# VIX term structure

URL: https://squawkflow.com/vix-term-structure
Source: official daily settlements.
Settlement date: 2026-11-12

The curve updates once per trading day, after that session's settlements are posted following the close.

Computed from the Nov 12 settlement. Next update: the Nov 13 settlement, once it is posted after that session.

| Contract | Expiration | Settlement, VIX points |
| --- | --- | --- |
| VX/X6 | 2026-11-18 | 18.73 |
| VX/Z6 | 2026-12-16 | 18.96 |
| VX/F7 | 2027-01-20 | 19.68 |
| VX/G7 | 2027-02-17 | 20.13 |
| VX/H7 | 2027-03-17 | 20.40 |
| VX/J7 | 2027-04-21 | 20.84 |
| VX/K7 | 2027-05-18 | 20.98 |
| VX/M7 | 2027-06-16 | 21.02 |
| VX/N7 | 2027-07-21 | 21.25 |

## Curve shape, latest settlement and about one week earlier

On Nov 12, 2026, measured as the last listed contract against the front, the curve was in contango: VX/N7 (expires 2027-07-21) settled at 21.25, 2.52 points above VX/X6 (expires 2026-11-18) at 18.73.

Seven days earlier, on Nov 5, 2026, measured as the last listed contract against the front, the curve was in backwardation: VX/N7 (expires 2027-07-21) settled at 21.55, 2.99 points below VX/X6 (expires 2026-11-18) at 24.54.

Across the 9 contracts listed on both dates, settlements changed by -5.81 (VX/X6) to -0.30 (VX/N7) points between Nov 5, 2026 and Nov 12, 2026.

Contango here means the last listed contract settled above the front contract, and backwardation means it settled below; contracts in between can sit on either side of the front.

## Which VX contract spans Nov 3?

The election-window annotation retired after the November 4 close. The October contract settled on Oct 21.

Futures settlements include risk premium. This curve is not a forecast of spot VIX.

## Term-structure watch: VIX9D to VIX3M

On Nov 11, 2026, the VIX9D index closed at 16.04 and VIX3M at 19.24: a VIX9D to VIX3M ratio of 0.834, below the 0.98 line.

Source: published daily index closes for VIX9D, VIX3M and the S&P 500. These are index closes, not VX futures settlements.
Session: 2026-11-11. Published: 2026-11-12T14:30:50+00:00.
Next reading: the Nov 12 session, after 6:30 a.m. PT (9:30 a.m. ET) on Friday, Nov 13, 2026.

Since Jan 4, 2011, the ratio closed at or above 0.98 on 647 of 3,987 earlier sessions (16.2%). It is a common reading, not a rare one.

647 matching sessions, 97 episodes after de-clustering (in date order, a match counts only if it is at least 20 trading days after the last counted one; the matches in between are listed inside that episode).

### What the S&P 500 did after each episode began

| Horizon | After the episodes | Any session | Compared |
| --- | --- | --- | --- |
| 1 week later | higher in 63 of 97; median +1.02%, worst -11.54%, best +5.61% | higher in 60% of 3,983 sessions since 2011; median +0.39% | about the same as any session |
| 1 month later | higher in 63 of 96; median +1.90%, worst -20.86%, best +14.32% | higher in 67% of 3,967 sessions since 2011; median +1.48% | about the same as any session |
| 3 months later | higher in 75 of 96; median +4.72%, worst -12.58%, best +27.95% | higher in 75% of 3,925 sessions since 2011; median +3.80% | about the same as any session |

