dhawalorg
Historical state retrieval25-state vector · daily since 2007 · as of Sep 07, 2026

Analog Engine.

Interpretation rule

Conditional history, not prediction.

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.

Selected analogs
50 · n=50
Eligible sessions
4,867 · n=4867
Current dimensions
23 · n=23
Closest distance
0.301 · n=23 dims
Constellation · SPX forward

Similarity against what followed.

Each dot is one of the 50 closest historical sessions: nearer the left is more similar to today, higher is a larger forward gain. The scatter is the sample, not a prediction.

Positive: 48%Median: −0.09%Range: −8.9% to +9.3%
0%median← more similarless similar →2026-08-06 · distance 0.301 · SPX +0.11%2014-07-03 · distance 0.388 · SPX −2.34%2018-01-22 · distance 0.396 · SPX −4.65%2022-12-14 · distance 0.421 · SPX −0.11%2023-01-17 · distance 0.422 · SPX +3.92%2023-01-03 · distance 0.424 · SPX +9.30%2009-08-21 · distance 0.432 · SPX +4.44%2023-07-21 · distance 0.433 · SPX −3.01%2023-02-07 · distance 0.435 · SPX −5.90%2018-01-09 · distance 0.440 · SPX −6.19%2023-01-27 · distance 0.448 · SPX −2.47%2026-07-22 · distance 0.449 · SPX +1.90%2016-09-30 · distance 0.453 · SPX −1.94%2022-12-21 · distance 0.460 · SPX +3.57%2017-11-20 · distance 0.461 · SPX +3.76%2016-08-18 · distance 0.466 · SPX −2.19%2017-10-25 · distance 0.467 · SPX +1.77%2022-12-06 · distance 0.468 · SPX −1.17%2023-07-31 · distance 0.473 · SPX −1.99%2014-03-06 · distance 0.482 · SPX −0.64%2016-09-08 · distance 0.486 · SPX −1.26%2017-11-10 · distance 0.487 · SPX +3.17%2017-10-05 · distance 0.488 · SPX +1.40%2026-07-14 · distance 0.490 · SPX +2.72%2012-09-11 · distance 0.493 · SPX −0.07%2016-09-22 · distance 0.493 · SPX −1.65%2012-09-27 · distance 0.496 · SPX −2.43%2021-02-10 · distance 0.497 · SPX +0.86%2017-09-22 · distance 0.505 · SPX +2.51%2023-07-07 · distance 0.506 · SPX +2.72%2009-09-18 · distance 0.511 · SPX +2.77%2009-08-28 · distance 0.511 · SPX +3.08%2021-01-26 · distance 0.514 · SPX −0.53%2009-11-03 · distance 0.519 · SPX +5.21%2017-11-02 · distance 0.519 · SPX +2.31%2017-10-18 · distance 0.520 · SPX +0.95%2012-08-29 · distance 0.523 · SPX +2.14%2012-09-19 · distance 0.525 · SPX −0.25%2018-03-09 · distance 0.528 · SPX −4.65%2016-08-29 · distance 0.530 · SPX −0.41%2009-11-17 · distance 0.531 · SPX −1.28%2021-02-02 · distance 0.532 · SPX −1.51%2022-11-29 · distance 0.533 · SPX −2.74%2012-08-21 · distance 0.535 · SPX +3.33%2014-06-23 · distance 0.538 · SPX +1.24%2009-08-04 · distance 0.539 · SPX −1.08%2012-05-02 · distance 0.540 · SPX −8.86%2007-05-07 · distance 0.540 · SPX +0.52%2011-02-15 · distance 0.543 · SPX −4.09%2018-04-27 · distance 0.544 · SPX +0.75%
Forward-return distributions

The range is the result.

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.

SPX

+1d

n=50
Positive hit rate
38.0% · n=50
95% interval 25.9% to 51.8% · n=50
Worst decile
-1.31% · n=50
Median
-0.12% · n=50
Full range
-2.57% to +3.09% · n=50
S&P 500 cash index +1d return histogram, n=50323102470001
Ten equal-width return bins from -2.57% to +3.09% · n=50
Read the full histogram as a table
Return intervalObservations
-2.57% to -2.00%3 · n=50
-2.00% to -1.44%2 · n=50
-1.44% to -0.87%3 · n=50
-0.87% to -0.30%10 · n=50
-0.30% to +0.26%24 · n=50
+0.26% to +0.83%7 · n=50
+0.83% to +1.40%0 · n=50
+1.40% to +1.96%0 · n=50
+1.96% to +2.53%0 · n=50
+2.53% to +3.09%1 · n=50
SPX

