Discover similar movements across stocks and time. Start with the longest pattern, inspect the closest fit, and see what happened next.
The reference pattern ends at the latest completed daily bar. We check every length from your maximum down to 20 trading days. For each length, every stock’s earlier windows are compared at durations from half to twice the current pattern’s length.
Each log-price path is resampled to 128 points and standardized. Shape deviation is 100 × √((1 − correlation) / 2). Identical normalized shapes score 0%; inverted shapes score 100%. The full searched universe is checked before the closest qualifying match at the longest length becomes final.
Matches must end before the current reference pattern starts. Invalid or flat windows are skipped. Seven-day retained histories refresh with the daily stock data pipeline; individual source dates and stale coverage are reported. The current New York calendar day and the original fetch day of each history are excluded so a partially formed daily bar cannot change a match, even when its cache is read later.
The dashed continuation uses only subsequent historical prices and the matched segment’s normalization. Results stay in this page; closing it stops a running scan.