### Every episode, newest first

| Episode | Sessions | Ratio at start | Peak | S&P 500 1 week later | 1 month later | 3 months later |
| --- | --- | --- | --- | --- | --- | --- |
| 2026-10-16 to 2026-11-06 | 5 | 0.982 | 1.278 (2026-11-05) | -0.47% | n/a | n/a |
| 2026-06-05 to 2026-06-10 | 3 | 1.096 | 1.121 (2026-06-10) | +0.65% | +1.34% | +4.54% |
| 2026-04-07 | 1 | 1.067 | 1.067 (2026-04-07) | +5.30% | +11.31% | +13.09% |
| 2026-03-06 to 2026-03-30 | 13 | 1.105 | 1.105 (2026-03-06) | -1.60% | -1.83% | +9.55% |
| 2026-02-05 to 2026-03-05 | 3 | 0.993 | 1.043 (2026-03-03) | +0.51% | -0.04% | +7.92% |
| 2025-11-18 to 2025-11-20 | 2 | 1.026 | 1.026 (2025-11-18) | +2.25% | +2.38% | +4.42% |
| 2025-10-16 | 1 | 1.040 | 1.040 (2025-10-16) | +1.65% | +1.58% | +4.69% |
| 2025-04-30 | 1 | 0.982 | 0.982 (2025-04-30) | +1.12% | +6.15% | +13.83% |
| 2025-04-01 to 2025-04-29 | 18 | 1.121 | 1.697 (2025-04-07) | -11.54% | -0.51% | +10.55% |
| 2025-03-04 to 2025-03-31 | 15 | 1.088 | 1.213 (2025-03-10) | -3.57% | -1.85% | +3.33% |
| 2025-02-03 to 2025-03-03 | 3 | 0.991 | 1.080 (2025-03-03) | +1.20% | -2.53% | -5.74% |
| 2024-12-18 to 2024-12-19 | 2 | 1.461 | 1.461 (2024-12-18) | +2.82% | +3.65% | -1.78% |
| 2024-10-28 to 2024-11-05 | 7 | 1.050 | 1.223 (2024-11-05) | -1.90% | +3.40% | +4.25% |
| 2024-07-24 to 2024-08-12 | 11 | 1.074 | 1.269 (2024-08-05) | +1.75% | +2.64% | +7.81% |
| 2024-04-15 to 2024-04-30 | 4 | 1.062 | 1.062 (2024-04-15) | -1.01% | +3.65% | +11.96% |
| 2024-03-11 to 2024-04-04 | 2 | 1.000 | 1.000 (2024-03-11) | +0.62% | +0.83% | +4.75% |
| 2023-10-30 | 1 | 0.993 | 0.993 (2023-10-30) | +4.78% | +9.21% | +16.29% |
| 2023-09-21 to 2023-09-27 | 3 | 1.035 | 1.035 (2023-09-21) | -0.70% | -2.44% | +8.51% |
| 2023-03-10 to 2023-03-20 | 7 | 1.058 | 1.161 (2023-03-13) | +1.43% | +6.41% | +11.32% |
| 2023-02-09 to 2023-03-09 | 5 | 1.011 | 1.113 (2023-03-09) | +0.22% | -5.53% | +1.20% |
| 2023-01-05 to 2023-01-31 | 8 | 1.020 | 1.051 (2023-01-25) | +4.60% | +7.96% | +7.80% |
| 2022-12-06 to 2023-01-04 | 7 | 1.095 | 1.151 (2022-12-12) | +1.99% | -1.17% | -0.58% |
| 2022-11-07 to 2022-12-05 | 4 | 1.034 | 1.059 (2022-11-08) | +3.95% | +3.34% | +8.17% |
| 2022-10-10 to 2022-11-04 | 14 | 0.984 | 1.143 (2022-11-01) | +1.81% | +5.97% | +8.49% |
| 2022-09-12 to 2022-10-06 | 16 | 0.996 | 1.090 (2022-09-20) | -5.12% | -12.69% | -4.28% |
| 2022-06-09 to 2022-06-16 | 5 | 0.983 | 1.135 (2022-06-13) | -8.74% | -4.95% | +1.23% |
| 2022-04-25 to 2022-05-19 | 14 | 0.996 | 1.139 (2022-04-26) | -3.28% | -8.25% | -8.73% |
| 2022-02-22 to 2022-03-14 | 10 | 0.983 | 1.079 (2022-03-07) | +0.03% | +3.52% | -7.69% |
| 2022-01-20 to 2022-01-27 | 6 | 0.981 | 1.171 (2022-01-25) | -3.48% | -2.99% | -1.99% |
| 2021-11-26 to 2021-12-03 | 4 | 1.049 | 1.102 (2021-12-01) | -1.22% | +4.17% | -4.80% |
| 2021-09-20 to 2021-09-28 | 3 | 1.049 | 1.049 (2021-09-20) | +1.96% | +3.72% | +6.03% |
| 2021-05-12 | 1 | 1.049 | 1.049 (2021-05-12) | +1.30% | +4.54% | +9.47% |
| 2021-02-25 to 2021-02-26 | 2 | 1.052 | 1.052 (2021-02-25) | -1.59% | +3.79% | +9.57% |
| 2021-01-27 | 1 | 1.165 | 1.165 (2021-01-27) | +2.12% | +1.61% | +11.53% |
| 2020-10-26 to 2020-11-09 | 9 | 1.120 | 1.289 (2020-11-03) | -2.67% | +6.89% | +10.29% |
| 2020-06-11 to 2020-06-16 | 3 | 1.040 | 1.040 (2020-06-11) | +3.77% | +5.10% | +11.23% |
| 2020-04-22 | 1 | 0.983 | 0.983 (2020-04-22) | +5.01% | +5.33% | +17.03% |
| 2020-03-24 to 2020-04-21 | 19 | 1.498 | 1.510 (2020-03-25) | +5.61% | +14.32% | +27.95% |
| 2020-02-25 to 2020-03-23 | 20 | 1.524 | 1.829 (2020-02-27) | -3.99% | -20.86% | -4.36% |
| 2020-01-27 to 2020-02-24 | 7 | 1.173 | 1.455 (2020-02-24) | +0.16% | -3.92% | -11.26% |
| 2019-12-09 | 1 | 0.986 | 0.986 (2019-12-09) | +1.77% | +4.42% | -12.58% |
| 2019-10-02 to 2019-10-08 | 3 | 1.047 | 1.047 (2019-10-02) | +1.10% | +5.19% | +12.82% |
| 2019-07-31 to 2019-08-27 | 12 | 1.089 | 1.331 (2019-08-05) | -3.23% | -1.87% | +1.90% |
| 2019-06-25 to 2019-06-26 | 2 | 0.994 | 0.994 (2019-06-25) | +1.91% | +2.96% | +1.69% |
| 2019-05-07 to 2019-06-03 | 11 | 1.104 | 1.185 (2019-05-09) | -1.72% | -1.41% | -0.08% |
| 2019-01-22 to 2019-01-29 | 3 | 1.027 | 1.027 (2019-01-22) | +0.27% | +5.39% | +11.42% |
| 2018-12-12 to 2019-01-07 | 15 | 1.049 | 1.470 (2018-12-24) | -5.44% | -2.58% | +6.47% |
| 2018-11-12 to 2018-12-11 | 15 | 1.023 | 1.224 (2018-12-07) | -1.30% | -2.78% | +0.72% |
| 2018-10-10 to 2018-11-06 | 20 | 1.255 | 1.411 (2018-10-24) | +0.84% | +0.76% | -6.80% |
| 2018-06-27 | 1 | 0.992 | 0.992 (2018-06-27) | +1.37% | +4.42% | +7.64% |
| 2018-05-29 to 2018-06-25 | 2 | 1.006 | 1.009 (2018-06-25) | +2.19% | +0.36% | +7.69% |
| 2018-03-29 to 2018-04-25 | 11 | 1.001 | 1.210 (2018-04-02) | -1.38% | +0.27% | +2.86% |
| 2018-03-01 to 2018-03-28 | 9 | 1.115 | 1.238 (2018-03-23) | +2.29% | -3.58% | +1.03% |
| 2018-01-29 to 2018-02-21 | 12 | 0.995 | 2.110 (2018-02-05) | -7.17% | -4.90% | -7.20% |
| 2017-08-10 | 1 | 1.100 | 1.100 (2017-08-10) | -0.34% | +2.05% | +6.41% |
| 2017-05-18 | 1 | 1.114 | 1.114 (2017-05-18) | +2.09% | +3.71% | +2.72% |
| 2017-04-20 to 2017-05-17 | 3 | 1.089 | 1.293 (2017-05-17) | +1.40% | +1.10% | +4.99% |
| 2017-03-22 to 2017-04-19 | 3 | 0.988 | 1.074 (2017-04-19) | +0.54% | +0.01% | +3.71% |
| 2016-10-31 to 2016-11-08 | 7 | 1.131 | 1.398 (2016-11-08) | +0.25% | +3.42% | +7.21% |
| 2016-09-09 to 2016-09-14 | 3 | 0.997 | 1.026 (2016-09-13) | +0.53% | +1.68% | +5.56% |
| 2016-06-13 to 2016-06-27 | 11 | 1.049 | 1.322 (2016-06-22) | +0.20% | +3.53% | +3.85% |
| 2016-02-08 to 2016-02-11 | 3 | 1.016 | 1.016 (2016-02-08) | +2.27% | +7.33% | +11.07% |
| 2016-01-08 to 2016-01-27 | 11 | 1.067 | 1.181 (2016-01-20) | -2.17% | -3.63% | +6.24% |
| 2015-12-09 to 2016-01-07 | 7 | 1.048 | 1.149 (2015-12-11) | +1.24% | -6.05% | -1.24% |
| 2015-09-22 to 2015-09-30 | 6 | 1.007 | 1.147 (2015-09-28) | -3.02% | +3.92% | +4.04% |
| 2015-08-24 to 2015-09-17 | 13 | 1.754 | 1.754 (2015-08-24) | +4.17% | +2.41% | +10.35% |
| 2015-07-27 to 2015-08-21 | 3 | 0.990 | 1.660 (2015-08-21) | +1.47% | -9.67% | +0.36% |
| 2015-06-15 to 2015-07-09 | 9 | 1.004 | 1.205 (2015-06-29) | +1.84% | +1.10% | -6.30% |
| 2015-01-14 to 2015-01-28 | 6 | 1.014 | 1.073 (2015-01-15) | +2.58% | +4.26% | +4.66% |
| 2014-12-10 to 2014-12-16 | 5 | 1.134 | 1.134 (2014-12-10) | -0.65% | +0.10% | +1.35% |
| 2014-10-13 to 2014-10-20 | 6 | 1.231 | 1.334 (2014-10-16) | +1.56% | +8.80% | +7.91% |
| 2014-09-15 to 2014-10-10 | 4 | 0.980 | 1.195 (2014-10-09) | +0.51% | -5.36% | +0.92% |
| 2014-08-15 | 1 | 0.995 | 0.995 (2014-08-15) | +1.71% | +2.25% | +4.31% |
| 2014-07-17 to 2014-08-05 | 4 | 1.084 | 1.196 (2014-07-31) | +1.52% | -0.16% | -4.88% |
| 2014-04-10 to 2014-04-11 | 2 | 1.027 | 1.051 (2014-04-11) | +1.73% | +3.47% | +7.34% |
| 2014-03-13 to 2014-04-07 | 3 | 1.005 | 1.151 (2014-03-14) | +1.39% | -1.66% | +4.54% |
| 2014-01-24 to 2014-02-06 | 10 | 1.198 | 1.198 (2014-01-24) | -0.43% | +3.06% | +4.08% |
| 2013-12-11 to 2013-12-17 | 5 | 1.086 | 1.086 (2013-12-11) | +1.60% | +2.07% | +3.31% |
| 2013-09-27 to 2013-10-16 | 11 | 1.011 | 1.279 (2013-10-15) | -0.07% | +4.16% | +8.85% |
| 2013-08-15 to 2013-08-16 | 2 | 1.012 | 1.012 (2013-08-15) | -0.26% | +2.18% | +7.26% |
| 2013-05-28 to 2013-06-24 | 10 | 0.983 | 1.150 (2013-06-20) | -1.73% | -3.42% | -0.20% |
| 2013-03-21 to 2013-04-18 | 5 | 1.031 | 1.214 (2013-04-15) | +1.51% | +1.08% | +2.74% |
| 2013-02-20 to 2013-02-28 | 5 | 0.997 | 1.219 (2013-02-25) | +0.27% | +2.24% | +10.40% |
| 2012-12-19 to 2012-12-31 | 7 | 1.034 | 1.231 (2012-12-28) | -1.23% | +3.95% | +8.43% |
| 2012-10-23 to 2012-11-07 | 7 | 1.060 | 1.078 (2012-11-05) | +1.02% | -0.48% | +6.16% |
| 2012-08-01 | 1 | 1.006 | 1.006 (2012-08-01) | +1.96% | +1.76% | +3.80% |
| 2012-06-13 to 2012-06-15 | 3 | 0.988 | 1.028 (2012-06-15) | +3.10% | +3.19% | +9.25% |
| 2012-05-14 to 2012-06-11 | 2 | 0.982 | 1.035 (2012-06-11) | -1.67% | -1.75% | +4.91% |
| 2011-11-16 to 2011-12-08 | 3 | 0.992 | 0.992 (2011-11-16) | -6.07% | -1.39% | +10.05% |
| 2011-10-17 to 2011-11-09 | 12 | 1.010 | 1.079 (2011-11-01) | +4.44% | +4.74% | +8.93% |
| 2011-09-09 to 2011-10-05 | 18 | 1.103 | 1.121 (2011-10-03) | +5.35% | +3.52% | +6.94% |
| 2011-08-11 to 2011-09-08 | 19 | 1.389 | 1.389 (2011-08-11) | -2.73% | -0.88% | +4.81% |
| 2011-07-14 to 2011-08-10 | 15 | 1.028 | 1.785 (2011-08-08) | +2.67% | -9.94% | -7.76% |
| 2011-06-15 to 2011-07-13 | 9 | 1.030 | 1.089 (2011-06-16) | +1.72% | +4.01% | -6.06% |
| 2011-05-16 to 2011-06-13 | 3 | 0.992 | 0.992 (2011-06-13) | -0.91% | -4.82% | -9.40% |
| 2011-03-01 to 2011-03-18 | 6 | 0.986 | 1.153 (2011-03-16) | +1.19% | +1.68% | +2.98% |
| 2011-01-28 to 2011-02-23 | 4 | 1.032 | 1.036 (2011-02-22) | +2.71% | +2.35% | +6.84% |

S&P 500 changes in the episode table are close to close from the first session of each episode, the session that is counted. n/a means that many sessions have not closed yet.

### Every session at or above the line, newest first

Each session with its own ratio and its own S&P 500 change after it. Only the first session of each episode feeds the table of what followed; the rest are listed so no date is left out.

