MA-Stretch Query · Recency-Weighted Event Study

IWF/IWD at the 200-day line

IWF/IWD  ·  > 9% below its 200-day MA  ·  forward 21 sessions  ·  recency window from 2021-01-01  ·  half-life 9mo  ·  de-clustered ≥42d
Now: -11.7% vs the 200-day MA  · 2th pctile (2021+) · 1th all-time
Close 0.47 · MA 0.53 · IN BREACH now · all-time range -16.2% … +26.2%

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.
-1.0%+0.1%+1.2%+2.3%+3.4%2d5d8d11d15d21d
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
HorizonFull historyn=9Post-Covidn=9AI eran=3Rallyn=3Recency-wtdn=9
2 sessions+0.7% 67%+0.7% 67%+1.6% 100%+1.6% 100%+1.6% 98%
5 sessions+0.0% 56%+0.0% 56%+1.6% 100%+1.6% 100%+1.6% 98%
8 sessions+2.3% 67%+2.3% 67%+2.8% 67%+2.8% 67%+2.8% 72%
11 sessions+1.6% 67%+1.6% 67%+1.6% 67%+1.6% 67%+1.6% 72%
15 sessions-0.2% 44%-0.2% 44%-0.4% 33%-0.4% 33%-0.4% 34%
21 sessions+2.3% 78%+2.3% 78%+2.4% 67%+2.4% 67%+2.4% 62%
Regime delta: the recency-weighted 21-day median is +0.1 pts vs the full-history read — little regime change.
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
+2.4%
mean +1.6%
% positive
62%
9 events
vs baseline
+2.1 pts
base +0.3% / 56% pos
Range
-3% … +8%
25th +0.2% · 75th +6.0%
Path · max-gain
+2.6%
median MFE in window
Path · max-draw
-1.3%
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.
-4%-1%+2%+6%+9%median +2.3%2008201120142017202020232026each dot = one event · y = forward return
By decade: 2020s 9

The event log

Event dateStretchFwd 21dMax gainMax draw
2021-03-05-9.0%+1.9%+1.9%-3.0%
2021-05-06-8.8%+0.2%+0.8%-2.1%
2022-03-07-9.8%+6.3%+7.6%-1.3%
2022-05-05-11.6%-2.4%+0.0%-6.3%
2022-11-03-9.2%+2.3%+2.6%-0.8%
2023-01-05-10.3%+7.8%+8.6%+0.0%
2026-02-05-9.1%+2.4%+2.4%-1.2%
2026-04-08-9.7%+6.0%+6.0%-0.1%
2026-06-25-11.1%-2.9%+6.0%-2.9%
Read it honestly. The recency-weighted read leans on 9 post-2021 events (half-life 9mo); the full-history column carries 9. 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.