dhawalorg
Historical state retrieval25-state vector · daily since 2007 · as of Aug 22, 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
4,857 · n=4857
Current dimensions
23 · n=23
Closest distance
0.337 · 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: 66%Median: +0.86%Range: −6.2% to +7.3%
0%median← more similarless similar →2026-07-22 · distance 0.337 · SPX +1.90%2023-01-09 · distance 0.364 · SPX +5.80%2022-12-30 · distance 0.375 · SPX +7.29%2021-02-10 · distance 0.375 · SPX +0.86%2026-07-14 · distance 0.386 · SPX +2.72%2021-02-02 · distance 0.393 · SPX −1.51%2014-07-03 · distance 0.405 · SPX −2.34%2009-08-21 · distance 0.408 · SPX +4.44%2022-12-21 · distance 0.410 · SPX +3.57%2021-01-25 · distance 0.423 · SPX +1.82%2023-01-17 · distance 0.432 · SPX +3.92%2009-11-03 · distance 0.438 · SPX +5.21%2023-01-27 · distance 0.441 · SPX −2.47%2009-11-17 · distance 0.450 · SPX −1.28%2014-03-06 · distance 0.452 · SPX −0.64%2009-09-14 · distance 0.455 · SPX +2.27%2009-09-21 · distance 0.457 · SPX +2.48%2009-08-28 · distance 0.465 · SPX +3.08%2021-01-13 · distance 0.472 · SPX +3.28%2023-02-07 · distance 0.485 · SPX −5.90%2012-09-17 · distance 0.486 · SPX −0.43%2018-04-27 · distance 0.487 · SPX +0.75%2021-02-19 · distance 0.492 · SPX +0.87%2022-12-09 · distance 0.505 · SPX +0.90%2017-09-25 · distance 0.512 · SPX +2.90%2026-07-07 · distance 0.514 · SPX +2.93%2017-10-04 · distance 0.515 · SPX +1.66%2022-12-01 · distance 0.518 · SPX −6.19%2020-12-31 · distance 0.520 · SPX +1.87%2022-11-15 · distance 0.525 · SPX −2.40%2009-11-10 · distance 0.527 · SPX +0.85%2018-01-22 · distance 0.527 · SPX −4.65%2026-05-18 · distance 0.530 · SPX +0.23%2009-08-03 · distance 0.531 · SPX −0.46%2023-08-03 · distance 0.532 · SPX +0.31%2022-11-22 · distance 0.532 · SPX −4.53%2023-07-27 · distance 0.536 · SPX −2.90%2023-12-26 · distance 0.537 · SPX +2.43%2011-02-17 · distance 0.540 · SPX −3.14%2011-03-03 · distance 0.541 · SPX +0.11%2012-09-27 · distance 0.543 · SPX −2.43%2009-09-28 · distance 0.545 · SPX +0.04%2016-09-30 · distance 0.548 · SPX −1.94%2017-09-15 · distance 0.550 · SPX +2.30%2007-04-17 · distance 0.552 · SPX +2.90%2023-07-20 · distance 0.557 · SPX −3.64%2012-09-07 · distance 0.557 · SPX +1.25%2014-06-20 · distance 0.557 · SPX +1.05%2018-04-18 · distance 0.557 · SPX +0.42%2009-08-10 · distance 0.559 · SPX +2.61%
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
42.0% · n=50
95% interval 29.4% to 55.8% · n=50
Worst decile
-1.21% · n=50
Median
-0.12% · n=50
Full range
-1.56% to +1.43% · n=50
S&P 500 cash index +1d return histogram, n=5052676144411
Ten equal-width return bins from -1.56% to +1.43% · n=50
Read the full histogram as a table
Return intervalObservations
-1.56% to -1.26%5 · n=50
-1.26% to -0.96%2 · n=50
-0.96% to -0.66%6 · n=50
-0.66% to -0.36%7 · n=50
-0.36% to -0.06%6 · n=50
-0.06% to +0.23%14 · n=50
+0.23% to +0.53%4 · n=50
+0.53% to +0.83%4 · n=50
+0.83% to +1.13%1 · n=50
+1.13% to +1.43%1 · n=50
SPX

+5d

n=50
Positive hit rate
50.0% · n=50
95% interval 36.6% to 63.4% · n=50
Worst decile
-2.44% · n=50
Median
-0.02% · n=50
Full range
-2.77% to +4.55% · n=50
S&P 500 cash index +5d return histogram, n=509379884101
Ten equal-width return bins from -2.77% to +4.55% · n=50
Read the full histogram as a table
Return intervalObservations
-2.77% to -2.04%9 · n=50
-2.04% to -1.31%3 · n=50
-1.31% to -0.58%7 · n=50
-0.58% to +0.16%9 · n=50
+0.16% to +0.89%8 · n=50
+0.89% to +1.62%8 · n=50
+1.62% to +2.36%4 · n=50
+2.36% to +3.09%1 · n=50
+3.09% to +3.82%0 · n=50
+3.82% to +4.55%1 · n=50
SPX

