MA-Stretch Query · Recency-Weighted Event Study

AMZN at the 21-day line

AMZN  ·  > +7% above its 21-day MA  ·  forward 21 sessions  ·  recency window from 2021-01-01  ·  half-life 9mo  ·  de-clustered ≥21d
Now: +11.4% vs the 21-day MA  · 98th pctile (2021+) · 97th all-time
Close 271.58 · MA 243.80 · IN BREACH now · all-time range -27.2% … +42.1%

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.
-3.7%-1.9%-0.1%+1.7%+3.5%2d5d8d11d15d21d
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
HorizonFull historyn=91Post-Covidn=20AI eran=13Rallyn=11Recency-wtdn=20
2 sessions+0.1% 51%+0.5% 58%-0.1% 50%+0.3% 60%+0.8% 76%
5 sessions+0.1% 51%+0.2% 63%+0.6% 67%+0.6% 70%+0.1% 63%
8 sessions+0.3% 52%-0.5% 37%-1.5% 33%-1.5% 30%-0.5% 33%
11 sessions-0.8% 46%-2.5% 37%-2.7% 25%-2.7% 20%-2.8% 29%
15 sessions-0.3% 50%-1.4% 37%-2.0% 33%-2.0% 30%-2.5% 31%
21 sessions+1.0% 51%-2.2% 42%-0.4% 50%-0.4% 50%-2.2% 47%
Regime delta: the recency-weighted 21-day median is -3.1 pts vs the full-history read — the recent regime is markedly weaker here.
Headline is recency-weighted (faster 9-month half-life) over 20 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
-2.2%
mean +0.9%
% positive
47%
20 events
vs baseline
-4.7 pts
base +2.6% / 61% pos
Range
-15% … +17%
25th -6.4% · 75th +3.8%
Path · max-gain
+4.0%
median MFE in window
Path · max-draw
-6.5%
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.
-38%-18%+2%+22%+42%median +1.0%2008201120142017202020232026each dot = one event · y = forward return
By decade: 2000s 27 2010s 38 2020s 25

