MA-Stretch Query · Recency-Weighted Event Study

CRM at the 21-day line

CRM  ·  > +7% above its 21-day MA  ·  forward 21 sessions  ·  recency window from 2021-01-01  ·  half-life 9mo  ·  de-clustered ≥21d
Now: +8.0% vs the 21-day MA  · 95th pctile (2021+) · 91th all-time
Close 184.02 · MA 170.41 · IN BREACH now · all-time range -31.3% … +33.4%

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.
-5.0%-2.9%-0.8%+1.3%+3.3%2d5d8d11d15d21d
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
HorizonFull historyn=104Post-Covidn=26AI eran=15Rallyn=13Recency-wtdn=26
2 sessions-0.3% 45%-0.6% 38%-0.4% 47%-0.4% 46%-0.6% 44%
5 sessions+0.1% 53%+0.1% 65%+0.1% 67%+0.1% 69%+0.1% 61%
8 sessions-0.2% 48%-0.9% 38%-0.7% 47%-0.9% 46%-2.2% 24%
11 sessions+0.6% 55%-0.3% 46%-0.4% 40%-0.3% 46%+1.7% 52%
15 sessions+0.7% 51%-0.5% 44%-0.6% 43%-0.6% 42%-1.0% 35%
21 sessions+0.6% 51%+0.5% 52%+1.1% 57%+1.4% 58%-3.9% 41%
Regime delta: the recency-weighted 21-day median is -4.4 pts vs the full-history read — the recent regime is markedly weaker here.
Headline is recency-weighted (faster 9-month half-life) over 26 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
-3.9%
mean -5.9%
% positive
41%
26 events
vs baseline
-6.1 pts
base +2.2% / 59% pos
Range
-18% … +16%
25th -8.4% · 75th +4.4%
Path · max-gain
+4.4%
median MFE in window
Path · max-draw
-4.9%
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.
-25%-8%+8%+25%+41%median +0.6%2008201120142017202020232026each dot = one event · y = forward return
By decade: 2000s 33 2010s 38 2020s 32

