CMI'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 5 Apr 2021 to 4 Nov 2026 (1405 sessions). Later changes are measured from the close on the day of the move.

Biggest one-day falls

Of these 9, 5 were higher 21 sessions later · n = 9 · could be chance.

DateOne-day changeAfter 5 sessionsAfter 21 sessionsAfter 63 sessions
5 Feb 2026-10.7%+8.9%+1.8%+26.3%
3 Apr 2025-7.7%-4.6%+2.4%+11.6%
3 Aug 2023-7.5%-2.2%-1.8%-9.5%
7 Mar 2022-6.2%+4.3%+5.5%+13.0%
4 Apr 2025-6.0%+3.0%+7.5%+19.8%
10 Jun 2026-5.8%+13.8%+5.4%-12.8%
4 Nov 2026-5.8%pendingpendingpending
26 Jun 2026-5.7%-1.1%-6.5%-23.4%
29 Jul 2026-5.5%+7.3%-5.3%-12.4%
13 Mar 2025-5.4%+4.0%-8.6%+4.4%

Biggest one-day rises

Of these 10, 6 were higher 21 sessions later · n = 10 · could be chance.

DateOne-day changeAfter 5 sessionsAfter 21 sessionsAfter 63 sessions
9 Apr 2025+11.0%-5.4%+3.4%+14.9%
5 Nov 2024+8.9%+0.2%+7.3%+5.4%
12 May 2025+7.8%+1.8%-1.6%+21.4%
8 Apr 2026+7.2%+0.8%+14.5%+12.9%
6 Feb 2026+6.9%+4.0%-3.3%+17.6%
29 Oct 2025+6.5%-0.5%+12.9%+31.2%
6 May 2026+6.1%-0.9%-9.0%-10.0%
4 Oct 2022+5.7%-0.7%+8.9%+9.2%
21 Oct 2022+5.7%+5.2%+6.7%+7.1%
2 Mar 2022+5.6%-4.2%-1.0%+1.1%

CMI in the rare moves record