+5d

n=50
Positive hit rate
42.0% · n=50
95% interval 29.4% to 55.8% · n=50
Worst decile
-1.66% · n=50
Median
-0.20% · n=50
Full range
-3.40% to +4.55% · n=50
S&P 500 cash index +5d return histogram, n=5023812876301
Ten equal-width return bins from -3.40% to +4.55% · n=50
Read the full histogram as a table
Return intervalObservations
-3.40% to -2.61%2 · n=50
-2.61% to -1.81%3 · n=50
-1.81% to -1.02%8 · n=50
-1.02% to -0.22%12 · n=50
-0.22% to +0.57%8 · n=50
+0.57% to +1.37%7 · n=50
+1.37% to +2.17%6 · n=50
+2.17% to +2.96%3 · n=50
+2.96% to +3.76%0 · n=50
+3.76% to +4.55%1 · n=50
SPX

+21d

n=50
Positive hit rate
48.0% · n=50
95% interval 34.8% to 61.5% · n=50
Worst decile
-4.14% · n=50
Median
-0.09% · n=50
Full range
-8.86% to +9.30% · n=50
S&P 500 cash index +21d return histogram, n=50123912811301
Ten equal-width return bins from -8.86% to +9.30% · n=50
Read the full histogram as a table
Return intervalObservations
-8.86% to -7.05%1 · n=50
-7.05% to -5.23%2 · n=50
-5.23% to -3.41%3 · n=50
-3.41% to -1.60%9 · n=50
-1.60% to +0.22%12 · n=50
+0.22% to +2.03%8 · n=50
+2.03% to +3.85%11 · n=50
+3.85% to +5.67%3 · n=50
+5.67% to +7.48%0 · n=50
+7.48% to +9.30%1 · n=50
ES

+1d

n=50
Positive hit rate
40.0% · n=50
95% interval 27.6% to 53.8% · n=50
Worst decile
-1.29% · n=50
Median
-0.09% · n=50
Full range
-2.56% to +3.01% · n=50
E-mini S&P 500 continuous futures +1d return histogram, n=50325820110001
Ten equal-width return bins from -2.56% to +3.01% · n=50
Read the full histogram as a table
Return intervalObservations
-2.56% to -2.00%3 · n=50
-2.00% to -1.44%2 · n=50
-1.44% to -0.89%5 · n=50
-0.89% to -0.33%8 · n=50
-0.33% to +0.23%20 · n=50
+0.23% to +0.78%11 · n=50
+0.78% to +1.34%0 · n=50
+1.34% to +1.90%0 · n=50
+1.90% to +2.45%0 · n=50
+2.45% to +3.01%1 · n=50
ES

+5d

n=50
Positive hit rate
42.0% · n=50
95% interval 29.4% to 55.8% · n=50
Worst decile
-1.72% · n=50
Median
-0.22% · n=50
Full range
-3.33% to +4.82% · n=50
E-mini S&P 500 continuous futures +5d return histogram, n=50238131147101
Ten equal-width return bins from -3.33% to +4.82% · n=50
Read the full histogram as a table
Return intervalObservations
-3.33% to -2.51%2 · n=50
-2.51% to -1.70%3 · n=50
-1.70% to -0.88%8 · n=50
-0.88% to -0.07%13 · n=50
-0.07% to +0.75%11 · n=50
+0.75% to +1.56%4 · n=50
+1.56% to +2.38%7 · n=50
+2.38% to +3.19%1 · n=50
+3.19% to +4.01%0 · n=50
+4.01% to +4.82%1 · n=50
ES

+21d

n=50
Positive hit rate
48.0% · n=50
95% interval 34.8% to 61.5% · n=50
Worst decile
-4.03% · n=50
Median
-0.23% · n=50
Full range
-8.84% to +8.98% · n=50
E-mini S&P 500 continuous futures +21d return histogram, n=50123812109401
Ten equal-width return bins from -8.84% to +8.98% · n=50
Read the full histogram as a table
Return intervalObservations
-8.84% to -7.06%1 · n=50
-7.06% to -5.27%2 · n=50
-5.27% to -3.49%3 · n=50
-3.49% to -1.71%8 · n=50
-1.71% to +0.07%12 · n=50
+0.07% to +1.86%10 · n=50
+1.86% to +3.64%9 · n=50
+3.64% to +5.42%4 · n=50
+5.42% to +7.20%0 · n=50
+7.20% to +8.98%1 · n=50
Retrieved sessions

Every analog, every horizon.

Lower cosine distance means a closer standardized state. A five-session separation prevents adjacent market days from occupying the sample as near-duplicates.