The event log

Event dateStretchFwd 21dMax gainMax draw
2005-02-18+15.3%-5.3%+6.0%-6.3%
2005-05-19+17.6%+17.9%+18.4%+0.0%
2005-07-14+12.1%+3.8%+8.2%-2.0%
2005-09-13+14.7%-10.3%+1.6%-10.3%
2005-10-21+6.8%+19.2%+19.2%-1.3%
2005-11-21+9.9%+12.2%+21.8%+0.0%
2006-01-06+15.9%-4.3%+7.0%-4.3%
2006-03-13+9.0%-14.5%+2.3%-14.5%
2006-07-31+7.0%+34.7%+34.7%-4.0%
2006-08-29+18.0%+8.7%+10.9%-4.0%
2006-09-28+6.9%+6.5%+9.7%-6.4%
2006-11-13+7.9%-11.0%+0.0%-13.6%
2007-01-11+8.9%+13.5%+14.3%-1.3%
2007-02-12+7.5%-11.4%+5.3%-12.3%
2007-05-18+7.2%-1.0%+6.4%-2.1%
2007-09-11+10.7%+21.5%+22.6%-0.6%
2007-10-10+11.8%-13.0%+2.3%-13.0%
2007-11-16+9.2%+2.0%+3.8%-9.2%
2007-12-20+13.9%-15.0%+0.0%-20.2%
2008-02-28+16.2%-6.1%+0.0%-10.0%
2008-04-02+7.1%+8.0%+9.6%-4.7%
2008-05-05+7.2%+4.6%+4.6%-9.7%
2008-06-05+7.7%-9.2%+0.7%-9.2%
2008-12-02+8.1%+17.0%+19.8%-1.4%
2009-01-06+6.9%-11.2%+0.0%-24.7%
2009-02-05+7.0%+0.6%+0.6%-16.1%
2009-03-09+11.0%+18.5%+20.7%+0.0%
2009-04-08+7.9%+9.8%+20.1%-1.1%
2009-07-20+8.3%+6.2%+15.3%+0.0%
2009-08-21+17.6%+6.0%+9.1%-4.7%
2009-10-12+6.9%+3.6%+3.6%-7.7%
2009-11-13+7.8%-1.6%+1.1%-5.4%
2009-12-21+7.4%-7.4%+7.3%-7.4%
2010-03-01+7.1%+6.4%+9.3%-0.5%
2010-04-14+8.5%+3.4%+5.8%-7.6%
2010-06-03+12.4%-8.5%+2.0%-10.3%
2010-07-23+8.8%+12.5%+13.0%-3.4%
2010-08-23+11.2%+5.7%+9.7%-2.8%
2010-10-29+6.9%+19.9%+25.6%-5.1%
2010-11-30+12.6%-5.0%+8.2%-5.0%
2011-04-20+7.4%+3.2%+3.2%-9.2%
2011-05-20+8.2%-1.8%+4.7%-6.5%
2011-07-05+7.6%-6.5%+3.5%-6.9%
2011-09-14+6.7%-0.6%+4.8%-14.2%
2011-10-24+6.8%-18.3%+5.0%-18.3%
2012-01-19+11.6%+12.8%+15.5%-0.3%
2012-02-24+14.4%+9.5%+9.5%-2.1%
2012-08-10+7.2%+7.8%+7.8%+0.0%
2012-09-14+7.4%-3.3%+0.0%-6.6%
2012-11-21+9.0%+6.4%+7.6%-1.5%
2013-03-04+8.1%-9.3%+0.3%-9.3%
2013-05-14+7.2%-16.0%+4.5%-16.5%
2013-07-11+8.5%+8.9%+10.0%+0.0%
2013-08-30+10.5%+7.1%+8.7%-1.3%
2014-01-15+8.5%+5.2%+5.7%-4.4%
2014-02-27+6.6%-15.8%+0.0%-16.6%
2014-06-17+9.1%-9.0%+2.4%-9.0%
2014-08-22+9.5%-5.0%+2.4%-5.0%
2014-10-28+8.5%-3.7%+4.7%-5.6%
2015-02-13+7.8%+7.5%+11.8%-1.5%
2015-04-29+10.3%-2.5%+0.5%-6.0%
2015-10-16+7.1%-3.2%+0.8%-4.0%
2016-02-25+10.4%+3.6%+4.9%-2.4%
2016-05-23+6.7%-1.4%+2.5%-1.5%
2017-01-25+6.7%+4.2%+4.7%-0.7%
2018-03-01+6.6%-3.5%+7.2%-5.5%
2018-07-12+6.7%-1.8%+0.5%-7.4%
2018-11-30+7.5%-8.7%+1.0%-15.0%
2019-01-08+8.4%+6.3%+9.1%-0.4%
2019-02-12+6.8%-1.3%+1.1%-4.7%
2019-10-30+6.7%+2.9%+3.7%-1.1%
2020-01-06+6.9%+6.9%+8.6%+0.0%
2020-04-09+8.3%+18.2%+18.2%-2.6%
2020-05-11+14.0%-0.3%+0.0%-8.6%
2020-06-22+7.5%-0.2%+4.7%-4.4%
2020-08-06+7.2%+22.6%+35.4%-7.6%
2020-09-04+11.7%-1.8%+0.0%-7.3%
2020-10-09+6.9%-2.5%+0.4%-12.7%
2021-02-16+7.7%-14.3%+0.0%-17.4%
2021-04-09+7.6%-7.5%+2.4%-7.5%
2021-05-28+7.9%+3.2%+3.4%-3.0%
2021-08-26+7.0%+4.4%+6.7%-5.1%
2022-03-18+8.2%-12.5%+1.1%-14.5%
2022-06-01+6.7%-4.5%+7.5%-9.2%
2022-07-21+7.5%-0.9%+3.2%-8.0%
2022-10-21+7.2%-9.6%+3.2%-12.7%
2023-01-09+10.6%+15.3%+18.7%-1.5%
2023-02-08+6.7%+2.1%+10.0%-4.7%
2023-03-16+7.7%+5.2%+6.7%-1.3%
2023-05-18+7.1%+1.7%+4.7%-3.6%
2023-07-12+7.0%-8.4%+3.1%-9.4%
2023-11-14+7.2%+16.3%+17.6%-0.8%
2023-12-14+7.5%+5.5%+5.7%-2.4%
2024-01-29+7.1%+4.1%+4.4%-2.4%
2024-03-01+8.4%-3.9%+0.0%-7.0%
2024-06-28+7.8%+0.5%+2.4%-3.6%
2024-09-25+7.2%+4.6%+6.9%-1.2%
2024-11-08+9.1%+8.3%+14.3%+0.0%
2025-01-28+8.6%-18.1%+0.0%-18.1%
2025-05-02+7.5%-3.9%+5.8%-4.9%
2025-10-21+8.1%-13.5%+0.0%-13.5%
2025-12-05+9.9%+2.3%+2.3%-2.5%
2026-05-29+6.8%-17.8%+9.7%-21.2%
Read it honestly. The recency-weighted read leans on 26 post-2021 events (half-life 9mo); the full-history column carries 104. 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.