- 2026-11-06: ratio 1.105; S&P 500 1 week later n/a, 1 month later n/a, 3 months later n/a
- 2026-11-05: ratio 1.278; S&P 500 1 week later n/a, 1 month later n/a, 3 months later n/a
- 2026-11-03: ratio 1.032; S&P 500 1 week later -0.63%, 1 month later n/a, 3 months later n/a
- 2026-11-02: ratio 1.040; S&P 500 1 week later +0.11%, 1 month later n/a, 3 months later n/a
- 2026-10-16: ratio 0.982; S&P 500 1 week later -0.47%, 1 month later n/a, 3 months later n/a (counted, episode start)
- 2026-06-10: ratio 1.121; S&P 500 1 week later +2.11%, 1 month later +3.42%, 3 months later +4.47%
- 2026-06-09: ratio 1.039; S&P 500 1 week later +1.69%, 1 month later +2.56%, 3 months later +3.38%
- 2026-06-05: ratio 1.096; S&P 500 1 week later +0.65%, 1 month later +1.34%, 3 months later +4.54% (counted, episode start)
- 2026-04-07: ratio 1.067; S&P 500 1 week later +5.30%, 1 month later +11.31%, 3 months later +13.09% (counted, episode start)
- 2026-03-30: ratio 1.049; S&P 500 1 week later +4.31%, 1 month later +12.49%, 3 months later +18.22%
- 2026-03-27: ratio 1.047; S&P 500 1 week later +3.82%, 1 month later +12.09%, 3 months later +16.83%
- 2026-03-26: ratio 0.996; S&P 500 1 week later +1.63%, 1 month later +10.76%, 3 months later +13.54%
- 2026-03-25: ratio 0.986; S&P 500 1 week later -0.25%, 1 month later +8.70%, 3 months later +11.61%
- 2026-03-24: ratio 1.062; S&P 500 1 week later -0.42%, 1 month later +8.42%, 3 months later +12.23%
- 2026-03-23: ratio 1.064; S&P 500 1 week later -3.61%, 1 month later +8.46%, 3 months later +11.92%
- 2026-03-20: ratio 0.983; S&P 500 1 week later -2.12%, 1 month later +8.57%, 3 months later +14.85%
- 2026-03-18: ratio 0.980; S&P 500 1 week later -0.50%, 1 month later +7.57%, 3 months later +12.01%
- 2026-03-13: ratio 1.026; S&P 500 1 week later -1.90%, 1 month later +5.05%, 3 months later +12.05%
- 2026-03-12: ratio 1.075; S&P 500 1 week later -0.99%, 1 month later +3.20%, 3 months later +10.82%
- 2026-03-10: ratio 1.001; S&P 500 1 week later -0.96%, 1 month later +0.64%, 3 months later +8.92%
- 2026-03-09: ratio 1.099; S&P 500 1 week later -1.42%, 1 month later -0.19%, 3 months later +8.97%
- 2026-03-06: ratio 1.105; S&P 500 1 week later -1.60%, 1 month later -1.83%, 3 months later +9.55% (counted, episode start)
- 2026-03-05: ratio 0.987; S&P 500 1 week later -2.31%, 1 month later -3.20%, 3 months later +11.03%
- 2026-03-03: ratio 1.043; S&P 500 1 week later -0.52%, 1 month later -3.54%, 3 months later +11.64%
- 2026-02-05: ratio 0.993; S&P 500 1 week later +0.51%, 1 month later -0.04%, 3 months later +7.92% (counted, episode start)
- 2025-11-20: ratio 1.023; S&P 500 1 week later +4.75%, 1 month later +5.20%, 3 months later +5.37%
- 2025-11-18: ratio 1.026; S&P 500 1 week later +2.25%, 1 month later +2.38%, 3 months later +4.42% (counted, episode start)
- 2025-10-16: ratio 1.040; S&P 500 1 week later +1.65%, 1 month later +1.58%, 3 months later +4.69% (counted, episode start)
- 2025-04-30: ratio 0.982; S&P 500 1 week later +1.12%, 1 month later +6.15%, 3 months later +13.83% (counted, episode start)
- 2025-04-29: ratio 0.989; S&P 500 1 week later +0.83%, 1 month later +6.32%, 3 months later +14.42%
- 2025-04-28: ratio 1.029; S&P 500 1 week later +2.20%, 1 month later +6.51%, 3 months later +15.23%
- 2025-04-24: ratio 1.070; S&P 500 1 week later +2.18%, 1 month later +5.80%, 3 months later +16.48%
- 2025-04-23: ratio 1.097; S&P 500 1 week later +3.59%, 1 month later +8.67%, 3 months later +18.37%
- 2025-04-22: ratio 1.125; S&P 500 1 week later +5.16%, 1 month later +10.53%, 3 months later +20.26%
- 2025-04-21: ratio 1.149; S&P 500 1 week later +7.18%, 1 month later +15.17%, 3 months later +22.32%
- 2025-04-16: ratio 1.074; S&P 500 1 week later +3.96%, 1 month later +12.94%, 3 months later +19.35%
- 2025-04-15: ratio 1.032; S&P 500 1 week later -0.38%, 1 month later +9.64%, 3 months later +16.69%
- 2025-04-14: ratio 1.154; S&P 500 1 week later -2.19%, 1 month later +9.00%, 3 months later +15.87%
- 2025-04-11: ratio 1.278; S&P 500 1 week later -3.83%, 1 month later +9.75%, 3 months later +16.42%
- 2025-04-10: ratio 1.412; S&P 500 1 week later +0.28%, 1 month later +10.94%, 3 months later +18.99%
- 2025-04-09: ratio 1.339; S&P 500 1 week later -3.32%, 1 month later +3.72%, 3 months later +14.71%
- 2025-04-08: ratio 1.630; S&P 500 1 week later +8.31%, 1 month later +13.67%, 3 months later +26.04%
- 2025-04-07: ratio 1.697; S&P 500 1 week later +6.79%, 1 month later +11.24%, 3 months later +23.72%
- 2025-04-04: ratio 1.557; S&P 500 1 week later +5.70%, 1 month later +10.50%, 3 months later +22.69%
- 2025-04-03: ratio 1.245; S&P 500 1 week later -2.38%, 1 month later +4.70%, 3 months later +15.44%
- 2025-04-02: ratio 1.132; S&P 500 1 week later -3.77%, 1 month later +0.28%, 3 months later +10.73%
- 2025-04-01: ratio 1.121; S&P 500 1 week later -11.54%, 1 month later -0.51%, 3 months later +10.55% (counted, episode start)
- 2025-03-31: ratio 1.144; S&P 500 1 week later -9.79%, 1 month later -0.76%, 3 months later +10.45%
- 2025-03-28: ratio 1.031; S&P 500 1 week later -9.08%, 1 month later -0.36%, 3 months later +11.18%
- 2025-03-27: ratio 1.007; S&P 500 1 week later -5.21%, 1 month later -2.89%, 3 months later +8.43%
- 2025-03-26: ratio 1.006; S&P 500 1 week later -0.72%, 1 month later -3.27%, 3 months later +7.51%
- 2025-03-18: ratio 1.028; S&P 500 1 week later +2.89%, 1 month later -6.04%, 3 months later +6.56%
- 2025-03-17: ratio 1.000; S&P 500 1 week later +1.63%, 1 month later -4.91%, 3 months later +6.31%
- 2025-03-14: ratio 0.982; S&P 500 1 week later +0.51%, 1 month later -4.13%, 3 months later +5.99%
- 2025-03-13: ratio 1.054; S&P 500 1 week later +2.56%, 1 month later -2.86%, 3 months later +9.49%
- 2025-03-12: ratio 1.067; S&P 500 1 week later +1.36%, 1 month later -5.92%, 3 months later +7.55%
- 2025-03-11: ratio 1.142; S&P 500 1 week later +0.76%, 1 month later -2.07%, 3 months later +8.38%
- 2025-03-10: ratio 1.213; S&P 500 1 week later +1.08%, 1 month later -11.25%, 3 months later +6.97%
- 2025-03-07: ratio 1.053; S&P 500 1 week later -2.27%, 1 month later -12.27%, 3 months later +3.99%
- 2025-03-06: ratio 1.130; S&P 500 1 week later -3.78%, 1 month later -11.58%, 3 months later +3.50%
- 2025-03-05: ratio 1.054; S&P 500 1 week later -4.16%, 1 month later -7.64%, 3 months later +2.19%
- 2025-03-04: ratio 1.088; S&P 500 1 week later -3.57%, 1 month later -1.85%, 3 months later +3.33% (counted, episode start)
- 2025-03-03: ratio 1.080; S&P 500 1 week later -4.02%, 1 month later -3.70%, 3 months later +1.47%
- 2025-02-27: ratio 0.987; S&P 500 1 week later -2.10%, 1 month later -4.79%, 3 months later +0.86%
- 2025-02-03: ratio 0.991; S&P 500 1 week later +1.20%, 1 month later -2.53%, 3 months later -5.74% (counted, episode start)
- 2024-12-19: ratio 0.983; S&P 500 1 week later +1.77%, 1 month later +4.29%, 3 months later -1.54%
- 2024-12-18: ratio 1.461; S&P 500 1 week later +2.82%, 1 month later +3.65%, 3 months later -1.78% (counted, episode start)
- 2024-11-05: ratio 1.223; S&P 500 1 week later +3.48%, 1 month later +5.06%, 3 months later +4.21%
- 2024-11-04: ratio 1.195; S&P 500 1 week later +5.05%, 1 month later +6.54%, 3 months later +6.49%
- 2024-11-01: ratio 1.071; S&P 500 1 week later +4.66%, 1 month later +5.60%, 3 months later +5.81%
- 2024-10-31: ratio 1.151; S&P 500 1 week later +4.69%, 1 month later +5.99%, 3 months later +5.83%
- 2024-10-30: ratio 1.136; S&P 500 1 week later +1.98%, 1 month later +3.76%, 3 months later +3.11%
- 2024-10-29: ratio 1.091; S&P 500 1 week later -0.86%, 1 month later +2.84%, 3 months later +3.56%
- 2024-10-28: ratio 1.050; S&P 500 1 week later -1.90%, 1 month later +3.40%, 3 months later +4.25% (counted, episode start)
- 2024-08-12: ratio 1.013; S&P 500 1 week later +4.94%, 1 month later +3.92%, 3 months later +12.18%
- 2024-08-08: ratio 0.991; S&P 500 1 week later +4.21%, 1 month later +2.85%, 3 months later +11.46%
- 2024-08-07: ratio 1.083; S&P 500 1 week later +4.92%, 1 month later +4.02%, 3 months later +11.22%
- 2024-08-06: ratio 1.081; S&P 500 1 week later +3.71%, 1 month later +5.03%, 3 months later +9.02%
