AMD · > +51% above its 200-day MA · forward 21 sessions · recency window from 2021-01-01 · half-life 9mo · de-clustered ≥42d
Now: +52.7% vs the 200-day MA · 90th pctile (2021+) · 89th all-time
Close 476.15 · MA 311.82 · IN BREACH now · all-time range -67.4% … +128.3%
Forward returns by regime
Median forward return (% positive) at 2 / 5 / 8 / 11 / 15 / 21 sessions, conditioned on each market regime — and the recency-weighted read (the headline). Watch how the shape shifts as the window tightens toward now.
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
Horizon
Full historyn=24
Post-Covidn=6
AI eran=5
Rallyn=4
Recency-wtdn=6
2 sessions
-1.3% 42%
-1.0% 50%
+1.3% 60%
-1.0% 50%
+1.3% 62%
5 sessions
-0.1% 50%
-0.2% 50%
+1.7% 60%
+2.7% 75%
+3.7% 58%
8 sessions
-2.0% 38%
+0.6% 50%
-2.1% 40%
+6.1% 50%
+15.1% 54%
11 sessions
-0.1% 46%
+3.8% 67%
+7.3% 80%
+8.6% 75%
+16.8% 95%
15 sessions
-1.6% 42%
+2.6% 50%
-0.2% 40%
+10.5% 50%
+21.9% 54%
21 sessions
-2.7% 46%
-4.1% 33%
-4.9% 40%
+8.9% 50%
+22.7% 54%
Regime delta: the recency-weighted 21-day median is +25.5 pts vs the full-history read — the recent regime is markedly stronger here.
Headline is recency-weighted (faster 9-month half-life) over 6 post-2021 events. Regime windows: AI era from Apr 1 2023 · Rally from the Oct 30 2023 bottom. Tight regimes carry few events (see the n per column) — read them with the recency-weighted line, which keeps sample by fading rather than cutting.
Forward 21d · median
+22.7%
mean +16.5%
% positive
54%
6 events
vs baseline
+21.7 pts
base +1.0% / 53% pos
Range
-8% … +45%
25th -6.5% · 75th +16.2%
Path · max-gain
+8.5%
median MFE in window
Path · max-draw
-7.1%
median MAE in window
Every event · outcome over time
Each dot is one de-clustered event at its date; height is the forward 21-session return. Gold-ringed = post-2021 — if there are few gold rings, the signal is a pre-Covid-regime artifact.
By decade: 2000s 42010s 122020s 8
The event log
Event date
Stretch
Fwd 21d
Max gain
Max draw
2005-12-27
+52.7%
+27.7%
+29.5%
-2.1%
2006-02-28
+54.2%
-11.3%
+6.9%
-12.2%
2009-09-08
+61.6%
+6.7%
+17.1%
+0.0%
2009-11-12
+62.2%
+34.0%
+34.4%
-0.8%
2010-01-14
+71.1%
-10.4%
+0.1%
-20.1%
2010-03-17
+56.8%
+1.4%
+5.1%
-6.7%
2013-05-15
+52.5%
-10.0%
+0.0%
-12.6%
2013-07-16
+52.5%
-13.8%
+4.7%
-18.1%
2016-04-22
+83.1%
+1.3%
+1.3%
-13.5%
2016-06-22
+89.1%
+16.3%
+16.3%
-6.0%
2016-08-22
+116.4%
-17.0%
+1.2%
-24.3%
2016-10-20
+57.7%
+25.1%
+25.1%
-9.5%
2016-12-20
+100.6%
-13.9%
+4.9%
-15.3%
2017-02-22
+88.4%
-3.4%
+6.4%
-8.8%
2018-07-27
+51.9%
+33.4%
+33.4%
-3.2%
2018-09-26
+111.6%
-40.1%
+1.2%
-40.1%
2020-01-02
+53.0%
-2.2%
+5.3%
-4.3%
2020-07-29
+58.6%
+10.1%
+14.0%
+0.0%
2021-11-08
+60.9%
-3.3%
+7.8%
-7.4%
2023-05-25
+51.4%
-8.3%
+7.3%
-10.7%
2024-01-19
+54.5%
-4.9%
+3.5%
-4.9%
2025-10-06
+58.6%
+22.7%
+29.8%
+0.0%
2026-04-24
+68.4%
+44.9%
+44.9%
-7.1%
2026-06-25
+98.2%
-7.1%
+9.1%
-7.1%
Read it honestly. The recency-weighted read leans on 6 post-2021 events (half-life 9mo); the full-history column carries 24. The regime delta shows how far recent behaviour has drifted from the long base rate. De-clustered by a 42-session gap; overlapping windows remain. A context gauge, not a mechanical signal.
Computed live from adjusted-close history (yfinance). Forward return = close-to-close over 21 sessions from each event. MFE/MAE = max favorable / adverse excursion within the window. Educational research, not investment advice.