IWM's biggest one-day moves since 2006, 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 10 Apr 2006 to 5 Nov 2026 (4909 sessions). Later changes are measured from the close on the day of the move.
Biggest one-day falls
Of these 10, 6 were higher 21 sessions later · n = 10 · could be chance.
| Date | One-day change | After 5 sessions | After 21 sessions | After 63 sessions |
|---|---|---|---|---|
| 1 Dec 2008 | -11.2% | +14.6% | +18.1% | -11.3% |
| 15 Oct 2008 | -9.0% | +0.2% | -2.2% | -8.1% |
| 8 Aug 2011 | -8.7% | +10.2% | +8.8% | +15.0% |
| 9 Oct 2008 | -8.2% | +7.4% | +1.3% | -3.0% |
| 19 Nov 2008 | -8.2% | +13.3% | +17.7% | -3.6% |
| 29 Sep 2008 | -7.9% | -8.2% | -25.5% | -27.5% |
| 14 Nov 2008 | -7.4% | -11.0% | +5.9% | -6.6% |
| 20 Nov 2008 | -6.8% | +22.9% | +24.0% | +7.3% |
| 20 Jan 2009 | -6.8% | +4.7% | -3.8% | +8.5% |
| 7 Oct 2008 | -6.6% | -0.8% | -7.5% | -10.2% |
Biggest one-day rises
Of these 10, 6 were higher 21 sessions later · n = 10 · could be chance.
| Date | One-day change | After 5 sessions | After 21 sessions | After 63 sessions |
|---|---|---|---|---|
| 30 Mar 2021 | +59.9% | +1.2% | +4.6% | +5.2% |
| 13 Oct 2008 | +8.6% | -4.0% | -15.1% | -16.3% |
| 23 Mar 2009 | +8.5% | -3.7% | +8.4% | +14.5% |
| 9 Apr 2025 | +8.5% | -2.5% | +5.9% | +16.9% |
| 13 Nov 2008 | +8.2% | -21.9% | -8.0% | -12.3% |
| 28 Oct 2008 | +8.0% | +12.4% | -3.3% | -5.6% |
| 24 Nov 2008 | +7.0% | +1.7% | +8.6% | -8.7% |
| 9 Aug 2011 | +6.7% | +1.4% | +0.1% | +7.6% |
| 16 Oct 2008 | +6.5% | -8.8% | -15.0% | -12.8% |
| 10 Mar 2009 | +6.5% | +10.4% | +20.7% | +44.6% |