The event log

Event dateStretchFwd 21dMax gainMax draw
2005-07-19+8.4%+15.6%+21.8%-1.1%
2005-11-17+9.8%+3.5%+5.9%+0.0%
2006-06-29+9.7%-30.2%+0.4%-31.8%
2006-08-29+7.3%+7.9%+10.2%+0.0%
2006-10-25+14.7%+12.6%+14.0%-0.6%
2007-02-20+8.3%-4.1%+0.0%-10.7%
2007-04-16+11.6%+34.0%+39.9%-1.2%
2007-05-15+6.8%+18.8%+21.6%+0.0%
2007-07-13+7.1%-0.3%+14.8%-7.8%
2007-09-04+7.5%+11.8%+13.0%+0.0%
2007-10-23+8.7%-20.9%+0.0%-23.6%
2007-11-28+8.9%+4.6%+4.6%-5.8%
2008-03-20+7.9%+9.6%+9.6%-4.7%
2008-04-21+7.1%+0.7%+2.6%-9.7%
2008-06-05+8.1%-14.2%+0.0%-15.5%
2008-07-24+9.4%+8.3%+11.9%-3.8%
2008-11-04+7.4%-19.0%+0.0%-40.1%
2008-12-04+9.9%+21.2%+21.2%+0.0%
2009-01-06+11.6%+10.1%+10.9%-15.6%
2009-02-05+17.5%-4.3%+5.6%-4.3%
2009-03-11+8.0%+16.4%+16.4%-2.3%
2009-04-09+9.1%-1.5%+5.9%-6.3%
2009-06-02+8.6%-3.9%+3.1%-8.5%
2009-07-20+8.5%-6.9%+6.4%-8.1%
2009-09-16+9.5%+5.9%+7.5%-2.2%
2009-10-23+25.3%+12.2%+12.2%-1.2%
2009-12-01+7.3%-2.9%+2.7%-8.4%
2010-03-04+7.5%+2.3%+6.3%-0.4%
2010-04-14+7.0%-8.9%+4.0%-13.4%
2010-08-04+6.8%+6.0%+6.0%-3.0%
2010-09-03+8.4%+15.9%+15.9%-1.1%
2010-10-05+6.8%+4.7%+5.6%-4.9%
2010-11-29+6.8%+2.2%+2.9%-3.1%
2011-03-30+6.6%+9.1%+9.6%-0.6%
2011-05-02+8.5%-4.4%+2.4%-4.4%
2011-06-29+6.9%+9.0%+9.7%+0.0%
2011-08-30+6.7%+5.5%+14.6%-0.4%
2011-10-14+8.1%-11.3%+0.0%-19.6%
2012-01-19+8.5%-6.1%+0.5%-7.7%
2012-03-26+9.3%-4.2%+1.3%-8.6%
2012-04-27+16.7%-5.3%+2.2%-6.2%
2012-09-07+6.7%-0.0%+1.0%-3.7%
2012-11-29+7.6%-0.2%+4.1%-2.4%
2013-01-25+7.4%-8.7%+0.0%-9.4%
2013-07-11+6.8%-0.8%+4.1%-1.3%
2013-09-18+6.6%-0.4%+2.9%-4.4%
2013-10-25+14.2%+3.6%+3.6%-5.5%
2013-11-29+7.9%+1.3%+2.7%-3.1%
2014-06-06+7.8%-1.8%+2.4%-1.8%
2014-07-14+7.5%-10.1%+1.6%-13.6%
2014-11-14+7.6%-10.0%+3.3%-10.0%
2015-01-30+17.0%+8.5%+8.8%+0.0%
2015-04-24+16.2%-4.4%+0.0%-5.8%
2015-07-16+7.6%+11.8%+12.9%+0.0%
2015-09-21+6.9%+2.3%+4.5%-9.5%
2015-10-23+10.2%+13.3%+13.3%+0.0%
2016-03-01+8.7%+2.5%+3.4%-4.7%
2016-04-18+7.2%+9.4%+13.0%-5.2%
2017-10-27+11.4%+8.4%+8.6%-0.6%
2018-01-12+8.3%+8.4%+11.2%-0.9%
2018-03-09+6.7%-9.0%+1.2%-13.1%
2018-04-27+7.5%+2.6%+2.6%-0.4%
2018-12-03+8.7%-11.1%+0.0%-24.2%
2019-01-08+7.4%-2.5%+3.8%-3.8%
2019-03-20+7.4%+3.6%+3.8%-1.8%
2020-01-31+6.6%-5.0%+8.0%-6.2%
2020-04-06+6.9%+17.7%+23.8%+0.0%
2020-06-10+7.8%+20.9%+20.9%-3.9%
2020-07-10+14.6%-1.6%+0.8%-7.4%
2020-08-26+7.5%-10.1%+2.6%-14.1%
2020-10-12+10.0%-11.8%+0.0%-12.7%
2021-04-09+7.6%-5.4%+2.9%-5.4%
2021-07-06+7.4%-8.7%+1.5%-9.5%
2021-11-18+7.0%-9.6%+0.0%-9.6%
2022-03-18+8.4%-1.9%+5.0%-6.5%
2022-05-31+6.9%-11.6%+4.4%-14.9%
2022-07-20+9.2%+15.9%+17.9%-6.5%
2023-01-11+9.6%+2.7%+18.7%-1.5%
2023-05-11+6.7%+12.8%+12.9%-1.7%
2023-08-07+7.9%-4.8%+0.0%-7.3%
2023-11-02+6.8%+4.9%+7.0%+0.0%
2024-02-02+10.7%+1.3%+3.7%-2.8%
2024-06-27+7.1%-7.4%+1.1%-9.1%
2024-09-23+7.4%-2.2%+0.0%-6.7%
2024-11-06+8.8%+9.6%+9.6%-4.8%
2024-12-06+8.9%-2.2%+2.6%-3.4%
2025-05-12+12.8%+2.2%+4.3%-3.7%
2025-10-31+9.9%-4.0%+4.0%-11.1%
2026-01-08+6.7%-15.3%+0.4%-15.3%
2026-04-09+10.8%+16.7%+17.7%+0.0%
Read it honestly. The recency-weighted read leans on 20 post-2021 events (half-life 9mo); the full-history column carries 91. The regime delta shows how far recent behaviour has drifted from the long base rate. De-clustered by a 21-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.