MA-Stretch Query · Recency-Weighted Event Study

XLV at the 65-day line

XLV  ·  > +6% above its 65-day MA  ·  forward 21 sessions  ·  recency window from 2021-01-01  ·  half-life 9mo  ·  de-clustered ≥42d
Now: +6.0% vs the 65-day MA  · 91th pctile (2021+) · 92th all-time
Close 162.55 · MA 153.40 · IN BREACH now · all-time range -24.2% … +11.0%

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.
-1.2%-0.5%+0.2%+0.9%+1.6%2d5d8d11d15d21d
Full historyPost-CovidAI eraRallyRecency-wtdbaseline
HorizonFull historyn=42Post-Covidn=11AI eran=5Rallyn=5Recency-wtdn=11
2 sessions+0.3% 60%+0.2% 55%-0.1% 40%-0.1% 40%-0.1% 27%
5 sessions+0.0% 50%-0.2% 45%+0.7% 60%+0.7% 60%+0.7% 67%
8 sessions-0.0% 48%-0.6% 36%-0.9% 40%-0.9% 40%-0.9% 46%
11 sessions-0.1% 48%-0.8% 36%-0.8% 20%-0.8% 20%-0.8% 6%
15 sessions+0.0% 50%-0.7% 36%-0.1% 40%-0.1% 40%-0.1% 46%
21 sessions+0.5% 57%+0.6% 64%+0.6% 80%+0.6% 80%+0.6% 91%
Regime delta: the recency-weighted 21-day median is +0.1 pts vs the full-history read — little regime change.
Headline is recency-weighted (faster 9-month half-life) over 11 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
+0.6%
mean +1.7%
% positive
91%
11 events
vs baseline
-0.6 pts
base +1.2% / 63% pos
Range
-11% … +4%
25th -1.5% · 75th +0.8%
Path · max-gain
+1.6%
median MFE in window
Path · max-draw
-1.8%
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.
-22%-15%-8%-0%+7%median +0.5%2008201120142017202020232026each dot = one event · y = forward return
By decade: 2000s 7 2010s 21 2020s 14

The event log

Event dateStretchFwd 21dMax gainMax draw
2006-08-28+5.7%+1.6%+2.1%-0.8%
2007-04-23+5.7%+1.2%+1.6%-0.2%
2008-08-06+6.0%-3.9%+1.4%-3.9%
2009-02-05+5.9%-19.5%+0.8%-19.5%
2009-05-29+6.9%+3.2%+3.2%-3.8%
2009-07-29+9.0%+3.0%+3.0%-1.9%
2009-11-23+6.1%+3.1%+3.5%+0.0%
2010-09-24+5.9%+2.4%+2.5%-1.5%
2011-04-26+6.2%+2.7%+5.0%+0.0%
2011-10-27+6.0%-4.7%+0.1%-7.2%
2012-01-03+6.2%+2.5%+2.9%-0.5%
2012-10-04+6.1%-2.3%+0.5%-2.7%
2013-01-25+6.2%+0.4%+1.9%-0.4%
2013-03-27+6.5%+4.4%+5.8%+0.0%
2013-05-28+6.6%-3.2%+0.0%-5.2%
2013-11-15+5.8%-1.2%+2.1%-1.2%
2014-02-18+5.9%+1.2%+2.3%-0.6%
2014-07-02+5.8%-1.8%+0.4%-2.7%
2014-10-30+6.2%+3.6%+3.9%+0.0%
2015-03-20+6.2%-0.9%+0.0%-4.2%
2016-04-20+6.1%-3.2%+0.8%-3.2%
2016-08-01+5.8%-3.6%+0.0%-3.8%
2017-02-23+6.0%+0.2%+2.9%+0.0%
2017-06-21+6.0%+1.5%+1.7%-1.2%
2018-01-17+6.5%-3.7%+3.9%-8.1%
2018-07-25+5.8%+2.9%+3.0%-1.0%
2018-09-24+6.0%-4.4%+1.2%-5.0%
2019-11-15+6.6%+4.5%+4.6%-0.3%
2020-01-17+6.9%-0.4%+0.2%-5.1%
2020-04-27+7.0%-1.1%+0.0%-3.7%
2020-07-17+5.7%+1.5%+1.5%-0.7%
2021-01-07+6.9%-0.9%+1.4%-2.1%
2021-04-21+6.6%+0.7%+0.7%-1.7%
2021-08-03+6.8%+0.8%+2.0%-1.8%
2021-12-23+6.0%-8.0%+1.6%-8.0%
2022-04-07+7.3%-11.0%+0.6%-11.0%
2022-11-22+6.4%+0.6%+3.2%-0.6%
2024-01-02+7.0%+2.5%+2.5%-0.2%
2024-08-30+5.9%-2.2%+0.0%-2.6%
2025-10-01+6.3%+0.6%+2.0%-1.1%
2025-12-01+7.9%+0.1%+0.9%-3.4%
2026-06-26+8.7%+4.3%+4.3%-1.3%
Read it honestly. The recency-weighted read leans on 11 post-2021 events (half-life 9mo); the full-history column carries 42. 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.