SPY'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 (5177 sessions). Later changes are measured from the close on the day of the move.
Biggest one-day falls
Of these 10, 8 were higher 21 sessions later · n = 10 · could be chance.
| Date | One-day change | After 5 sessions | After 21 sessions | After 63 sessions |
|---|---|---|---|---|
| 16 Mar 2020 | -10.9% | -6.5% | +16.5% | +28.8% |
| 15 Oct 2008 | -9.8% | +0.7% | +1.3% | -5.5% |
| 12 Mar 2020 | -9.6% | -3.1% | +11.8% | +21.9% |
| 1 Dec 2008 | -8.9% | +10.8% | +10.8% | -11.9% |
| 29 Sep 2008 | -7.8% | -6.0% | -15.8% | -21.3% |
| 9 Mar 2020 | -7.8% | -12.5% | -2.8% | +18.6% |
| 20 Nov 2008 | -7.4% | +19.4% | +16.3% | +3.5% |
| 9 Oct 2008 | -7.0% | +3.4% | +3.5% | -1.0% |
| 8 Aug 2011 | -6.5% | +7.4% | +7.2% | +12.4% |
| 19 Nov 2008 | -6.4% | +9.2% | +9.1% | -7.7% |
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 |
|---|---|---|---|---|
| 13 Oct 2008 | +14.5% | -2.5% | -11.4% | -13.4% |
| 28 Oct 2008 | +11.7% | +7.1% | -5.1% | -9.1% |
| 9 Apr 2025 | +10.5% | -4.2% | +2.9% | +13.7% |
| 24 Mar 2020 | +9.1% | +6.0% | +14.8% | +28.9% |
| 13 Mar 2020 | +8.5% | -14.5% | +6.0% | +13.6% |
| 23 Mar 2009 | +7.2% | -4.2% | +2.8% | +9.2% |
| 24 Nov 2008 | +6.9% | +0.3% | +2.7% | -10.3% |
| 6 Apr 2020 | +6.7% | +7.1% | +7.3% | +19.0% |
| 13 Nov 2008 | +6.2% | -17.2% | -3.8% | -12.4% |
| 20 Oct 2008 | +6.0% | -15.0% | -11.9% | -14.2% |