Pages

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.

No comments:

Post a Comment

For compliance reasons, I don't post comments to the site, but I do like hearing from readers and am happy to answer any questions. Feel free to use the comment box to get in touch. Please leave an email address in your comment so that I can write back, or email me directly at Skrisiloff@avondaleam.com.