+21d

n=50
Positive hit rate
66.0% · n=50
95% interval 52.2% to 77.6% · n=50
Worst decile
-3.19% · n=50
Median
+0.86% · n=50
Full range
-6.19% to +7.29% · n=50
S&P 500 cash index +21d return histogram, n=50236381011421
Ten equal-width return bins from -6.19% to +7.29% · n=50
Read the full histogram as a table
Return intervalObservations
-6.19% to -4.84%2 · n=50
-4.84% to -3.50%3 · n=50
-3.50% to -2.15%6 · n=50
-2.15% to -0.80%3 · n=50
-0.80% to +0.55%8 · n=50
+0.55% to +1.89%10 · n=50
+1.89% to +3.24%11 · n=50
+3.24% to +4.59%4 · n=50
+4.59% to +5.94%2 · n=50
+5.94% to +7.29%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
-1.26% · n=50
Median
-0.15% · n=50
Full range
-1.59% to +1.41% · n=50
E-mini S&P 500 continuous futures +1d return histogram, n=504375898411
Ten equal-width return bins from -1.59% to +1.41% · n=50
Read the full histogram as a table
Return intervalObservations
-1.59% to -1.29%4 · n=50
-1.29% to -0.99%3 · n=50
-0.99% to -0.69%7 · n=50
-0.69% to -0.39%5 · n=50
-0.39% to -0.09%8 · n=50
-0.09% to +0.21%9 · n=50
+0.21% to +0.51%8 · n=50
+0.51% to +0.81%4 · n=50
+0.81% to +1.11%1 · n=50
+1.11% to +1.41%1 · n=50
ES

+5d

n=50
Positive hit rate
48.0% · n=50
95% interval 34.8% to 61.5% · n=50
Worst decile
-2.40% · n=50
Median
-0.08% · n=50
Full range
-2.90% to +4.82% · n=50
E-mini S&P 500 continuous futures +5d return histogram, n=5075106885001
Ten equal-width return bins from -2.90% to +4.82% · n=50
Read the full histogram as a table
Return intervalObservations
-2.90% to -2.13%7 · n=50
-2.13% to -1.36%5 · n=50
-1.36% to -0.59%10 · n=50
-0.59% to +0.19%6 · n=50
+0.19% to +0.96%8 · n=50
+0.96% to +1.73%8 · n=50
+1.73% to +2.51%5 · n=50
+2.51% to +3.28%0 · n=50
+3.28% to +4.05%0 · n=50
+4.05% to +4.82%1 · n=50
ES

