TSLA · > 19% below its 65-day MA · forward 21 sessions · recency window from 2021-01-01 · half-life 9mo · de-clustered ≥42d
Now: -21.3% vs the 65-day MA · 8th pctile (2021+) · 4th all-time
Close 311.21 · MA 395.50 · IN BREACH now · all-time range -45.2% … +112.2%
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.
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
Horizon
Full historyn=18
Post-Covidn=10
AI eran=5
Rallyn=5
Recency-wtdn=10
2 sessions
+1.2% 50%
+3.5% 60%
-1.6% 40%
-1.6% 40%
-3.3% 15%
5 sessions
+1.4% 50%
+0.1% 50%
+3.4% 60%
+3.4% 60%
-3.4% 19%
8 sessions
+6.4% 65%
+1.4% 56%
+3.9% 75%
+3.9% 75%
-0.5% 48%
11 sessions
+8.6% 65%
+3.7% 56%
+13.1% 75%
+13.1% 75%
-3.6% 48%
15 sessions
+8.0% 88%
+5.6% 78%
+12.2% 75%
+12.2% 75%
+3.5% 55%
21 sessions
+14.1% 76%
+5.0% 56%
+14.1% 75%
+14.1% 75%
-5.1% 48%
Regime delta: the recency-weighted 21-day median is -19.2 pts vs the full-history read — the recent regime is markedly weaker here.
Headline is recency-weighted (faster 9-month half-life) over 10 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
-5.1%
mean +1.5%
% positive
48%
10 events
vs baseline
-7.1 pts
base +2.0% / 55% pos
Range
-31% … +24%
25th -10.2% · 75th +15.7%
Path · max-gain
+9.8%
median MFE in window
Path · max-draw
-7.8%
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 72020s 10
The event log
Event date
Stretch
Fwd 21d
Max gain
Max draw
2011-02-22
-21.0%
+1.6%
+14.1%
-0.2%
2011-08-22
-20.0%
+17.8%
+18.5%
+0.0%
2012-01-13
-23.7%
+45.5%
+45.5%
+0.0%
2013-11-18
-27.2%
+21.7%
+25.4%
-0.9%
2016-02-03
-20.2%
+15.9%
+15.9%
-17.2%
2018-03-28
-21.8%
+14.1%
+18.6%
-2.1%
2019-05-17
-21.9%
+6.5%
+6.6%
-15.2%
2020-03-16
-25.7%
+64.0%
+64.0%
-18.8%
2021-03-05
-19.3%
+15.7%
+18.4%
-5.8%
2022-01-27
-21.5%
+5.0%
+13.0%
-7.8%
2022-05-11
-20.4%
-5.1%
+5.6%
-14.4%
2022-10-07
-20.0%
-11.7%
+2.4%
-11.7%
2022-12-07
-24.0%
-31.2%
+2.9%
-37.9%
2023-10-30
-19.8%
+23.7%
+25.0%
+0.0%
2024-01-25
-20.9%
+9.2%
+9.8%
-0.9%
2024-04-19
-19.3%
+19.0%
+32.0%
-3.4%
2025-02-25
-22.0%
-10.2%
+0.0%
-26.6%
Read it honestly. The recency-weighted read leans on 10 post-2021 events (half-life 9mo); the full-history column carries 18. 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.