- 2024-08-05: ratio 1.269; S&P 500 1 week later +3.05%, 1 month later +6.43%, 3 months later +10.46%
- 2024-08-02: ratio 0.999; S&P 500 1 week later -0.04%, 1 month later +3.41%, 3 months later +6.71%
- 2024-08-01: ratio 1.021; S&P 500 1 week later -2.34%, 1 month later +3.70%, 3 months later +6.74%
- 2024-07-30: ratio 1.049; S&P 500 1 week later -3.61%, 1 month later +2.86%, 3 months later +7.12%
- 2024-07-29: ratio 1.013; S&P 500 1 week later -5.07%, 1 month later +2.97%, 3 months later +6.31%
- 2024-07-25: ratio 1.060; S&P 500 1 week later +0.88%, 1 month later +4.36%, 3 months later +7.38%
- 2024-07-24: ratio 1.074; S&P 500 1 week later +1.75%, 1 month later +2.64%, 3 months later +7.81% (counted, episode start)
- 2024-04-30: ratio 1.004; S&P 500 1 week later +3.02%, 1 month later +3.97%, 3 months later +9.66%
- 2024-04-22: ratio 0.990; S&P 500 1 week later +2.11%, 1 month later +6.20%, 3 months later +10.88%
- 2024-04-16: ratio 1.021; S&P 500 1 week later +0.38%, 1 month later +5.08%, 3 months later +10.63%
- 2024-04-15: ratio 1.062; S&P 500 1 week later -1.01%, 1 month later +3.65%, 3 months later +11.96% (counted, episode start)
- 2024-04-04: ratio 0.999; S&P 500 1 week later +1.01%, 1 month later -0.38%, 3 months later +8.16%
- 2024-03-11: ratio 1.000; S&P 500 1 week later +0.62%, 1 month later +0.83%, 3 months later +4.75% (counted, episode start)
- 2023-10-30: ratio 0.993; S&P 500 1 week later +4.78%, 1 month later +9.21%, 3 months later +16.29% (counted, episode start)
- 2023-09-27: ratio 0.990; S&P 500 1 week later -0.25%, 1 month later -3.21%, 3 months later +11.86%
- 2023-09-26: ratio 1.007; S&P 500 1 week later -1.03%, 1 month later -2.03%, 3 months later +11.73%
- 2023-09-21: ratio 1.035; S&P 500 1 week later -0.70%, 1 month later -2.44%, 3 months later +8.51% (counted, episode start)
- 2023-03-20: ratio 1.002; S&P 500 1 week later +0.66%, 1 month later +5.14%, 3 months later +11.06%
- 2023-03-17: ratio 0.985; S&P 500 1 week later +1.39%, 1 month later +6.08%, 3 months later +12.59%
- 2023-03-16: ratio 1.002; S&P 500 1 week later -0.29%, 1 month later +4.82%, 3 months later +11.76%
- 2023-03-15: ratio 1.078; S&P 500 1 week later +1.16%, 1 month later +6.31%, 3 months later +12.35%
- 2023-03-14: ratio 1.044; S&P 500 1 week later +2.13%, 1 month later +5.79%, 3 months later +11.47%
- 2023-03-13: ratio 1.161; S&P 500 1 week later +2.48%, 1 month later +6.13%, 3 months later +12.53%
- 2023-03-10: ratio 1.058; S&P 500 1 week later +1.43%, 1 month later +6.41%, 3 months later +11.32% (counted, episode start)
- 2023-03-09: ratio 1.113; S&P 500 1 week later +1.07%, 1 month later +4.87%, 3 months later +9.59%
- 2023-03-08: ratio 1.019; S&P 500 1 week later -2.51%, 1 month later +2.83%, 3 months later +6.90%
- 2023-03-07: ratio 1.018; S&P 500 1 week later -1.68%, 1 month later +2.61%, 3 months later +7.46%
- 2023-03-06: ratio 0.981; S&P 500 1 week later -4.76%, 1 month later +1.29%, 3 months later +5.57%
- 2023-02-09: ratio 1.011; S&P 500 1 week later +0.22%, 1 month later -5.53%, 3 months later +1.20% (counted, episode start)
- 2023-01-31: ratio 1.045; S&P 500 1 week later +2.14%, 1 month later -2.34%, 3 months later +1.05%
- 2023-01-30: ratio 1.049; S&P 500 1 week later +2.32%, 1 month later -1.65%, 3 months later +3.74%
- 2023-01-26: ratio 1.017; S&P 500 1 week later +2.94%, 1 month later -1.93%, 3 months later +1.85%
- 2023-01-25: ratio 1.051; S&P 500 1 week later +2.56%, 1 month later -1.15%, 3 months later +0.99%
- 2023-01-24: ratio 1.044; S&P 500 1 week later +1.48%, 1 month later -0.12%, 3 months later +1.36%
- 2023-01-23: ratio 0.984; S&P 500 1 week later -0.05%, 1 month later -0.72%, 3 months later +2.92%
- 2023-01-11: ratio 0.986; S&P 500 1 week later -1.78%, 1 month later +3.04%, 3 months later +4.45%
- 2023-01-05: ratio 1.020; S&P 500 1 week later +4.60%, 1 month later +7.96%, 3 months later +7.80% (counted, episode start)
- 2023-01-04: ratio 1.005; S&P 500 1 week later +3.03%, 1 month later +7.36%, 3 months later +6.16%
- 2023-01-03: ratio 1.020; S&P 500 1 week later +2.49%, 1 month later +9.30%, 3 months later +7.23%
- 2022-12-12: ratio 1.151; S&P 500 1 week later -4.33%, 1 month later -0.19%, 3 months later -2.47%
- 2022-12-09: ratio 1.050; S&P 500 1 week later -2.08%, 1 month later +0.90%, 3 months later -0.38%
- 2022-12-08: ratio 1.081; S&P 500 1 week later -1.71%, 1 month later -1.12%, 3 months later -2.72%
- 2022-12-07: ratio 1.115; S&P 500 1 week later +1.56%, 1 month later -1.06%, 3 months later -1.84%
- 2022-12-06: ratio 1.095; S&P 500 1 week later +1.99%, 1 month later -1.17%, 3 months later -0.58% (counted, episode start)
- 2022-12-05: ratio 0.997; S&P 500 1 week later -0.21%, 1 month later -4.77%, 3 months later -0.17%
- 2022-11-09: ratio 1.036; S&P 500 1 week later +5.61%, 1 month later +4.96%, 3 months later +9.12%
- 2022-11-08: ratio 1.059; S&P 500 1 week later +4.27%, 1 month later +3.54%, 3 months later +6.62%
- 2022-11-07: ratio 1.034; S&P 500 1 week later +3.95%, 1 month later +3.34%, 3 months later +8.17% (counted, episode start)
- 2022-11-04: ratio 1.025; S&P 500 1 week later +5.90%, 1 month later +4.53%, 3 months later +10.43%
- 2022-11-03: ratio 1.064; S&P 500 1 week later +6.36%, 1 month later +7.50%, 3 months later +10.52%
- 2022-11-02: ratio 1.079; S&P 500 1 week later -0.30%, 1 month later +8.30%, 3 months later +10.02%
- 2022-11-01: ratio 1.143; S&P 500 1 week later -0.73%, 1 month later +5.72%, 3 months later +8.39%
- 2022-10-31: ratio 1.107; S&P 500 1 week later -1.68%, 1 month later +5.38%, 3 months later +6.39%
- 2022-10-28: ratio 1.034; S&P 500 1 week later -3.35%, 1 month later +1.45%, 3 months later +4.50%
- 2022-10-27: ratio 1.053; S&P 500 1 week later -2.30%, 1 month later +4.11%, 3 months later +5.53%
- 2022-10-26: ratio 1.030; S&P 500 1 week later -1.85%, 1 month later +5.10%, 3 months later +6.26%
- 2022-10-25: ratio 1.047; S&P 500 1 week later -0.08%, 1 month later +4.36%, 3 months later +5.22%
- 2022-10-24: ratio 1.044; S&P 500 1 week later +1.97%, 1 month later +5.43%, 3 months later +5.76%
- 2022-10-13: ratio 0.991; S&P 500 1 week later -0.11%, 1 month later +8.80%, 3 months later +8.97%
- 2022-10-12: ratio 1.045; S&P 500 1 week later +3.30%, 1 month later +10.60%, 3 months later +11.35%
- 2022-10-11: ratio 1.039; S&P 500 1 week later +3.65%, 1 month later +4.45%, 3 months later +10.61%
- 2022-10-10: ratio 0.984; S&P 500 1 week later +1.81%, 1 month later +5.97%, 3 months later +8.49% (counted, episode start)
- 2022-10-06: ratio 1.017; S&P 500 1 week later -1.99%, 1 month later +0.70%, 3 months later +4.02%
- 2022-10-04: ratio 1.005; S&P 500 1 week later -5.33%, 1 month later -0.82%, 3 months later +1.64%
- 2022-10-03: ratio 0.999; S&P 500 1 week later -1.80%, 1 month later +4.83%, 3 months later +3.96%
- 2022-09-29: ratio 1.029; S&P 500 1 week later +2.86%, 1 month later +7.16%, 3 months later +5.74%
- 2022-09-28: ratio 1.019; S&P 500 1 week later +1.73%, 1 month later +2.37%, 3 months later +1.73%
- 2022-09-27: ratio 1.043; S&P 500 1 week later +3.94%, 1 month later +5.03%, 3 months later +4.99%
- 2022-09-26: ratio 1.075; S&P 500 1 week later +0.64%, 1 month later +5.58%, 3 months later +5.19%
- 2022-09-23: ratio 0.998; S&P 500 1 week later -2.91%, 1 month later +2.82%, 3 months later +3.50%
- 2022-09-22: ratio 0.981; S&P 500 1 week later -3.13%, 1 month later -0.14%, 3 months later +3.21%
- 2022-09-21: ratio 1.055; S&P 500 1 week later -1.87%, 1 month later -3.28%, 3 months later +0.84%
- 2022-09-20: ratio 1.090; S&P 500 1 week later -5.41%, 1 month later -4.17%, 3 months later -0.99%
- 2022-09-19: ratio 1.028; S&P 500 1 week later -6.28%, 1 month later -4.61%, 3 months later -1.22%
- 2022-09-15: ratio 0.982; S&P 500 1 week later -3.67%, 1 month later -8.16%, 3 months later +2.41%
- 2022-09-14: ratio 0.993; S&P 500 1 week later -3.96%, 1 month later -7.00%, 3 months later +1.87%
- 2022-09-13: ratio 1.043; S&P 500 1 week later -1.95%, 1 month later -9.04%, 3 months later +1.47%
- 2022-09-12: ratio 0.996; S&P 500 1 week later -5.12%, 1 month later -12.69%, 3 months later -4.28% (counted, episode start)
- 2022-06-16: ratio 1.092; S&P 500 1 week later +6.68%, 1 month later +7.36%, 3 months later +5.63%