SessionDistanceSPX +1dSPX +5dSPX +21dES +1dES +5dES +21d
Aug 06, 20260.301 · n=23 dims+0.62% · n=1+1.15% · n=1+0.11% · n=1+0.58% · n=1+1.13% · n=1-0.16% · n=1
Jul 03, 20140.388 · n=21 dims-0.39% · n=1-0.90% · n=1-2.34% · n=1-0.33% · n=1-0.76% · n=1-2.30% · n=1
Jan 22, 20180.396 · n=22 dims+0.22% · n=1+0.73% · n=1-4.65% · n=1+0.15% · n=1+0.64% · n=1-4.81% · n=1
Dec 14, 20220.421 · n=23 dims-2.49% · n=1-2.93% · n=1-0.11% · n=1-2.53% · n=1-2.31% · n=1+0.29% · n=1
Jan 17, 20230.422 · n=23 dims-1.56% · n=1+0.65% · n=1+3.92% · n=1-1.59% · n=1+0.58% · n=1+3.71% · n=1
Jan 03, 20230.424 · n=23 dims+0.75% · n=1+2.49% · n=1+9.30% · n=1+0.74% · n=1+2.46% · n=1+8.98% · n=1
Aug 21, 20090.432 · n=21 dims-0.05% · n=1+0.27% · n=1+4.44% · n=1-0.07% · n=1+0.22% · n=1+4.10% · n=1
Jul 21, 20230.433 · n=23 dims+0.40% · n=1+1.01% · n=1-3.01% · n=1+0.41% · n=1+0.91% · n=1-3.34% · n=1
Feb 07, 20230.435 · n=23 dims-1.11% · n=1-0.67% · n=1-5.90% · n=1-1.08% · n=1-0.72% · n=1-6.12% · n=1
Jan 09, 20180.440 · n=22 dims-0.11% · n=1+1.86% · n=1-6.19% · n=1-0.06% · n=1+1.87% · n=1-5.77% · n=1
Jan 27, 20230.448 · n=23 dims-1.30% · n=1+1.62% · n=1-2.47% · n=1-1.27% · n=1+1.55% · n=1-2.66% · n=1
Jul 22, 20260.449 · n=23 dims-1.21% · n=1-2.44% · n=1+1.90% · n=1-1.26% · n=1-2.51% · n=1+1.62% · n=1
Sep 30, 20160.453 · n=21 dims-0.33% · n=1-0.67% · n=1-1.94% · n=1-0.34% · n=1-0.65% · n=1-2.63% · n=1
Dec 21, 20220.460 · n=23 dims-1.45% · n=1-0.75% · n=1+3.57% · n=1-1.45% · n=1-0.87% · n=1+3.25% · n=1
Nov 20, 20170.461 · 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
Aug 18, 20160.466 · n=21 dims-0.14% · n=1-0.67% · n=1-2.19% · n=1-0.08% · n=1-0.46% · n=1-2.31% · n=1
Oct 25, 20170.467 · n=21 dims+0.13% · n=1+0.87% · n=1+1.77% · n=1+0.12% · n=1+0.64% · n=1+1.66% · n=1
Dec 06, 20220.468 · n=23 dims-0.19% · n=1+1.99% · n=1-1.17% · n=1-0.21% · n=1+1.96% · n=1-0.75% · n=1
Jul 31, 20230.473 · n=23 dims-0.27% · n=1-1.54% · n=1-1.99% · n=1-0.29% · n=1-1.66% · n=1-2.34% · n=1
Mar 06, 20140.482 · n=21 dims+0.05% · n=1-1.64% · n=1-0.64% · n=1+0.09% · n=1-1.57% · n=1-0.87% · n=1
Sep 08, 20160.486 · n=21 dims-2.45% · n=1-1.56% · n=1-1.26% · n=1-2.51% · n=1-1.49% · n=1-1.42% · n=1
Nov 10, 20170.487 · n=22 dims+0.10% · n=1-0.13% · n=1+3.17% · n=1+0.10% · n=1-0.13% · n=1+3.31% · n=1
Oct 05, 20170.488 · n=21 dims-0.11% · n=1-0.04% · n=1+1.40% · n=1-0.20% · n=1-0.02% · n=1+1.28% · n=1
Jul 14, 20260.490 · n=23 dims+0.38% · n=1-0.46% · n=1+2.72% · n=1+0.31% · n=1-0.60% · n=1+2.36% · n=1
Sep 11, 20120.493 · n=21 dims+0.21% · n=1+1.80% · n=1-0.07% · n=1+0.63% · n=1+2.01% · n=1-0.30% · n=1
