MA-Stretch Query · Recency-Weighted Event Study

MA at the 21-day line

MA  ·  > +4% above its 21-day MA  ·  forward 21 sessions  ·  recency window from 2021-01-01  ·  half-life 9mo  ·  de-clustered ≥21d
Now: +5.6% vs the 21-day MA  · 95th pctile (2021+) · 90th all-time
Close 573.10 · MA 542.49 · IN BREACH now · all-time range -24.4% … +28.7%

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.
-0.8%+0.5%+1.8%+3.1%+4.4%2d5d8d11d15d21d
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
HorizonFull historyn=102Post-Covidn=21AI eran=8Rallyn=8Recency-wtdn=21
2 sessions+0.0% 50%-0.1% 50%+0.2% 57%+0.2% 57%+1.5% 65%
5 sessions-0.1% 49%+0.7% 60%+1.1% 71%+1.1% 71%+1.2% 87%
8 sessions+0.2% 52%+0.6% 60%+2.5% 71%+2.5% 71%+3.6% 86%
11 sessions+0.3% 52%+1.2% 65%+1.6% 100%+1.6% 100%+3.4% 96%
15 sessions+0.9% 54%+1.2% 60%+3.8% 100%+3.8% 100%+3.8% 95%
21 sessions+2.5% 60%+2.2% 60%+3.7% 86%+3.7% 86%+3.7% 74%
Regime delta: the recency-weighted 21-day median is +1.2 pts vs the full-history read — little regime change.
Headline is recency-weighted (faster 9-month half-life) over 21 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
+3.7%
mean +5.0%
% positive
74%
21 events
vs baseline
+1.4 pts
base +2.4% / 64% pos
Range
-12% … +13%
25th -4.8% · 75th +3.8%
Path · max-gain
+3.8%
median MFE in window
Path · max-draw
-3.3%
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.
-37%-19%-2%+16%+33%median +2.5%200920122015201820212024each dot = one event · y = forward return
By decade: 2000s 29 2010s 44 2020s 28