- 2022-06-15: ratio 1.057; S&P 500 1 week later +0.15%, 1 month later +1.08%, 3 months later +2.94%
- 2022-06-14: ratio 1.110; S&P 500 1 week later +0.65%, 1 month later +3.42%, 3 months later +5.64%
- 2022-06-13: ratio 1.135; S&P 500 1 week later +0.40%, 1 month later +1.09%, 3 months later +4.88%
- 2022-06-09: ratio 0.983; S&P 500 1 week later -8.74%, 1 month later -4.95%, 3 months later +1.23% (counted, episode start)
- 2022-05-19: ratio 0.997; S&P 500 1 week later +4.03%, 1 month later -3.49%, 3 months later +8.40%
- 2022-05-18: ratio 0.985; S&P 500 1 week later +1.40%, 1 month later -6.34%, 3 months later +9.18%
- 2022-05-12: ratio 1.007; S&P 500 1 week later -0.75%, 1 month later -4.59%, 3 months later +8.91%
- 2022-05-11: ratio 1.009; S&P 500 1 week later -0.29%, 1 month later -0.87%, 3 months later +6.91%
- 2022-05-10: ratio 1.022; S&P 500 1 week later +2.19%, 1 month later +0.42%, 3 months later +5.23%
- 2022-05-09: ratio 1.046; S&P 500 1 week later +0.42%, 1 month later +3.12%, 3 months later +3.29%
- 2022-05-05: ratio 1.017; S&P 500 1 week later -5.23%, 1 month later -0.61%, 3 months later -0.04%
- 2022-05-03: ratio 1.026; S&P 500 1 week later -4.18%, 1 month later +0.03%, 3 months later -0.49%
- 2022-05-02: ratio 1.072; S&P 500 1 week later -3.95%, 1 month later -1.30%, 3 months later -1.54%
- 2022-04-29: ratio 1.088; S&P 500 1 week later -0.21%, 1 month later +0.01%, 3 months later -0.32%
- 2022-04-28: ratio 1.035; S&P 500 1 week later -3.28%, 1 month later -3.01%, 3 months later -3.67%
- 2022-04-27: ratio 1.081; S&P 500 1 week later +2.78%, 1 month later -3.01%, 3 months later -2.67%
- 2022-04-26: ratio 1.139; S&P 500 1 week later +0.01%, 1 month later -4.71%, 3 months later -3.63%
- 2022-04-25: ratio 0.996; S&P 500 1 week later -3.28%, 1 month later -8.25%, 3 months later -8.73% (counted, episode start)
- 2022-03-14: ratio 1.027; S&P 500 1 week later +6.90%, 1 month later +5.38%, 3 months later -10.15%
- 2022-03-09: ratio 1.012; S&P 500 1 week later +1.87%, 1 month later +5.20%, 3 months later -3.79%
- 2022-03-08: ratio 1.047; S&P 500 1 week later +2.20%, 1 month later +7.44%, 3 months later -0.24%
- 2022-03-07: ratio 1.079; S&P 500 1 week later -0.67%, 1 month later +7.71%, 3 months later -1.90%
- 2022-03-02: ratio 0.994; S&P 500 1 week later -2.48%, 1 month later +3.28%, 3 months later -6.50%
- 2022-03-01: ratio 1.068; S&P 500 1 week later -3.15%, 1 month later +6.88%, 3 months later -4.04%
- 2022-02-28: ratio 1.062; S&P 500 1 week later -3.95%, 1 month later +5.89%, 3 months later -4.93%
- 2022-02-24: ratio 1.000; S&P 500 1 week later +1.74%, 1 month later +5.93%, 3 months later -7.23%
- 2022-02-23: ratio 0.995; S&P 500 1 week later +3.81%, 1 month later +6.97%, 3 months later -6.72%
- 2022-02-22: ratio 0.983; S&P 500 1 week later +0.03%, 1 month later +3.52%, 3 months later -7.69% (counted, episode start)
- 2022-01-27: ratio 1.070; S&P 500 1 week later +3.49%, 1 month later +1.10%, 3 months later -0.90%
- 2022-01-26: ratio 1.171; S&P 500 1 week later +5.50%, 1 month later +0.80%, 3 months later -3.82%
- 2022-01-25: ratio 1.171; S&P 500 1 week later +4.36%, 1 month later -1.56%, 3 months later -4.16%
- 2022-01-24: ratio 1.162; S&P 500 1 week later +2.39%, 1 month later -4.19%, 3 months later -2.59%
- 2022-01-21: ratio 1.030; S&P 500 1 week later +0.77%, 1 month later -2.12%, 3 months later -2.87%
- 2022-01-20: ratio 0.981; S&P 500 1 week later -3.48%, 1 month later -2.99%, 3 months later -1.99% (counted, episode start)
- 2021-12-03: ratio 0.998; S&P 500 1 week later +3.82%, 1 month later +5.62%, 3 months later -7.43%
- 2021-12-01: ratio 1.102; S&P 500 1 week later +4.17%, 1 month later +5.61%, 3 months later -3.31%
- 2021-11-30: ratio 1.009; S&P 500 1 week later +2.62%, 1 month later +4.64%, 3 months later -3.95%
- 2021-11-26: ratio 1.049; S&P 500 1 week later -1.22%, 1 month later +4.17%, 3 months later -4.80% (counted, episode start)
- 2021-09-28: ratio 1.022; S&P 500 1 week later -0.16%, 1 month later +4.57%, 3 months later +9.96%
- 2021-09-21: ratio 0.987; S&P 500 1 week later -0.04%, 1 month later +4.18%, 3 months later +4.91%
- 2021-09-20: ratio 1.049; S&P 500 1 week later +1.96%, 1 month later +3.72%, 3 months later +6.03% (counted, episode start)
- 2021-05-12: ratio 1.049; S&P 500 1 week later +1.30%, 1 month later +4.54%, 3 months later +9.47% (counted, episode start)
- 2021-02-26: ratio 0.994; S&P 500 1 week later +0.81%, 1 month later +4.20%, 3 months later +10.23%
- 2021-02-25: ratio 1.052; S&P 500 1 week later -1.59%, 1 month later +3.79%, 3 months later +9.57% (counted, episode start)
- 2021-01-27: ratio 1.165; S&P 500 1 week later +2.12%, 1 month later +1.61%, 3 months later +11.53% (counted, episode start)
- 2020-11-09: ratio 0.994; S&P 500 1 week later +2.15%, 1 month later +3.45%, 3 months later +10.12%
- 2020-11-04: ratio 1.083; S&P 500 1 week later +3.75%, 1 month later +7.43%, 3 months later +12.88%
- 2020-11-03: ratio 1.289; S&P 500 1 week later +5.23%, 1 month later +8.83%, 3 months later +14.92%
- 2020-11-02: ratio 1.251; S&P 500 1 week later +7.26%, 1 month later +10.84%, 3 months later +15.71%
- 2020-10-30: ratio 1.222; S&P 500 1 week later +7.32%, 1 month later +12.00%, 3 months later +17.01%
- 2020-10-29: ratio 1.237; S&P 500 1 week later +6.05%, 1 month later +9.41%, 3 months later +14.01%
- 2020-10-28: ratio 1.269; S&P 500 1 week later +5.27%, 1 month later +11.23%, 3 months later +13.55%
- 2020-10-27: ratio 1.140; S&P 500 1 week later -0.63%, 1 month later +7.05%, 3 months later +11.70%
- 2020-10-26: ratio 1.120; S&P 500 1 week later -2.67%, 1 month later +6.89%, 3 months later +10.29% (counted, episode start)
- 2020-06-16: ratio 0.988; S&P 500 1 week later +0.21%, 1 month later +2.91%, 3 months later +8.85%
- 2020-06-15: ratio 0.988; S&P 500 1 week later +1.67%, 1 month later +5.22%, 3 months later +10.34%
- 2020-06-11: ratio 1.040; S&P 500 1 week later +3.77%, 1 month later +5.10%, 3 months later +11.23% (counted, episode start)
- 2020-04-22: ratio 0.983; S&P 500 1 week later +5.01%, 1 month later +5.33%, 3 months later +17.03% (counted, episode start)
- 2020-04-21: ratio 1.050; S&P 500 1 week later +4.63%, 1 month later +8.59%, 3 months later +19.03%
- 2020-04-20: ratio 1.074; S&P 500 1 week later +1.96%, 1 month later +3.53%, 3 months later +15.18%
- 2020-04-16: ratio 1.033; S&P 500 1 week later -0.06%, 1 month later +2.29%, 3 months later +14.86%
- 2020-04-15: ratio 1.060; S&P 500 1 week later +0.57%, 1 month later +2.48%, 3 months later +15.92%
- 2020-04-14: ratio 1.065; S&P 500 1 week later -3.85%, 1 month later -0.92%, 3 months later +12.35%
- 2020-04-13: ratio 1.044; S&P 500 1 week later +2.23%, 1 month later +3.93%, 3 months later +14.25%
- 2020-04-09: ratio 0.995; S&P 500 1 week later +3.04%, 1 month later +5.04%, 3 months later +14.17%
- 2020-04-08: ratio 1.021; S&P 500 1 week later +1.80%, 1 month later +6.54%, 3 months later +14.62%
- 2020-04-07: ratio 1.113; S&P 500 1 week later +4.66%, 1 month later +8.34%, 3 months later +19.20%
- 2020-04-06: ratio 1.091; S&P 500 1 week later +6.85%, 1 month later +6.94%, 3 months later +18.08%
- 2020-04-03: ratio 1.041; S&P 500 1 week later +10.97%, 1 month later +15.26%, 3 months later +27.77%
- 2020-04-02: ratio 1.117; S&P 500 1 week later +10.40%, 1 month later +12.50%, 3 months later +23.87%
- 2020-04-01: ratio 1.199; S&P 500 1 week later +11.31%, 1 month later +14.58%, 3 months later +26.12%
- 2020-03-31: ratio 1.245; S&P 500 1 week later +2.89%, 1 month later +12.68%, 3 months later +19.95%
- 2020-03-30: ratio 1.225; S&P 500 1 week later +1.41%, 1 month later +11.91%, 3 months later +16.24%
- 2020-03-27: ratio 1.297; S&P 500 1 week later -2.08%, 1 month later +12.67%, 3 months later +18.40%
- 2020-03-26: ratio 1.478; S&P 500 1 week later -3.92%, 1 month later +9.44%, 3 months later +17.25%
- 2020-03-25: ratio 1.510; S&P 500 1 week later -0.20%, 1 month later +14.59%, 3 months later +23.22%
- 2020-03-24: ratio 1.498; S&P 500 1 week later +5.61%, 1 month later +14.32%, 3 months later +27.95% (counted, episode start)
- 2020-03-23: ratio 1.391; S&P 500 1 week later +17.40%, 1 month later +25.11%, 3 months later +39.35%
