IEMG'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.

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Close-to-close daily changes from 1 Apr 2021 to 5 Nov 2026 (1407 sessions). Later changes are measured from the close on the day of the move.

Biggest one-day falls

Of these 9, 7 were higher 21 sessions later · n = 9 · could be chance.

DateOne-day changeAfter 5 sessionsAfter 21 sessionsAfter 63 sessions
5 Jun 2026-6.4%+5.6%+2.7%+6.8%
5 Nov 2026-5.6%pendingpendingpending
4 Apr 2025-5.5%+2.8%+11.2%+19.7%
23 Jun 2026-5.4%+1.9%-3.6%+3.0%
3 Mar 2026-5.0%+0.6%-1.7%+20.2%
7 Mar 2022-3.8%-2.8%+7.0%-0.6%
5 May 2022-3.7%-5.0%+2.5%-2.9%
15 May 2026-3.6%+1.4%+5.2%+3.6%
24 Oct 2022-3.6%+1.1%+10.5%+24.9%
10 Oct 2025-3.6%+4.2%+6.6%+10.4%

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
16 Mar 2022+7.5%+0.5%-1.3%-8.4%
9 Apr 2025+6.9%+0.9%+8.8%+17.8%
8 Apr 2026+5.4%+2.9%+10.2%+9.9%
11 Jun 2026+4.5%+4.3%-3.0%+0.4%
30 Jul 2026+4.4%+2.8%+6.0%+0.2%
4 Nov 2022+4.1%+4.9%+7.4%+13.1%
26 May 2026+3.7%+2.9%-1.1%-1.6%
31 Mar 2026+3.7%+6.2%+12.5%+16.2%
10 Nov 2022+3.6%+2.5%+4.3%+10.4%
26 Sep 2024+3.4%-0.6%-3.5%-7.3%

IEMG in the rare moves record