Wednesday, November 30, 2011

S&P 4% Days

Apparently it was a little premature to make a post highlighting the number of 3% days that the S&P has had because we ended up with a 4% day--of course, an even more rare occurrence.  In nearly 14,000 trading days since 1957, there have only been 83 times that the S&P has been up or down by 4% or more in a single day.  More than half, 46 of those times have been between 2008-2011.  71% of these days have happened since 2000.  The frequency table is presented below.

For reference, the first leveraged ETF began trading in 2006.

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