- 2020-03-20: ratio 1.273; S&P 500 1 week later +10.26%, 1 month later +18.73%, 3 months later +34.40%
- 2020-03-19: ratio 1.310; S&P 500 1 week later +9.16%, 1 month later +17.17%, 3 months later +29.30%
- 2020-03-18: ratio 1.332; S&P 500 1 week later +3.23%, 1 month later +19.87%, 3 months later +29.83%
- 2020-03-17: ratio 1.424; S&P 500 1 week later -3.24%, 1 month later +10.69%, 3 months later +23.55%
- 2020-03-16: ratio 1.575; S&P 500 1 week later -6.23%, 1 month later +16.65%, 3 months later +28.52%
- 2020-03-13: ratio 1.446; S&P 500 1 week later -14.98%, 1 month later +4.98%, 3 months later +12.19%
- 2020-03-12: ratio 1.809; S&P 500 1 week later -2.87%, 1 month later +11.33%, 3 months later +21.02%
- 2020-03-11: ratio 1.537; S&P 500 1 week later -12.52%, 1 month later +1.77%, 3 months later +16.37%
- 2020-03-10: ratio 1.455; S&P 500 1 week later -12.25%, 1 month later -4.59%, 3 months later +11.27%
- 2020-03-09: ratio 1.633; S&P 500 1 week later -13.12%, 1 month later -3.17%, 3 months later +17.69%
- 2020-03-06: ratio 1.369; S&P 500 1 week later -8.80%, 1 month later -10.39%, 3 months later +7.45%
- 2020-03-05: ratio 1.493; S&P 500 1 week later -17.97%, 1 month later -17.70%, 3 months later +2.92%
- 2020-03-04: ratio 1.347; S&P 500 1 week later -12.42%, 1 month later -19.27%, 3 months later -0.23%
- 2020-03-03: ratio 1.569; S&P 500 1 week later -4.03%, 1 month later -17.74%, 3 months later +2.58%
- 2020-03-02: ratio 1.522; S&P 500 1 week later -11.12%, 1 month later -16.36%, 3 months later -1.12%
- 2020-02-28: ratio 1.772; S&P 500 1 week later +0.61%, 1 month later -11.09%, 3 months later +3.05%
- 2020-02-27: ratio 1.829; S&P 500 1 week later +1.52%, 1 month later -14.68%, 3 months later +1.71%
- 2020-02-26: ratio 1.470; S&P 500 1 week later +0.44%, 1 month later -15.61%, 3 months later -2.58%
- 2020-02-25: ratio 1.524; S&P 500 1 week later -3.99%, 1 month later -20.86%, 3 months later -4.36% (counted, episode start)
- 2020-02-24: ratio 1.455; S&P 500 1 week later -4.21%, 1 month later -24.13%, 3 months later -8.38%
- 2020-02-03: ratio 1.066; S&P 500 1 week later +3.18%, 1 month later -3.66%, 3 months later -12.50%
- 2020-01-31: ratio 1.163; S&P 500 1 week later +3.17%, 1 month later -6.89%, 3 months later -12.24%
- 2020-01-30: ratio 0.989; S&P 500 1 week later +1.89%, 1 month later -5.89%, 3 months later -11.31%
- 2020-01-29: ratio 1.064; S&P 500 1 week later +1.87%, 1 month later -9.75%, 3 months later -10.20%
- 2020-01-28: ratio 1.077; S&P 500 1 week later +0.65%, 1 month later -9.08%, 3 months later -12.60%
- 2020-01-27: ratio 1.173; S&P 500 1 week later +0.16%, 1 month later -3.92%, 3 months later -11.26% (counted, episode start)
- 2019-12-09: ratio 0.986; S&P 500 1 week later +1.77%, 1 month later +4.42%, 3 months later -12.58% (counted, episode start)
- 2019-10-08: ratio 0.995; S&P 500 1 week later +3.55%, 1 month later +6.35%, 3 months later +12.44%
- 2019-10-03: ratio 0.985; S&P 500 1 week later +0.94%, 1 month later +5.37%, 3 months later +11.14%
- 2019-10-02: ratio 1.047; S&P 500 1 week later +1.10%, 1 month later +5.19%, 3 months later +12.82% (counted, episode start)
- 2019-08-27: ratio 1.008; S&P 500 1 week later +2.39%, 1 month later +3.78%, 3 months later +9.22%
- 2019-08-26: ratio 1.000; S&P 500 1 week later +0.97%, 1 month later +3.70%, 3 months later +8.06%
- 2019-08-23: ratio 1.058; S&P 500 1 week later +2.79%, 1 month later +4.20%, 3 months later +9.01%
- 2019-08-15: ratio 1.065; S&P 500 1 week later +2.65%, 1 month later +5.28%, 3 months later +8.65%
- 2019-08-14: ratio 1.147; S&P 500 1 week later +2.95%, 1 month later +5.87%, 3 months later +8.84%
- 2019-08-12: ratio 1.095; S&P 500 1 week later +1.38%, 1 month later +4.06%, 3 months later +7.26%
- 2019-08-07: ratio 1.074; S&P 500 1 week later -1.50%, 1 month later +3.28%, 3 months later +6.61%
- 2019-08-06: ratio 1.109; S&P 500 1 week later +1.55%, 1 month later +3.27%, 3 months later +6.82%
- 2019-08-05: ratio 1.331; S&P 500 1 week later +1.37%, 1 month later +3.27%, 3 months later +7.81%
- 2019-08-02: ratio 0.989; S&P 500 1 week later -0.46%, 1 month later -0.88%, 3 months later +3.60%
- 2019-08-01: ratio 1.074; S&P 500 1 week later -0.52%, 1 month later -0.92%, 3 months later +3.16%
- 2019-07-31: ratio 1.089; S&P 500 1 week later -3.23%, 1 month later -1.87%, 3 months later +1.90% (counted, episode start)
- 2019-06-26: ratio 0.985; S&P 500 1 week later +2.82%, 1 month later +3.85%, 3 months later +2.44%
- 2019-06-25: ratio 0.994; S&P 500 1 week later +1.91%, 1 month later +2.96%, 3 months later +1.69% (counted, episode start)
- 2019-06-03: ratio 1.026; S&P 500 1 week later +5.18%, 1 month later +8.33%, 3 months later +6.63%
- 2019-05-31: ratio 1.009; S&P 500 1 week later +4.41%, 1 month later +7.71%, 3 months later +6.27%
- 2019-05-29: ratio 1.006; S&P 500 1 week later +1.55%, 1 month later +5.10%, 3 months later +3.10%
- 2019-05-28: ratio 1.004; S&P 500 1 week later +0.03%, 1 month later +3.97%, 3 months later +2.71%
- 2019-05-23: ratio 0.984; S&P 500 1 week later -2.49%, 1 month later +4.36%, 3 months later +3.57%
- 2019-05-14: ratio 1.026; S&P 500 1 week later +1.06%, 1 month later +2.02%, 3 months later +3.24%
- 2019-05-13: ratio 1.150; S&P 500 1 week later +1.01%, 1 month later +2.42%, 3 months later +2.56%
- 2019-05-10: ratio 0.981; S&P 500 1 week later -0.76%, 1 month later +0.15%, 3 months later +1.29%
- 2019-05-09: ratio 1.185; S&P 500 1 week later +0.20%, 1 month later +0.56%, 3 months later +2.35%
- 2019-05-08: ratio 1.138; S&P 500 1 week later -0.99%, 1 month later -0.21%, 3 months later +0.16%
- 2019-05-07: ratio 1.104; S&P 500 1 week later -1.72%, 1 month later -1.41%, 3 months later -0.08% (counted, episode start)
- 2019-01-29: ratio 1.018; S&P 500 1 week later +3.70%, 1 month later +5.77%, 3 months later +11.58%
- 2019-01-28: ratio 0.995; S&P 500 1 week later +3.06%, 1 month later +5.62%, 3 months later +11.32%
- 2019-01-22: ratio 1.027; S&P 500 1 week later +0.27%, 1 month later +5.39%, 3 months later +11.42% (counted, episode start)
- 2019-01-07: ratio 0.993; S&P 500 1 week later +1.29%, 1 month later +7.13%, 3 months later +13.57%
- 2019-01-03: ratio 1.103; S&P 500 1 week later +6.08%, 1 month later +11.32%, 3 months later +17.63%
- 2019-01-02: ratio 1.003; S&P 500 1 week later +2.99%, 1 month later +7.83%, 3 months later +14.48%
- 2018-12-31: ratio 1.204; S&P 500 1 week later +2.70%, 1 month later +7.87%, 3 months later +14.38%
- 2018-12-28: ratio 1.250; S&P 500 1 week later +2.57%, 1 month later +7.86%, 3 months later +15.35%
- 2018-12-27: ratio 1.328; S&P 500 1 week later +1.73%, 1 month later +6.07%, 3 months later +13.88%
- 2018-12-26: ratio 1.320; S&P 500 1 week later -0.80%, 1 month later +7.14%, 3 months later +14.09%
- 2018-12-24: ratio 1.470; S&P 500 1 week later +6.76%, 1 month later +13.34%, 3 months later +19.32%
- 2018-12-21: ratio 1.259; S&P 500 1 week later +3.74%, 1 month later +9.34%, 3 months later +16.63%
- 2018-12-20: ratio 1.236; S&P 500 1 week later +0.74%, 1 month later +6.94%, 3 months later +13.41%
- 2018-12-19: ratio 1.089; S&P 500 1 week later -0.72%, 1 month later +5.02%, 3 months later +11.72%
- 2018-12-18: ratio 1.193; S&P 500 1 week later -3.08%, 1 month later +4.89%, 3 months later +12.12%
- 2018-12-17: ratio 1.196; S&P 500 1 week later -7.65%, 1 month later +3.54%, 3 months later +10.93%
- 2018-12-14: ratio 1.006; S&P 500 1 week later -7.05%, 1 month later +0.62%, 3 months later +8.95%
- 2018-12-12: ratio 1.049; S&P 500 1 week later -5.44%, 1 month later -2.58%, 3 months later +6.47% (counted, episode start)
- 2018-12-11: ratio 1.095; S&P 500 1 week later -3.44%, 1 month later -1.54%, 3 months later +6.51%
- 2018-12-10: ratio 1.147; S&P 500 1 week later -3.48%, 1 month later -1.56%, 3 months later +6.57%
- 2018-12-07: ratio 1.224; S&P 500 1 week later -1.26%, 1 month later -1.83%, 3 months later +6.02%
- 2018-12-06: ratio 1.190; S&P 500 1 week later -1.68%, 1 month later -4.51%, 3 months later +3.24%
- 2018-12-04: ratio 1.211; S&P 500 1 week later -1.81%, 1 month later -5.57%, 3 months later +1.59%
