MA-Stretch Query · Recency-Weighted Event Study

WMT at the 65-day line

WMT  ·  > 5% below its 65-day MA  ·  forward 21 sessions  ·  recency window from 2021-01-01  ·  half-life 9mo  ·  de-clustered ≥42d
Now: -6.7% vs the 65-day MA  · 7th pctile (2021+) · 6th all-time
Close 111.20 · MA 119.14 · IN BREACH now · all-time range -18.3% … +19.6%

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.
-3.3%-1.0%+1.2%+3.4%+5.7%2d5d8d11d15d21d
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
HorizonFull historyn=38Post-Covidn=10AI eran=4Rallyn=4Recency-wtdn=10
2 sessions-0.1% 47%-0.3% 40%-1.1% 25%-1.1% 25%-0.8% 45%
5 sessions-0.0% 50%+0.8% 60%-0.3% 25%-0.3% 25%-0.2% 46%
8 sessions+0.8% 62%+1.8% 67%-2.1% 33%-2.1% 33%-2.1% 12%
11 sessions+1.5% 68%+2.7% 67%-1.2% 33%-1.2% 33%-1.2% 12%
15 sessions+0.6% 59%+2.4% 78%+0.5% 100%+0.5% 100%+0.5% 98%
21 sessions+1.2% 57%+4.5% 56%-1.1% 33%-1.1% 33%-1.1% 12%
Regime delta: the recency-weighted 21-day median is -2.3 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
-1.1%
mean -1.5%
% positive
12%
10 events
vs baseline
-2.0 pts
base +1.0% / 59% pos
Range
-8% … +11%
25th -6.6% · 75th +8.5%
Path · max-gain
+5.7%
median MFE in window
Path · max-draw
-1.2%
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.
-11%-4%+3%+10%+17%median +1.2%2008201120142017202020232026each dot = one event · y = forward return
By decade: 2000s 10 2010s 17 2020s 10

The event log

Event dateStretchFwd 21dMax gainMax draw
2005-04-06-5.1%-1.9%+0.0%-5.4%
2005-08-24-6.1%-5.2%+0.7%-6.7%
2006-01-17-5.2%+4.3%+4.3%-0.5%
2006-07-13-6.2%+1.2%+1.7%-2.6%
2006-12-01-4.6%+4.5%+4.5%-0.5%
2007-07-27-4.7%-4.1%+5.4%-5.6%
2007-09-26-4.8%+1.3%+8.7%+0.0%
2008-10-07-6.8%-1.3%+2.4%-9.4%
2009-01-08-5.1%-4.1%+1.4%-9.7%
2009-03-11-6.9%+6.7%+13.4%+0.0%
2010-05-20-4.8%-0.5%+0.8%-2.5%
2011-02-24-4.8%+1.2%+1.8%-0.7%
2011-08-03-4.8%+3.4%+4.8%-4.9%
2012-04-25-5.1%+14.2%+14.2%+0.0%
2012-11-15-7.0%+1.3%+5.8%-1.0%
2013-06-20-4.6%+6.6%+6.9%+0.0%
2014-01-27-4.9%+0.8%+2.2%-2.0%
2015-03-11-5.3%-0.0%+3.2%-0.2%
2015-05-19-5.0%-4.5%+0.0%-5.9%
2015-08-19-5.4%-7.6%+0.0%-8.0%
2015-10-19-12.1%+1.8%+1.8%-4.1%
2016-05-18-5.8%+12.4%+12.9%+0.0%
2016-10-07-5.1%+1.6%+1.9%-1.9%
2017-01-27-5.4%+8.0%+10.2%+0.0%
2018-02-20-5.9%-5.7%+0.0%-6.8%
2018-04-20-6.8%-2.2%+1.7%-4.5%
2018-12-14-4.8%+4.9%+4.9%-6.6%
2020-02-27-6.0%-0.3%+11.0%-5.8%
2021-02-01-4.7%-8.4%+5.7%-8.4%
2021-10-01-5.0%+9.3%+9.5%-1.0%
2021-12-01-5.1%+5.9%+6.7%-1.2%
2022-02-14-5.1%+8.5%+8.8%-0.3%
2022-05-17-10.1%-8.2%+0.0%-9.3%
2022-07-26-7.4%+11.1%+14.9%+0.0%
2023-12-07-4.9%+4.5%+4.5%-1.0%
2025-03-10-8.0%-6.6%+2.5%-6.6%
2026-05-22-4.8%-1.1%+0.6%-6.0%
Read it honestly. The recency-weighted read leans on 10 post-2021 events (half-life 9mo); the full-history column carries 38. 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.