The event log

Event dateStretchFwd 21dMax gainMax draw
2006-08-02+9.1%+11.8%+11.8%-0.1%
2006-09-06+7.4%+23.4%+23.4%+0.0%
2006-10-05+10.3%+23.3%+23.3%-4.3%
2006-11-03+21.2%+10.9%+17.8%-1.5%
2007-01-09+7.8%+8.6%+8.6%-3.0%
2007-02-08+5.5%-10.0%+0.0%-13.1%
2007-03-21+5.7%-0.4%+0.0%-4.0%
2007-04-27+4.7%+26.3%+26.3%-2.1%
2007-05-29+6.8%+13.2%+16.9%-3.2%
2007-06-27+5.8%-5.4%+4.2%-5.4%
2007-09-18+6.5%+6.1%+13.0%-2.4%
2007-10-31+20.0%+5.7%+5.7%-4.7%
2007-11-30+6.4%+7.0%+11.2%-2.4%
2008-01-31+8.3%-8.9%+4.3%-8.9%
2008-03-13+5.9%+8.4%+10.4%-3.9%
2008-04-24+4.7%+14.1%+23.6%-0.9%
2008-05-29+8.0%-12.1%+3.6%-12.1%
2008-07-17+6.4%-16.5%+0.0%-21.3%
2008-11-04+13.4%-21.7%+0.0%-28.9%
2008-12-08+6.7%+3.8%+10.0%-6.1%
2009-01-08+4.8%+6.0%+6.4%-22.0%
2009-02-09+17.0%-8.8%+1.2%-12.1%
2009-03-17+5.6%-0.3%+8.5%-5.1%
2009-04-29+6.9%-1.1%+3.9%-6.4%
2009-07-15+5.1%+18.3%+18.5%+0.0%
2009-08-13+5.7%+2.0%+3.7%-3.9%
2009-09-16+6.6%+2.6%+2.6%-9.3%
2009-10-15+6.1%+4.2%+7.5%-2.8%
2009-12-18+5.7%+1.5%+3.9%-2.0%
2010-03-05+5.9%+8.0%+8.0%+0.0%
2010-06-17+4.6%-8.4%+4.4%-8.4%
2010-09-17+5.2%+10.3%+10.3%+0.0%
2010-10-18+5.1%-1.0%+8.9%-1.0%
2010-12-13+6.2%-10.2%+0.0%-16.2%
2011-01-14+4.9%+8.1%+8.1%-1.4%
2011-02-15+5.3%-4.8%+0.0%-6.1%
2011-04-04+5.0%+8.2%+8.2%+0.0%
2011-06-29+12.9%-2.0%+3.1%-2.7%
2011-08-03+9.1%-2.5%+0.0%-13.7%
2011-09-07+5.0%-6.7%+4.3%-9.3%
2011-10-27+6.7%+2.9%+6.4%-4.3%
2011-12-01+5.3%-3.3%+0.0%-5.8%
2012-02-02+9.2%+9.4%+11.1%+0.0%
2012-04-27+4.9%-9.1%+0.0%-13.8%
2012-09-13+6.1%+4.0%+4.5%-2.1%
2013-01-02+4.7%+1.7%+4.4%+0.0%
2013-05-14+5.2%+0.7%+2.7%-2.1%
2013-08-01+8.0%-6.2%+1.2%-6.2%
2013-09-11+5.4%+3.1%+4.4%-0.6%
2013-10-18+5.2%+5.5%+5.5%-0.6%
2013-12-11+4.9%+2.6%+6.9%-1.0%
2014-10-30+13.2%+5.2%+5.2%+0.0%
2015-02-12+4.6%+1.4%+6.0%-0.6%
2015-10-12+4.6%+4.1%+5.0%-1.7%
2016-03-01+5.0%+4.9%+4.9%-3.6%
2016-04-01+5.6%+2.2%+2.8%-2.3%
2016-07-28+5.5%+0.5%+0.9%-1.0%
2017-06-02+5.1%-3.5%+0.6%-3.5%
2017-07-26+4.5%+1.5%+2.1%-2.5%
2017-09-11+6.5%+2.7%+2.7%-2.5%
2018-01-05+4.7%+6.6%+8.9%+0.0%
2018-03-09+5.2%-4.5%+0.0%-7.3%
2018-05-02+5.7%+5.1%+5.1%+0.0%
2018-06-06+5.3%-1.7%+0.0%-4.9%
2018-07-25+5.6%-4.2%+0.0%-7.6%
2018-08-29+4.9%+3.7%+3.7%-1.6%
2018-12-03+6.1%-9.6%+0.0%-16.8%
2019-01-16+4.6%+12.3%+12.3%+0.0%
2019-02-15+5.9%+4.0%+4.1%-1.3%
2019-04-30+5.5%-0.0%+1.0%-5.1%
2019-06-07+5.6%+3.0%+3.0%-2.6%
2019-07-11+4.7%-1.2%+1.3%-7.7%
2019-09-05+5.3%-6.2%+0.0%-9.4%
2020-01-13+5.0%+6.0%+6.0%-1.4%
2020-02-14+4.6%-30.2%+1.1%-30.9%
2020-04-06+8.7%+2.6%+6.8%-7.6%
2020-05-07+5.2%+11.5%+12.0%-3.3%
2020-06-08+5.6%-3.2%+0.9%-6.8%
2020-08-05+7.0%+4.8%+11.6%-1.6%
2020-11-09+7.1%-2.2%+0.0%-6.3%
2020-12-30+5.3%-9.4%+0.4%-11.2%
2021-02-23+5.0%+2.6%+9.7%-0.3%
2021-04-15+5.1%-5.8%+2.4%-7.7%
2021-07-14+4.8%-7.4%+0.6%-7.4%
2021-11-16+5.8%-4.5%+0.0%-17.1%
2021-12-16+5.2%+3.9%+6.4%-4.5%
2022-01-28+5.3%-9.9%+3.7%-9.9%
2022-03-29+8.4%+3.2%+3.2%-6.2%
2022-04-28+5.9%-5.6%+0.0%-15.2%
2022-05-31+4.5%-11.8%+1.7%-13.7%
2022-07-19+5.5%+4.4%+5.7%+0.0%
2022-10-25+5.7%+12.0%+12.0%-0.7%
2022-11-23+5.2%-1.4%+3.5%-2.1%
2023-01-06+5.5%+2.0%+4.0%+0.0%
2023-11-20+4.6%+3.7%+5.2%+0.0%
2024-02-01+6.4%+1.6%+3.9%-2.0%
2024-07-31+4.5%+3.7%+3.7%-4.7%
2025-01-27+4.6%+2.5%+3.8%-0.1%
2025-04-30+5.4%+6.8%+7.0%-0.3%
2025-12-12+5.1%-4.2%+1.5%-4.6%
2026-06-30+4.5%+12.6%+12.6%+0.0%
Read it honestly. The recency-weighted read leans on 21 post-2021 events (half-life 9mo); the full-history column carries 102. 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.