- 2018-11-30: ratio 1.171; S&P 500 1 week later -4.44%, 1 month later -11.31%, 3 months later +0.41%
- 2018-11-29: ratio 1.142; S&P 500 1 week later -3.82%, 1 month later -8.32%, 3 months later +1.89%
- 2018-11-28: ratio 1.137; S&P 500 1 week later -1.74%, 1 month later -8.64%, 3 months later +1.79%
- 2018-11-27: ratio 1.057; S&P 500 1 week later +0.67%, 1 month later -7.32%, 3 months later +4.53%
- 2018-11-26: ratio 0.997; S&P 500 1 week later +4.37%, 1 month later -6.91%, 3 months later +4.45%
- 2018-11-23: ratio 0.985; S&P 500 1 week later +4.85%, 1 month later -6.26%, 3 months later +6.07%
- 2018-11-20: ratio 1.061; S&P 500 1 week later +3.86%, 1 month later -8.53%, 3 months later +5.84%
- 2018-11-19: ratio 0.990; S&P 500 1 week later -0.32%, 1 month later -8.30%, 3 months later +3.79%
- 2018-11-14: ratio 1.008; S&P 500 1 week later -1.91%, 1 month later -5.76%, 3 months later +2.89%
- 2018-11-12: ratio 1.023; S&P 500 1 week later -1.30%, 1 month later -2.78%, 3 months later +0.72% (counted, episode start)
- 2018-11-06: ratio 1.104; S&P 500 1 week later -1.21%, 1 month later -4.44%, 3 months later -1.73%
- 2018-11-05: ratio 1.071; S&P 500 1 week later -0.44%, 1 month later -1.55%, 3 months later -1.18%
- 2018-11-02: ratio 1.043; S&P 500 1 week later +2.13%, 1 month later -0.84%, 3 months later +0.31%
- 2018-11-01: ratio 1.073; S&P 500 1 week later +2.43%, 1 month later +1.82%, 3 months later -0.10%
- 2018-10-31: ratio 1.190; S&P 500 1 week later +3.77%, 1 month later +1.79%, 3 months later +0.48%
- 2018-10-30: ratio 1.299; S&P 500 1 week later +2.71%, 1 month later +2.06%, 3 months later +0.89%
- 2018-10-29: ratio 1.346; S&P 500 1 week later +3.67%, 1 month later +3.88%, 3 months later +2.38%
- 2018-10-26: ratio 1.330; S&P 500 1 week later +2.42%, 1 month later +0.88%, 3 months later +0.84%
- 2018-10-25: ratio 1.320; S&P 500 1 week later +1.29%, 1 month later -1.19%, 3 months later -2.42%
- 2018-10-24: ratio 1.411; S&P 500 1 week later +2.09%, 1 month later -0.89%, 3 months later -0.46%
- 2018-10-23: ratio 1.155; S&P 500 1 week later -2.12%, 1 month later -3.31%, 3 months later -2.77%
- 2018-10-22: ratio 1.043; S&P 500 1 week later -4.16%, 1 month later -4.14%, 3 months later -4.12%
- 2018-10-19: ratio 1.065; S&P 500 1 week later -3.94%, 1 month later -2.78%, 3 months later -4.66%
- 2018-10-18: ratio 1.123; S&P 500 1 week later -2.28%, 1 month later -1.17%, 3 months later -4.91%
- 2018-10-17: ratio 0.981; S&P 500 1 week later -5.45%, 1 month later -2.81%, 3 months later -4.93%
- 2018-10-16: ratio 0.994; S&P 500 1 week later -2.46%, 1 month later -3.86%, 3 months later -6.19%
- 2018-10-15: ratio 1.178; S&P 500 1 week later +0.19%, 1 month later -1.04%, 3 months later -4.90%
- 2018-10-12: ratio 1.151; S&P 500 1 week later +0.02%, 1 month later -1.48%, 3 months later -5.67%
- 2018-10-11: ratio 1.372; S&P 500 1 week later +1.48%, 1 month later +1.93%, 3 months later -5.34%
- 2018-10-10: ratio 1.255; S&P 500 1 week later +0.84%, 1 month later +0.76%, 3 months later -6.80% (counted, episode start)
- 2018-06-27: ratio 0.992; S&P 500 1 week later +1.37%, 1 month later +4.42%, 3 months later +7.64% (counted, episode start)
- 2018-06-25: ratio 1.009; S&P 500 1 week later +0.35%, 1 month later +4.75%, 3 months later +7.45%
- 2018-05-29: ratio 1.006; S&P 500 1 week later +2.19%, 1 month later +0.36%, 3 months later +7.69% (counted, episode start)
- 2018-04-25: ratio 1.026; S&P 500 1 week later -0.14%, 1 month later +3.35%, 3 months later +7.83%
- 2018-04-24: ratio 1.052; S&P 500 1 week later +0.77%, 1 month later +3.75%, 3 months later +7.05%
- 2018-04-11: ratio 1.000; S&P 500 1 week later +2.51%, 1 month later +3.06%, 3 months later +4.99%
- 2018-04-10: ratio 1.026; S&P 500 1 week later +1.86%, 1 month later +1.54%, 3 months later +5.16%
- 2018-04-09: ratio 1.123; S&P 500 1 week later +2.48%, 1 month later +2.25%, 3 months later +6.54%
- 2018-04-06: ratio 1.088; S&P 500 1 week later +1.99%, 1 month later +2.62%, 3 months later +5.96%
- 2018-04-05: ratio 1.016; S&P 500 1 week later +0.04%, 1 month later +0.02%, 3 months later +2.77%
- 2018-04-04: ratio 1.075; S&P 500 1 week later -0.09%, 1 month later -0.57%, 3 months later +2.59%
- 2018-04-03: ratio 1.117; S&P 500 1 week later +1.62%, 1 month later +0.81%, 3 months later +4.29%
- 2018-04-02: ratio 1.210; S&P 500 1 week later +1.21%, 1 month later +2.82%, 3 months later +5.29%
- 2018-03-29: ratio 1.001; S&P 500 1 week later -1.38%, 1 month later +0.27%, 3 months later +2.86% (counted, episode start)
- 2018-03-28: ratio 1.118; S&P 500 1 week later +2.22%, 1 month later +2.49%, 3 months later +3.63%
- 2018-03-27: ratio 1.046; S&P 500 1 week later +1.23%, 1 month later +2.08%, 3 months later +4.23%
- 2018-03-26: ratio 1.076; S&P 500 1 week later -1.66%, 1 month later -0.72%, 3 months later +2.20%
- 2018-03-23: ratio 1.238; S&P 500 1 week later -0.25%, 1 month later +1.79%, 3 months later +6.44%
- 2018-03-22: ratio 1.215; S&P 500 1 week later -0.11%, 1 month later +1.01%, 3 months later +4.01%
- 2018-03-21: ratio 0.990; S&P 500 1 week later -3.94%, 1 month later -1.54%, 3 months later +2.04%
- 2018-03-20: ratio 1.043; S&P 500 1 week later -3.84%, 1 month later -0.88%, 3 months later +1.68%
- 2018-03-19: ratio 1.133; S&P 500 1 week later -2.00%, 1 month later -0.16%, 3 months later +2.24%
- 2018-03-01: ratio 1.115; S&P 500 1 week later +2.29%, 1 month later -3.58%, 3 months later +1.03% (counted, episode start)
- 2018-02-21: ratio 0.999; S&P 500 1 week later +0.46%, 1 month later -2.13%, 3 months later +0.86%
- 2018-02-20: ratio 1.032; S&P 500 1 week later +1.03%, 1 month later -0.16%, 3 months later +0.62%
- 2018-02-13: ratio 1.117; S&P 500 1 week later +1.44%, 1 month later +3.17%, 3 months later +1.82%
- 2018-02-12: ratio 1.174; S&P 500 1 week later +2.27%, 1 month later +3.52%, 3 months later +2.79%
- 2018-02-09: ratio 1.270; S&P 500 1 week later +4.30%, 1 month later +5.56%, 3 months later +4.13%
- 2018-02-08: ratio 1.516; S&P 500 1 week later +5.82%, 1 month later +7.83%, 3 months later +5.50%
- 2018-02-07: ratio 1.427; S&P 500 1 week later +0.63%, 1 month later +3.91%, 3 months later +0.60%
- 2018-02-06: ratio 1.661; S&P 500 1 week later -1.19%, 1 month later +1.63%, 3 months later -0.86%
- 2018-02-05: ratio 2.110; S&P 500 1 week later +0.27%, 1 month later +2.94%, 3 months later +0.89%
- 2018-02-02: ratio 1.107; S&P 500 1 week later -5.16%, 1 month later -1.23%, 3 months later -3.57%
- 2018-01-30: ratio 1.023; S&P 500 1 week later -4.51%, 1 month later -5.13%, 3 months later -5.94%
- 2018-01-29: ratio 0.995; S&P 500 1 week later -7.17%, 1 month later -4.90%, 3 months later -7.20% (counted, episode start)
- 2017-08-10: ratio 1.100; S&P 500 1 week later -0.34%, 1 month later +2.05%, 3 months later +6.41% (counted, episode start)
- 2017-05-18: ratio 1.114; S&P 500 1 week later +2.09%, 1 month later +3.71%, 3 months later +2.72% (counted, episode start)
- 2017-05-17: ratio 1.293; S&P 500 1 week later +2.01%, 1 month later +3.23%, 3 months later +4.71%
- 2017-04-21: ratio 1.159; S&P 500 1 week later +1.51%, 1 month later +1.93%, 3 months later +5.27%
- 2017-04-20: ratio 1.089; S&P 500 1 week later +1.40%, 1 month later +1.10%, 3 months later +4.99% (counted, episode start)
- 2017-04-19: ratio 1.074; S&P 500 1 week later +2.11%, 1 month later +1.18%, 3 months later +5.80%
- 2017-03-23: ratio 1.015; S&P 500 1 week later +0.94%, 1 month later +1.20%, 3 months later +3.77%
- 2017-03-22: ratio 0.988; S&P 500 1 week later +0.54%, 1 month later +0.01%, 3 months later +3.71% (counted, episode start)
- 2016-11-08: ratio 1.398; S&P 500 1 week later +1.91%, 1 month later +4.98%, 3 months later +7.87%
- 2016-11-07: ratio 1.359; S&P 500 1 week later +1.53%, 1 month later +5.15%, 3 months later +7.65%
- 2016-11-04: ratio 1.364; S&P 500 1 week later +3.80%, 1 month later +6.09%, 3 months later +9.97%
- 2016-11-03: ratio 1.348; S&P 500 1 week later +3.77%, 1 month later +5.56%, 3 months later +9.76%
- 2016-11-02: ratio 1.260; S&P 500 1 week later +3.11%, 1 month later +4.48%, 3 months later +9.51%
- 2016-11-01: ratio 1.220; S&P 500 1 week later +1.32%, 1 month later +3.76%, 3 months later +8.01%