+21d

n=50
Positive hit rate
60.0% · n=50
95% interval 46.2% to 72.4% · n=50
Worst decile
-3.41% · n=50
Median
+0.79% · n=50
Full range
-6.12% to +7.03% · n=50
E-mini S&P 500 continuous futures +21d return histogram, n=5032729812421
Ten equal-width return bins from -6.12% to +7.03% · n=50
Read the full histogram as a table
Return intervalObservations
-6.12% to -4.81%3 · n=50
-4.81% to -3.49%2 · n=50
-3.49% to -2.18%7 · n=50
-2.18% to -0.86%2 · n=50
-0.86% to +0.45%9 · n=50
+0.45% to +1.77%8 · n=50
+1.77% to +3.08%12 · n=50
+3.08% to +4.40%4 · n=50
+4.40% to +5.71%2 · n=50
+5.71% to +7.03%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
Jul 22, 20260.337 · 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
Jan 09, 20230.364 · n=23 dims+0.70% · n=1+2.54% · n=1+5.80% · n=1+0.69% · n=1+2.45% · n=1+5.54% · n=1
Dec 30, 20220.375 · n=23 dims-0.40% · n=1+1.37% · n=1+7.29% · n=1-0.39% · n=1+1.37% · n=1+7.03% · n=1
Feb 10, 20210.375 · 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
Jul 14, 20260.386 · 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
Feb 02, 20210.393 · 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
Jul 03, 20140.405 · 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
Aug 21, 20090.408 · 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
Dec 21, 20220.410 · 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
Jan 25, 20210.423 · n=23 dims-0.15% · n=1-2.11% · n=1+1.82% · n=1-0.16% · n=1-2.15% · n=1+1.92% · n=1
Jan 17, 20230.432 · 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
Nov 03, 20090.438 · 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
Jan 27, 20230.441 · 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
Nov 17, 20090.450 · 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
Mar 06, 20140.452 · 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 14, 20090.455 · n=21 dims+0.31% · n=1+1.46% · n=1+2.27% · n=1+0.21% · n=1+1.19% · n=1+1.98% · n=1
Sep 21, 20090.457 · n=21 dims+0.66% · n=1-0.16% · n=1+2.48% · n=1+0.64% · n=1-0.14% · n=1+2.73% · n=1
Aug 28, 20090.465 · 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 13, 20210.472 · n=23 dims-0.38% · n=1+1.13% · n=1+3.28% · n=1-0.33% · n=1+1.11% · n=1+3.35% · n=1
Feb 07, 20230.485 · 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
Sep 17, 20120.486 · n=21 dims-0.13% · n=1-0.29% · n=1-0.43% · n=1-0.10% · n=1-0.63% · n=1-0.79% · n=1
Apr 27, 20180.487 · 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
Feb 19, 20210.492 · n=23 dims-0.77% · n=1-2.45% · n=1+0.87% · n=1-0.76% · n=1-2.40% · n=1+0.69% · n=1
Dec 09, 20220.505 · n=23 dims+1.43% · n=1-2.08% · n=1+0.90% · n=1+1.41% · n=1-1.65% · n=1+1.37% · n=1
Sep 25, 20170.512 · n=21 dims+0.01% · n=1+1.30% · n=1+2.90% · n=1-0.06% · n=1+1.17% · n=1+2.81% · n=1
Jul 07, 20260.514 · n=23 dims-0.28% · n=1+0.53% · n=1+2.93% · n=1-0.30% · n=1+0.53% · n=1+2.63% · n=1
Oct 04, 20170.515 · n=21 dims+0.56% · n=1+0.69% · n=1+1.66% · n=1+0.54% · n=1+0.66% · n=1+1.60% · n=1
Dec 01, 20220.518 · n=23 dims-0.12% · n=1-2.77% · n=1-6.19% · n=1-0.15% · n=1-2.84% · n=1-5.78% · n=1
Dec 31, 20200.520 · n=23 dims-1.48% · n=1+1.83% · n=1+1.87% · n=1-1.51% · n=1+1.83% · n=1+1.85% · n=1
Nov 15, 20220.525 · n=23 dims-0.83% · n=1+0.30% · n=1-2.40% · n=1-0.78% · n=1+0.27% · n=1-2.56% · n=1
Nov 10, 20090.527 · n=21 dims+0.50% · n=1+1.58% · n=1+0.85% · n=1+0.39% · n=1+1.42% · n=1+0.92% · n=1
Jan 22, 20180.527 · 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
May 18, 20260.530 · n=23 dims-0.67% · n=1+1.57% · n=1+0.23% · n=1-0.64% · n=1+1.50% · n=1-0.02% · n=1
Aug 03, 20090.531 · n=21 dims+0.30% · n=1+0.45% · n=1-0.46% · n=1+0.40% · n=1+0.67% · n=1-0.42% · n=1
Aug 03, 20230.532 · n=23 dims-0.53% · n=1-0.73% · n=1+0.31% · n=1-0.53% · n=1-0.80% · n=1-0.01% · n=1
Nov 22, 20220.532 · n=23 dims+0.59% · n=1+1.91% · n=1-4.53% · n=1+0.57% · n=1+1.77% · n=1-4.01% · n=1
Jul 27, 20230.536 · n=23 dims+0.99% · n=1-0.78% · n=1-2.90% · n=1+0.93% · n=1-0.93% · n=1-3.29% · n=1
Dec 26, 20230.537 · n=23 dims+0.14% · n=1-1.46% · n=1+2.43% · n=1+0.18% · n=1-1.63% · n=1+1.89% · n=1
Feb 17, 20110.540 · n=21 dims+0.19% · n=1-1.53% · n=1-3.14% · n=1+0.36% · n=1-1.42% · n=1-3.35% · n=1
Mar 03, 20110.541 · n=21 dims-0.74% · n=1-2.69% · n=1+0.11% · n=1-0.71% · n=1-2.67% · n=1-0.15% · n=1
Sep 27, 20120.543 · 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
Sep 28, 20090.545 · n=21 dims-0.22% · n=1-2.12% · n=1+0.04% · n=1-0.40% · n=1-2.12% · n=1+0.14% · n=1
Sep 30, 20160.548 · 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
Sep 15, 20170.550 · n=21 dims+0.15% · n=1+0.08% · n=1+2.30% · n=1+0.27% · n=1+0.14% · n=1+2.41% · n=1
Apr 17, 20070.552 · n=19 dims+0.07% · n=1+0.61% · n=1+2.90% · n=1+0.08% · n=1+0.64% · n=1+2.64% · n=1
Jul 20, 20230.557 · n=23 dims+0.03% · n=1+0.06% · n=1-3.64% · n=1-0.02% · n=1-0.03% · n=1-4.00% · n=1
Sep 07, 20120.557 · n=21 dims-0.61% · n=1+1.94% · n=1+1.25% · n=1-0.82% · n=1+1.91% · n=1+0.80% · n=1
Jun 20, 20140.557 · n=21 dims-0.01% · n=1-0.10% · n=1+1.05% · n=1-0.76% · n=1-0.81% · n=1+0.36% · n=1
Apr 18, 20180.557 · n=22 dims-0.57% · n=1-2.56% · n=1+0.42% · n=1-0.62% · n=1-2.41% · n=1+0.33% · n=1
Aug 10, 20090.559 · n=21 dims-1.27% · n=1-2.72% · n=1+2.61% · n=1-1.44% · n=1-2.90% · n=1+2.48% · 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.