Sep 22, 20160.493 · n=21 dims-0.57% · n=1-1.20% · n=1-1.65% · n=1-0.47% · n=1-0.91% · n=1-1.11% · n=1
Sep 27, 20120.496 · n=21 dims-0.45% · n=1+0.98% · n=1-2.43% · n=1-0.47% · n=1+1.02% · n=1-2.32% · n=1
Feb 10, 20210.497 · n=23 dims+0.17% · n=1+0.10% · n=1+0.86% · n=1+0.23% · n=1+0.17% · n=1+1.01% · n=1
Sep 22, 20170.505 · n=21 dims-0.22% · n=1+0.68% · n=1+2.51% · n=1-0.10% · n=1+0.66% · n=1+2.56% · n=1
Jul 07, 20230.506 · n=23 dims+0.24% · n=1+2.42% · n=1+2.72% · n=1+0.23% · n=1+2.32% · n=1+2.34% · n=1
Sep 18, 20090.511 · n=21 dims-0.34% · n=1-2.24% · n=1+2.77% · n=1-1.03% · n=1-2.85% · n=1+1.81% · n=1
Aug 28, 20090.511 · n=21 dims-0.81% · n=1-1.22% · n=1+3.08% · n=1-0.75% · n=1-1.31% · n=1+2.65% · n=1
Jan 26, 20210.514 · n=23 dims-2.57% · n=1-0.61% · n=1-0.53% · n=1-2.56% · n=1-0.63% · n=1-0.38% · n=1
Nov 03, 20090.519 · n=21 dims+0.10% · n=1+4.55% · n=1+5.21% · n=1+0.50% · n=1+4.82% · n=1+5.40% · n=1
Nov 02, 20170.519 · n=21 dims+0.31% · n=1+0.18% · n=1+2.31% · n=1+0.23% · n=1+0.28% · n=1+2.39% · n=1
Oct 18, 20170.520 · n=21 dims+0.03% · n=1-0.16% · n=1+0.95% · n=1+0.02% · n=1-0.06% · n=1+0.98% · n=1
Aug 29, 20120.523 · n=21 dims-0.78% · n=1+1.53% · n=1+2.14% · n=1-0.73% · n=1+1.69% · n=1+1.92% · n=1
Sep 19, 20120.525 · n=21 dims-0.05% · n=1-1.90% · n=1-0.25% · n=1+0.07% · n=1-2.23% · n=1-0.55% · n=1
Mar 09, 20180.528 · n=22 dims-0.13% · n=1-1.24% · n=1-4.65% · n=10.00% · n=1-1.12% · n=1-4.63% · n=1
Aug 29, 20160.530 · n=21 dims-0.20% · n=1+0.28% · n=1-0.41% · n=1-0.18% · n=1+0.24% · n=1-0.73% · n=1
Nov 17, 20090.531 · n=21 dims-0.05% · n=1-0.42% · n=1-1.28% · n=1+0.09% · n=1-0.41% · n=1-0.77% · n=1
Feb 02, 20210.532 · n=23 dims+0.10% · n=1+2.22% · n=1-1.51% · n=1+0.14% · n=1+2.29% · n=1-1.38% · n=1
Nov 29, 20220.533 · n=23 dims+3.09% · n=1-0.41% · n=1-2.74% · n=1+3.01% · n=1-0.43% · n=1-2.28% · n=1
Aug 21, 20120.535 · n=21 dims+0.02% · n=1-0.27% · n=1+3.33% · n=1-0.02% · n=1-0.34% · n=1+3.40% · n=1
Jun 23, 20140.538 · n=21 dims-0.64% · n=1-0.12% · n=1+1.24% · n=1-0.50% · n=1-0.03% · n=1+1.42% · n=1
Aug 04, 20090.539 · n=21 dims-0.29% · n=1-1.12% · n=1-1.08% · n=1-0.40% · n=1-1.17% · n=1-1.05% · n=1
May 02, 20120.540 · n=21 dims-0.77% · n=1-3.40% · n=1-8.86% · n=1-0.82% · n=1-3.33% · n=1-8.84% · n=1
May 07, 20070.540 · n=19 dims-0.12% · n=1-0.42% · n=1+0.52% · n=1-0.13% · n=1-0.36% · n=1+0.15% · n=1
Feb 15, 20110.543 · n=21 dims+0.63% · n=1-1.55% · n=1-4.09% · n=1+0.51% · n=1-1.56% · n=1-3.96% · n=1
Apr 27, 20180.544 · n=22 dims-0.82% · n=1-0.24% · n=1+0.75% · n=1-0.92% · n=1-0.32% · n=1+0.78% · n=1
Method and limits

Point-in-time inputs, explicit omissions.

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.