1 | -0.89% · n=1 | +0.17% · n=1 | -0.10% · n=1 | -1.16% · n=1 |
| Jun 11, 2018 | 0.414 · n=22 dims | +0.17% · n=1 | -0.30% · n=1 | -0.29% · n=1 | +0.04% · n=1 | -0.12% · n=1 | -0.32% · n=1 |
| Jun 04, 2018 | 0.416 · n=22 dims | +0.07% · n=1 | +1.28% · n=1 | -1.23% · n=1 | +0.22% · n=1 | +1.37% · n=1 | -1.17% · n=1 |
| May 01, 2018 | 0.427 · n=22 dims | -0.72% · n=1 | +0.64% · n=1 | +1.90% · n=1 | -0.93% · n=1 | +0.68% · n=1 | +2.01% · n=1 |
| Jun 18, 2018 | 0.432 · n=22 dims | -0.40% · n=1 | -2.04% · n=1 | +1.51% · n=1 | -0.49% · n=1 | -2.07% · n=1 | +1.30% · n=1 |
| Sep 18, 2023 | 0.440 · n=23 dims | -0.22% · n=1 | -2.61% · n=1 | -1.80% · n=1 | -0.26% · n=1 | -2.73% · n=1 | -2.22% · n=1 |
| Sep 08, 2023 | 0.442 · n=23 dims | +0.67% · n=1 | -0.16% · n=1 | -2.73% · n=1 | +0.64% · n=1 | +0.67% · n=1 | -2.08% · n=1 |
| Aug 15, 2016 | 0.446 · n=21 dims | -0.55% · n=1 | -0.34% · n=1 | -2.94% · n=1 | -0.42% · n=1 | -0.21% · n=1 | -3.01% · n=1 |
| Mar 26, 2026 | 0.452 · n=23 dims | -1.67% · n=1 | +1.63% · n=1 | +10.76% · n=1 | -1.73% · n=1 | +1.49% · n=1 | +10.44% · n=1 |
| Aug 08, 2016 | 0.454 · n=21 dims | +0.04% · n=1 | +0.42% · n=1 | +0.24% · n=1 | +0.09% · n=1 | +0.48% · n=1 | +0.41% · n=1 |
| Jul 25, 2016 | 0.458 · n=21 dims | +0.03% · n=1 | +0.11% · n=1 | +0.85% · n=1 | +0.05% · n=1 | +0.10% · n=1 | +1.06% · n=1 |
| Jun 02, 2026 | 0.463 · n=23 dims | -0.74% · n=1 | -2.93% · n=1 | -1.66% · n=1 | -0.68% · n=1 | -3.03% · n=1 | -1.25% · n=1 |
| May 15, 2018 | 0.464 · n=22 dims | +0.41% · n=1 | +0.48% · n=1 | +2.62% · n=1 | +0.52% · n=1 | +0.63% · n=1 | +2.74% · n=1 |
| Apr 13, 2026 | 0.473 · n=23 dims | +1.18% · n=1 | +3.24% · n=1 | +7.47% · n=1 | +1.18% · n=1 | +3.25% · n=1 | +7.28% · n=1 |
| Oct 21, 2016 | 0.486 · n=21 dims | +0.47% · n=1 | -0.69% · n=1 | +2.66% · n=1 | +0.45% · n=1 | -0.52% · n=1 | +3.07% · n=1 |
| Apr 24, 2018 | 0.487 · n=22 dims | +0.18% · n=1 | +0.77% · n=1 | +3.75% · n=1 | +0.35% · n=1 | +0.65% · n=1 | +3.62% · n=1 |
| May 24, 2016 | 0.488 · n=21 dims | +0.70% · n=1 | +1.12% · n=1 | +1.79% · n=1 | +0.59% · n=1 | +1.11% · n=1 | +1.48% · n=1 |
| May 08, 2018 | 0.492 · n=22 dims | +0.97% · n=1 | +1.48% · n=1 | +3.68% · n=1 | +0.96% · n=1 | +1.45% · n=1 | +3.82% · n=1 |
| Jan 24, 2012 | 0.498 · n=21 dims | +0.87% · n=1 | -0.17% · n=1 | +3.71% · n=1 | +0.67% · n=1 | -0.25% · n=1 | +3.93% · n=1 |
| Aug 22, 2023 | 0.499 · n=23 dims | +1.10% · n=1 | +2.51% · n=1 | -1.31% · n=1 | +1.09% · n=1 | +2.44% · n=1 | -0.62% · n=1 |
| Aug 14, 2023 | 0.502 · n=23 dims | -1.16% · n=1 | -2.00% · n=1 | -0.50% · n=1 | -1.15% · n=1 | -2.08% · n=1 | -0.83% · n=1 |
