MA-Stretch Query · Recency-Weighted Event Study

GLD at the 65-day line

GLD  ·  > 4% below its 65-day MA  ·  forward 21 sessions  ·  recency window from 2021-01-01  ·  half-life 9mo  ·  de-clustered ≥42d
Now: -5.8% vs the 65-day MA  · 5th pctile (2021+) · 6th all-time
Close 371.54 · MA 394.31 · IN BREACH now · all-time range -15.9% … +24.3%

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.
-3.3%-0.8%+1.7%+4.2%+6.6%2d5d8d11d15d21d
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
HorizonFull historyn=38Post-Covidn=9AI eran=4Rallyn=3Recency-wtdn=9
2 sessions-0.3% 47%-0.7% 33%-1.4% 0%-1.9% 0%-1.9% 2%
5 sessions+0.4% 55%+0.3% 56%-0.4% 50%-1.1% 33%-1.1% 31%
8 sessions+0.4% 57%+0.1% 50%+2.1% 67%+2.3% 50%-1.3% 48%
11 sessions+1.0% 65%+0.7% 62%+4.5% 67%-0.3% 50%-0.2% 49%
15 sessions+1.1% 70%+2.5% 75%+5.3% 67%-1.1% 50%+0.5% 51%
21 sessions+1.5% 65%+2.0% 62%+3.9% 67%-2.0% 50%-1.3% 49%
Regime delta: the recency-weighted 21-day median is -2.8 pts vs the full-history read — the recent regime is markedly weaker here.
Headline is recency-weighted (faster 9-month half-life) over 9 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
-1.3%
mean -1.8%
% positive
49%
9 events
vs baseline
-2.0 pts
base +0.7% / 56% pos
Range
-8% … +9%
25th -1.5% · 75th +3.8%
Path · max-gain
+3.8%
median MFE in window
Path · max-draw
-2.1%
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.
-13%-4%+4%+12%+20%median +1.5%2008201120142017202020232026each dot = one event · y = forward return
By decade: 2000s 7 2010s 20 2020s 10

The event log

Event dateStretchFwd 21dMax gainMax draw
2006-06-13-9.6%+17.2%+17.2%-0.5%
2006-09-11-4.9%-2.6%+2.2%-3.6%
2008-04-01-4.5%-0.2%+7.4%-1.2%
2008-06-04-4.3%+6.2%+7.5%-1.3%
2008-08-08-5.7%-9.4%+0.0%-9.4%
2008-10-16-5.8%-7.6%+0.0%-11.7%
2009-04-06-4.7%+5.0%+5.2%-0.1%
2010-02-04-5.2%+5.3%+7.0%-0.3%
2011-01-27-4.7%+7.6%+7.6%+0.0%
2011-09-26-4.5%+5.1%+5.1%-0.9%
2011-12-13-4.8%+0.5%+1.2%-5.1%
2012-04-04-4.3%+1.4%+3.5%+0.0%
2012-12-20-4.8%+2.2%+2.5%-0.2%
2013-02-22-5.7%+1.5%+2.1%-0.4%
2013-04-24-9.7%-2.7%+3.2%-5.3%
2013-06-24-11.1%+2.9%+4.7%-6.4%
2013-10-11-5.0%+1.0%+6.5%+0.0%
2013-12-12-5.4%+1.4%+2.3%-2.9%
2014-05-30-4.4%+6.3%+6.3%-0.6%
2014-09-11-4.3%-1.6%+0.0%-4.1%
2014-11-10-7.2%+6.8%+7.0%+0.0%
2015-03-06-4.8%+3.8%+4.3%-1.5%
2015-07-17-4.4%-1.4%+0.0%-4.3%
2015-11-06-4.3%-1.2%+0.3%-3.3%
2016-10-04-4.9%+2.2%+2.2%-1.3%
2016-12-02-7.6%-1.1%+0.0%-4.3%
2018-06-27-4.4%-2.3%+0.5%-2.4%
2020-03-18-4.6%+12.7%+15.6%-1.9%
2020-11-24-5.3%+4.0%+4.2%-1.7%
2021-02-17-4.3%-2.3%+1.9%-5.3%
2021-08-09-5.5%+3.4%+5.8%+0.0%
2022-05-10-4.3%+0.5%+1.7%-1.5%
2022-07-12-7.1%+3.7%+4.0%-1.7%
2022-09-15-5.3%-1.3%+3.7%-2.4%
2023-10-02-5.0%+8.5%+9.7%-0.5%
2026-03-20-6.9%+3.9%+7.9%-3.1%
2026-05-20-5.3%-7.9%+0.0%-10.3%
Read it honestly. The recency-weighted read leans on 9 post-2021 events (half-life 9mo); the full-history column carries 38. 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.