AGG's biggest one-day moves since 2021, and what happened next

Describes the past; not a signal. Pre-licensed data — internal estimates, to be re-verified after our licensed data rebuild.

Close-to-close daily changes from 31 Mar 2021 to 4 Nov 2026 (1407 sessions). Later changes are measured from the close on the day of the move.

Biggest one-day falls

Of these 10, 4 were higher 21 sessions later · n = 10 · could be chance.

DateOne-day changeAfter 5 sessionsAfter 21 sessionsAfter 63 sessions
13 Jun 2022-1.6%+0.3%+2.3%-0.5%
26 Sep 2022-1.3%+1.0%-1.4%+2.1%
1 May 2023-1.3%+0.4%-0.1%-1.9%
7 Apr 2025-1.3%-0.6%-0.0%+0.3%
2 Mar 2022-1.2%-0.4%-2.2%-6.1%
10 Apr 2024-1.2%-0.2%+0.7%+2.5%
5 Aug 2022-1.1%+0.4%-3.2%-8.1%
18 Dec 2024-1.1%-0.1%+0.1%+1.5%
27 Mar 2023-1.1%+0.7%+0.7%-0.9%
22 Sep 2022-1.1%-1.0%-3.8%+0.9%

Biggest one-day rises

Of these 10, 8 were higher 21 sessions later · n = 10 · could be chance.

DateOne-day changeAfter 5 sessionsAfter 21 sessionsAfter 63 sessions
10 Nov 2022+2.1%+0.6%+2.3%+2.2%
28 Sep 2022+1.6%-0.4%-1.7%+0.0%
14 Nov 2023+1.3%+0.4%+4.0%+2.4%
13 Dec 2023+1.3%+0.6%-0.1%-1.3%
10 Mar 2023+1.2%+1.4%+1.8%-0.1%
2 Aug 2024+1.1%-0.8%+0.0%-1.9%
15 Jun 2022+1.1%+1.1%+1.8%-1.2%
6 Jan 2023+1.1%+0.8%+0.0%+0.7%
9 Oct 2023+1.0%-0.6%+0.5%+5.2%
15 Mar 2023+1.0%+0.5%+0.1%-1.5%

AGG in the rare moves record