MA-Stretch Query · Recency-Weighted Event Study

TSLA at the 21-day line

TSLA · > 12% below its 21-day MA · forward 21 sessions · recency window from 2021-01-01 · half-life 9mo · de-clustered ≥21d

Now: -14.8% vs the 21-day MA · 6th pctile (2021+) · 3th all-time

Close 311.21 · MA 365.34 · IN BREACH now · all-time range -47.2% … +59.0%

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=47	Post-Covidn=22	AI eran=11	Rallyn=8	Recency-wtdn=22
2 sessions	+0.1% 51%	-0.5% 45%	-3.3% 27%	-2.4% 38%	-3.3% 32%
5 sessions	+3.4% 68%	+0.8% 59%	-1.7% 45%	-1.2% 50%	-3.4% 38%
8 sessions	+4.7% 63%	-1.6% 43%	+2.1% 50%	+9.3% 57%	+9.3% 56%
11 sessions	+5.3% 67%	+4.3% 62%	+7.5% 70%	+7.8% 71%	+7.8% 70%
15 sessions	+5.5% 63%	+1.5% 52%	+5.8% 70%	+6.1% 71%	+9.6% 69%
21 sessions	+2.1% 63%	+1.4% 57%	+3.2% 70%	+1.4% 57%	+1.7% 68%

Regime delta: the recency-weighted 21-day median is -0.3 pts vs the full-history read — little regime change.

Headline is recency-weighted (faster 9-month half-life) over 22 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

+1.7%

mean -0.8%

% positive

68%

22 events

vs baseline

-0.3 pts

base +2.0% / 55% pos

Range

-29% … +33%

25th -6.0% · 75th +10.5%

Path · max-gain

+10.3%

median MFE in window

Path · max-draw

-7.7%

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: 2010s 22 2020s 24

The event log

Event date	Stretch	Fwd 21d	Max gain	Max draw
2010-08-11	-12.2%	+12.7%	+17.7%	-1.7%
2010-12-27	-19.2%	-3.1%	+11.4%	-11.5%
2011-08-04	-11.8%	-6.8%	+6.3%	-11.3%
2011-12-14	-11.7%	-6.8%	+0.7%	-20.1%
2012-05-18	-12.9%	+16.4%	+16.4%	+0.0%
2012-07-30	-12.4%	+4.9%	+14.0%	-4.6%
2013-11-06	-11.8%	-9.1%	+0.0%	-20.3%
2014-03-27	-12.4%	-4.2%	+11.1%	-6.5%
2014-05-08	-12.6%	+15.0%	+18.5%	+0.0%
2014-12-10	-12.5%	-3.6%	+8.6%	-5.7%
2015-08-24	-12.7%	+19.3%	+20.7%	+0.0%
2015-10-09	-11.7%	+2.1%	+5.3%	-6.2%
2016-02-03	-13.6%	+15.9%	+15.9%	-17.2%
2016-05-05	-14.1%	+4.3%	+6.4%	-3.2%
2017-07-06	-15.3%	+15.6%	+15.6%	+0.0%
2017-11-02	-12.2%	+2.0%	+6.2%	+0.0%
2018-03-27	-13.9%	+2.3%	+9.5%	-9.6%
2018-09-04	-12.2%	+2.0%	+7.5%	-8.9%
2018-10-08	-13.7%	+36.1%	+38.3%	+0.0%
2018-12-24	-14.8%	+0.6%	+17.6%	-2.6%
2019-04-26	-13.0%	-19.7%	+8.6%	-19.7%
2019-05-28	-16.6%	+16.2%	+20.0%	-5.2%
2020-02-27	-12.8%	-24.2%	+10.4%	-46.8%
2020-04-02	-13.2%	+67.5%	+76.1%	+0.0%
2020-09-08	-15.0%	+28.8%	+36.2%	+0.0%
2021-02-22	-13.7%	-7.3%	+3.9%	-21.2%
2021-05-11	-12.0%	-1.1%	+2.2%	-8.7%
2021-12-16	-12.5%	+11.2%	+29.4%	-2.9%
2022-01-24	-12.0%	-17.8%	+0.8%	-17.8%
2022-02-23	-14.1%	+32.7%	+32.7%	+0.0%
2022-04-26	-15.1%	-24.8%	+8.7%	-28.3%
2022-05-25	-16.1%	+11.5%	+17.6%	-3.0%
2022-10-03	-15.6%	-6.0%	+2.9%	-15.4%
2022-11-09	-17.1%	+0.8%	+10.3%	-5.5%
2022-12-14	-12.7%	-16.1%	+0.6%	-31.1%
2023-03-09	-13.0%	+6.7%	+20.0%	+0.0%
2023-04-20	-13.3%	+10.5%	+10.5%	-5.7%
2023-08-16	-11.6%	+21.6%	+22.4%	-4.5%
2023-10-19	-12.4%	+6.4%	+10.3%	-10.3%
2024-01-18	-11.9%	-5.6%	+0.1%	-14.5%
2024-03-14	-13.8%	-0.6%	+10.7%	-0.6%
2024-04-18	-11.6%	+18.4%	+29.4%	-5.3%
2024-08-02	-13.3%	+1.4%	+7.5%	-7.7%
2025-02-10	-11.8%	-29.3%	+2.8%	-36.7%
2025-03-12	-17.9%	+1.7%	+16.1%	-10.6%
2025-06-05	-14.4%	+4.6%	+22.5%	+0.0%

Read it honestly. The recency-weighted read leans on 22 post-2021 events (half-life 9mo); the full-history column carries 47. 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.