| Jun 26, 2018 | 0.506 · n=22 dims | -0.86% · n=1 | -0.36% · n=1 | +4.20% · n=1 | -0.86% · n=1 | -0.56% · n=1 | +4.18% · n=1 |
| Jul 01, 2016 | 0.511 · n=21 dims | -0.68% · n=1 | +1.63% · n=1 | +2.57% · n=1 | -0.64% · n=1 | +1.62% · n=1 | +2.70% · n=1 |
| Jul 06, 2023 | 0.514 · n=23 dims | -0.29% · n=1 | +2.23% · n=1 | +1.51% · n=1 | -0.29% · n=1 | +2.17% · n=1 | +1.15% · n=1 |
| Jan 10, 2022 | 0.514 · n=23 dims | +0.92% · n=1 | -2.00% · n=1 | -1.78% · n=1 | +0.92% · n=1 | -1.95% · n=1 | -1.81% · n=1 |
| Dec 30, 2014 | 0.531 · n=21 dims | -1.03% · n=1 | -2.62% · n=1 | -4.10% · n=1 | -1.17% · n=1 | -2.76% · n=1 | -4.25% · n=1 |
| Jun 23, 2016 | 0.534 · n=21 dims | -3.59% · n=1 | -0.68% · n=1 | +2.61% · n=1 | -4.14% · n=1 | -0.74% · n=1 | +2.68% · n=1 |
| Jul 24, 2023 | 0.539 · n=23 dims | +0.28% · n=1 | +0.75% · n=1 | -3.67% · n=1 | +0.27% · n=1 | +0.68% · n=1 | -4.02% · n=1 |
| Mar 19, 2026 | 0.539 · n=23 dims | -1.51% · n=1 | -1.96% · n=1 | +7.61% · n=1 | -0.22% · n=1 | -1.27% · n=1 | +8.15% · n=1 |
| Nov 20, 2017 | 0.541 · n=22 dims | +0.65% · n=1 | +1.74% · n=1 | +3.76% · n=1 | +0.55% · n=1 | +1.70% · n=1 | +3.85% · n=1 |
| Feb 10, 2015 | 0.545 · n=21 dims | -0.00% · n=1 | +1.50% · n=1 | -0.13% · n=1 | +0.17% · n=1 | +1.61% · n=1 | +0.08% · n=1 |
| Aug 01, 2016 | 0.548 · n=21 dims | -0.64% · n=1 | +0.46% · n=1 | +0.24% · n=1 | -0.54% · n=1 | +0.51% · n=1 | +0.50% · n=1 |
| Sep 27, 2023 | 0.549 · n=23 dims | +0.59% · n=1 | -0.25% · n=1 | -3.21% · n=1 | +0.56% · n=1 | -0.37% · n=1 | -3.64% · n=1 |
| Jan 09, 2015 | 0.554 · n=21 dims | -0.81% · n=1 | -1.24% · n=1 | +1.16% · n=1 | -0.63% · n=1 | -1.09% · n=1 | +1.33% · n=1 |
| Jun 02, 2016 | 0.555 · n=21 dims | -0.29% · n=1 | +0.49% · n=1 | -0.11% · n=1 | -0.29% · n=1 | +0.50% · n=1 | -0.36% · n=1 |
| Jul 09, 2018 | 0.557 · n=22 dims | +0.35% · n=1 | +0.51% · n=1 | +2.67% · n=1 | +0.33% · n=1 | +0.32% · n=1 | +2.59% · n=1 |
Each session is standardized against only its prior 252 sessions, with at least n=60 finite observations. Cosine distance uses at least n=18 shared dimensions. The current vector has n=23 usable dimensions.
Historical net GEX and max-pain distance are excluded because the delayed options source does not provide a dependable chain archive. Current options readings remain in the Confluence Engine, but they do not enter this historical comparison until point-in-time history exists.
ES uses a continuous futures series. It is useful for a consistent daily history, but it is not a tradable contract and may include roll effects. COT percentiles are weekly releases carried forward across daily state rows.