MA-Stretch Query · Recency-Weighted Event Study

UNH at the 200-day line

UNH  ·  > +17% above its 200-day MA  ·  forward 21 sessions  ·  recency window from 2021-01-01  ·  half-life 9mo  ·  de-clustered ≥42d
Now: +21.4% vs the 200-day MA  · 96th pctile (2021+) · 95th all-time
Close 414.40 · MA 341.48 · IN BREACH now · all-time range -51.0% … +31.5%

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.
-3.0%-1.0%+1.0%+3.0%+5.0%2d5d8d11d15d21d
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
HorizonFull historyn=36Post-Covidn=10AI eran=4Rallyn=4Recency-wtdn=10
2 sessions-0.5% 47%-0.0% 50%+0.4% 50%+0.4% 50%+1.0% 81%
5 sessions-0.5% 47%-1.0% 30%-1.6% 25%-1.6% 25%-0.8% 44%
8 sessions+0.4% 56%-1.3% 40%-0.5% 50%-0.5% 50%+1.1% 81%
11 sessions-0.2% 47%-1.3% 30%-1.0% 25%-1.0% 25%-0.3% 38%
15 sessions-0.6% 47%-1.1% 40%+1.4% 50%+1.4% 50%+3.9% 81%
21 sessions-0.2% 50%-1.9% 30%-0.7% 50%-0.7% 50%+0.2% 80%
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 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
+0.2%
mean +0.7%
% positive
80%
10 events
vs baseline
-1.6 pts
base +1.8% / 61% pos
Range
-10% … +4%
25th -6.5% · 75th -0.1%
Path · max-gain
+1.9%
median MFE in window
Path · max-draw
-4.3%
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.
-21%-13%-4%+4%+12%median -0.2%2008201120142017202020232026each dot = one event · y = forward return
By decade: 2000s 5 2010s 18 2020s 13

The event log

Event dateStretchFwd 21dMax gainMax draw
2005-10-19+17.9%+4.8%+4.8%-7.3%
2005-12-19+17.6%-3.8%+3.1%-3.8%
2009-05-08+17.3%-10.0%+0.0%-10.0%
2009-07-28+20.5%-0.5%+2.9%-10.7%
2009-12-10+18.0%+5.7%+8.9%+0.0%
2010-02-11+18.3%-1.8%+3.0%-4.5%
2010-10-25+17.2%-4.0%+0.0%-6.8%
2011-01-07+16.9%+9.2%+11.9%+0.0%
2011-03-10+24.4%+1.3%+4.2%-4.4%
2011-05-10+31.1%+0.5%+0.5%-5.6%
2011-07-11+21.0%-12.2%+3.6%-17.7%
2012-03-29+17.5%-3.4%+2.4%-3.4%
2013-07-08+18.2%+8.4%+8.6%-2.0%
2013-09-05+22.1%-1.0%+1.9%-4.3%
2014-10-30+17.1%+5.5%+5.5%-0.3%
2014-12-31+18.6%+6.1%+12.6%-2.1%
2015-03-04+24.1%+3.5%+6.7%-1.2%
2015-05-14+17.9%+0.8%+2.3%-1.7%
2016-11-30+17.3%+1.1%+3.5%-0.6%
2017-06-07+16.8%+3.0%+3.2%-2.2%
2017-10-27+18.5%+1.7%+1.7%-1.5%
2017-12-28+16.9%+6.2%+11.5%-1.0%
2019-12-13+17.4%+3.8%+3.8%+0.0%
2020-02-14+17.4%-17.9%+2.2%-24.4%
2020-06-05+17.6%-4.5%+0.0%-9.0%
2020-11-04+21.5%-1.0%+0.6%-6.0%
2021-01-06+17.3%-9.7%+1.6%-9.7%
2021-03-29+16.9%+4.1%+5.6%-3.9%
2021-05-27+19.6%-2.4%+0.0%-5.3%
2021-10-26+17.0%-1.0%+2.1%-3.8%
2021-12-27+20.6%-8.2%+1.2%-8.5%
2022-03-30+17.4%-2.4%+4.8%-2.4%
2024-09-04+17.1%-1.5%+0.0%-4.8%
2024-11-08+16.9%-7.9%+1.5%-10.7%
2026-04-28+18.0%+4.3%+9.4%-0.8%
2026-06-29+26.4%+0.2%+3.9%-1.0%
Read it honestly. The recency-weighted read leans on 10 post-2021 events (half-life 9mo); the full-history column carries 36. 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.