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.
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
Horizon
Full historyn=91
Post-Covidn=20
AI eran=13
Rallyn=11
Recency-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.
By decade: 2000s 272010s 382020s 25
The event log
Event date
Stretch
Fwd 21d
Max gain
Max 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.