IEF'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 30 Mar 2021 to 4 Nov 2026 (1408 sessions). Later changes are measured from the close on the day of the move.
Biggest one-day falls
Of these 10, 2 were higher 21 sessions later · n = 10 · could be chance.
| Date | One-day change | After 5 sessions | After 21 sessions | After 63 sessions |
|---|---|---|---|---|
| 13 Jun 2022 | -1.8% | +0.7% | +3.5% | -0.1% |
| 26 Sep 2022 | -1.7% | +1.8% | -1.1% | +1.6% |
| 22 Sep 2022 | -1.5% | -0.5% | -3.7% | +0.5% |
| 2 Mar 2022 | -1.5% | -0.3% | -3.5% | -7.9% |
| 5 Aug 2022 | -1.4% | +0.1% | -4.0% | -9.6% |
| 1 May 2023 | -1.4% | +0.8% | -0.3% | -3.4% |
| 2 Aug 2022 | -1.4% | -0.2% | -3.1% | -9.3% |
| 10 Apr 2024 | -1.3% | -0.1% | +0.8% | +2.9% |
| 21 Mar 2022 | -1.3% | -1.2% | -4.1% | -7.4% |
| 2 Feb 2024 | -1.3% | -1.1% | -0.8% | -3.2% |
Biggest one-day rises
Of these 10, 4 were higher 21 sessions later · n = 10 · could be chance.
| Date | One-day change | After 5 sessions | After 21 sessions | After 63 sessions |
|---|---|---|---|---|
| 28 Sep 2022 | +2.3% | -0.5% | -1.4% | -1.0% |
| 10 Nov 2022 | +2.2% | +0.3% | +1.6% | +1.1% |
| 10 Mar 2023 | +1.8% | +2.0% | +2.2% | -0.4% |
| 2 Aug 2024 | +1.5% | -1.0% | -0.3% | -3.2% |
| 14 Nov 2023 | +1.5% | +0.3% | +3.9% | +1.8% |
| 13 Dec 2023 | +1.5% | +0.9% | -0.1% | -2.0% |
| 15 Mar 2023 | +1.4% | +0.3% | -0.1% | -2.5% |
| 15 Jun 2022 | +1.4% | +2.0% | +2.9% | -0.9% |
| 18 Jan 2023 | +1.4% | -0.5% | -3.9% | -1.8% |
| 22 Mar 2023 | +1.3% | -0.9% | -0.7% | -2.6% |