- 2016-10-31: ratio 1.131; S&P 500 1 week later +0.25%, 1 month later +3.42%, 3 months later +7.21% (counted, episode start)
- 2016-09-14: ratio 1.002; S&P 500 1 week later +1.76%, 1 month later +0.32%, 3 months later +6.87%
- 2016-09-13: ratio 1.026; S&P 500 1 week later +0.60%, 1 month later +0.57%, 3 months later +6.11%
- 2016-09-09: ratio 0.997; S&P 500 1 week later +0.53%, 1 month later +1.68%, 3 months later +5.56% (counted, episode start)
- 2016-06-27: ratio 1.058; S&P 500 1 week later +4.40%, 1 month later +8.30%, 3 months later +7.28%
- 2016-06-24: ratio 1.283; S&P 500 1 week later +3.22%, 1 month later +6.47%, 3 months later +6.25%
- 2016-06-23: ratio 1.147; S&P 500 1 week later -0.68%, 1 month later +2.61%, 3 months later +3.02%
- 2016-06-22: ratio 1.322; S&P 500 1 week later -0.70%, 1 month later +4.30%, 3 months later +3.72%
- 2016-06-21: ratio 1.141; S&P 500 1 week later -2.53%, 1 month later +3.65%, 3 months later +2.43%
- 2016-06-20: ratio 1.121; S&P 500 1 week later -3.97%, 1 month later +4.31%, 3 months later +2.68%
- 2016-06-17: ratio 1.032; S&P 500 1 week later -1.63%, 1 month later +4.47%, 3 months later +3.28%
- 2016-06-16: ratio 1.034; S&P 500 1 week later +1.70%, 1 month later +4.28%, 3 months later +3.33%
- 2016-06-15: ratio 1.036; S&P 500 1 week later +0.67%, 1 month later +4.36%, 3 months later +2.62%
- 2016-06-14: ratio 1.064; S&P 500 1 week later +0.65%, 1 month later +4.26%, 3 months later +2.49%
- 2016-06-13: ratio 1.049; S&P 500 1 week later +0.20%, 1 month later +3.53%, 3 months later +3.85% (counted, episode start)
- 2016-02-11: ratio 0.987; S&P 500 1 week later +4.85%, 1 month later +10.42%, 3 months later +12.85%
- 2016-02-09: ratio 1.002; S&P 500 1 week later +4.03%, 1 month later +7.42%, 3 months later +12.54%
- 2016-02-08: ratio 1.016; S&P 500 1 week later +2.27%, 1 month later +7.33%, 3 months later +11.07% (counted, episode start)
- 2016-01-27: ratio 1.002; S&P 500 1 week later +1.57%, 1 month later +3.46%, 3 months later +11.27%
- 2016-01-26: ratio 1.041; S&P 500 1 week later -0.03%, 1 month later +2.53%, 3 months later +9.88%
- 2016-01-25: ratio 1.031; S&P 500 1 week later +3.32%, 1 month later +2.81%, 3 months later +11.23%
- 2016-01-21: ratio 1.123; S&P 500 1 week later +1.30%, 1 month later +4.09%, 3 months later +11.90%
- 2016-01-20: ratio 1.181; S&P 500 1 week later +1.27%, 1 month later +3.14%, 3 months later +13.07%
- 2016-01-19: ratio 1.151; S&P 500 1 week later +1.19%, 1 month later +1.94%, 3 months later +11.67%
- 2016-01-15: ratio 1.101; S&P 500 1 week later -0.17%, 1 month later +2.47%, 3 months later +11.38%
- 2016-01-14: ratio 1.047; S&P 500 1 week later -0.78%, 1 month later -1.37%, 3 months later +8.27%
- 2016-01-13: ratio 1.027; S&P 500 1 week later -1.13%, 1 month later -1.35%, 3 months later +10.18%
- 2016-01-12: ratio 0.990; S&P 500 1 week later -4.09%, 1 month later -5.65%, 3 months later +7.41%
- 2016-01-08: ratio 1.067; S&P 500 1 week later -2.17%, 1 month later -3.63%, 3 months later +6.24% (counted, episode start)
- 2016-01-07: ratio 1.064; S&P 500 1 week later -1.09%, 1 month later -4.61%, 3 months later +5.38%
- 2016-01-04: ratio 0.996; S&P 500 1 week later -4.42%, 1 month later -4.98%, 3 months later +1.62%
- 2015-12-15: ratio 1.054; S&P 500 1 week later -0.22%, 1 month later -7.98%, 3 months later -0.14%
- 2015-12-14: ratio 1.106; S&P 500 1 week later -0.04%, 1 month later -4.95%, 3 months later +0.26%
- 2015-12-11: ratio 1.149; S&P 500 1 week later -0.34%, 1 month later -6.07%, 3 months later +0.18%
- 2015-12-10: ratio 0.984; S&P 500 1 week later -0.50%, 1 month later -5.53%, 3 months later -1.59%
- 2015-12-09: ratio 1.048; S&P 500 1 week later +1.24%, 1 month later -6.05%, 3 months later -1.24% (counted, episode start)
- 2015-09-30: ratio 1.038; S&P 500 1 week later +3.95%, 1 month later +8.82%, 3 months later +7.46%
- 2015-09-29: ratio 1.099; S&P 500 1 week later +5.09%, 1 month later +10.95%, 3 months later +10.31%
- 2015-09-28: ratio 1.147; S&P 500 1 week later +5.59%, 1 month later +9.78%, 3 months later +9.29%
- 2015-09-24: ratio 1.032; S&P 500 1 week later -0.44%, 1 month later +7.40%, 3 months later +6.83%
- 2015-09-23: ratio 0.982; S&P 500 1 week later -0.97%, 1 month later +5.87%, 3 months later +5.17%
- 2015-09-22: ratio 1.007; S&P 500 1 week later -3.02%, 1 month later +3.92%, 3 months later +4.04% (counted, episode start)
- 2015-09-17: ratio 1.052; S&P 500 1 week later -2.91%, 1 month later +2.16%, 3 months later +4.16%
- 2015-09-16: ratio 1.064; S&P 500 1 week later -2.83%, 1 month later +1.43%, 3 months later +2.41%
- 2015-09-15: ratio 1.065; S&P 500 1 week later -1.79%, 1 month later +0.82%, 3 months later +2.22%
- 2015-09-14: ratio 1.077; S&P 500 1 week later +0.71%, 1 month later +2.59%, 3 months later +3.04%
- 2015-09-10: ratio 1.018; S&P 500 1 week later +1.94%, 1 month later +3.21%, 3 months later +4.88%
- 2015-09-09: ratio 1.060; S&P 500 1 week later +2.74%, 1 month later +3.68%, 3 months later +6.26%
- 2015-09-01: ratio 1.057; S&P 500 1 week later +1.47%, 1 month later +0.52%, 3 months later +9.86%
- 2015-08-31: ratio 1.065; S&P 500 1 week later -0.14%, 1 month later -2.64%, 3 months later +5.49%
- 2015-08-28: ratio 1.070; S&P 500 1 week later -3.40%, 1 month later -5.27%, 3 months later +5.09%
- 2015-08-27: ratio 1.162; S&P 500 1 week later -1.84%, 1 month later -5.33%, 3 months later +5.09%
- 2015-08-26: ratio 1.477; S&P 500 1 week later +0.43%, 1 month later -0.47%, 3 months later +7.66%
- 2015-08-25: ratio 1.519; S&P 500 1 week later +2.48%, 1 month later +3.46%, 3 months later +11.73%
- 2015-08-24: ratio 1.754; S&P 500 1 week later +4.17%, 1 month later +2.41%, 3 months later +10.35% (counted, episode start)
- 2015-08-21: ratio 1.660; S&P 500 1 week later +0.91%, 1 month later -1.43%, 3 months later +5.60%
- 2015-08-20: ratio 1.109; S&P 500 1 week later -2.36%, 1 month later -3.38%, 3 months later +2.35%
- 2015-07-27: ratio 0.990; S&P 500 1 week later +1.47%, 1 month later -9.67%, 3 months later +0.36% (counted, episode start)
- 2015-07-09: ratio 1.115; S&P 500 1 week later +3.56%, 1 month later +1.28%, 3 months later -2.70%
- 2015-07-08: ratio 1.089; S&P 500 1 week later +2.97%, 1 month later +1.80%, 3 months later -3.26%
- 2015-07-02: ratio 1.016; S&P 500 1 week later -0.01%, 1 month later +1.02%, 3 months later -7.37%
- 2015-07-01: ratio 1.026; S&P 500 1 week later -1.26%, 1 month later +1.27%, 3 months later -7.58%
- 2015-06-30: ratio 1.133; S&P 500 1 week later -0.80%, 1 month later +2.21%, 3 months later -8.68%
- 2015-06-29: ratio 1.205; S&P 500 1 week later +1.15%, 1 month later +2.48%, 3 months later -8.55%
- 2015-06-26: ratio 1.002; S&P 500 1 week later -1.56%, 1 month later -0.39%, 3 months later -8.10%
- 2015-06-16: ratio 1.006; S&P 500 1 week later +1.33%, 1 month later +1.34%, 3 months later -5.64%
- 2015-06-15: ratio 1.004; S&P 500 1 week later +1.84%, 1 month later +1.10%, 3 months later -6.30% (counted, episode start)
- 2015-01-28: ratio 1.016; S&P 500 1 week later +1.97%, 1 month later +5.11%, 3 months later +5.23%
- 2015-01-21: ratio 1.016; S&P 500 1 week later -1.47%, 1 month later +3.85%, 3 months later +3.73%
- 2015-01-20: ratio 1.051; S&P 500 1 week later +0.35%, 1 month later +3.70%, 3 months later +3.70%
- 2015-01-16: ratio 1.016; S&P 500 1 week later +1.87%, 1 month later +3.97%, 3 months later +4.01%
- 2015-01-15: ratio 1.073; S&P 500 1 week later +2.97%, 1 month later +5.40%, 3 months later +4.44%
- 2015-01-14: ratio 1.014; S&P 500 1 week later +2.58%, 1 month later +4.26%, 3 months later +4.66% (counted, episode start)
- 2014-12-16: ratio 1.050; S&P 500 1 week later +5.55%, 1 month later +2.37%, 3 months later +5.91%
- 2014-12-15: ratio 1.005; S&P 500 1 week later +4.47%, 1 month later +0.15%, 3 months later +5.52%
- 2014-12-12: ratio 1.134; S&P 500 1 week later +3.41%, 1 month later +0.45%, 3 months later +3.59%
- 2014-12-11: ratio 1.066; S&P 500 1 week later +1.27%, 1 month later -0.60%, 3 months later +2.25%
- 2014-12-10: ratio 1.134; S&P 500 1 week later -0.65%, 1 month later +0.10%, 3 months later +1.35% (counted, episode start)
- 2014-10-20: ratio 0.989; S&P 500 1 week later +3.03%, 1 month later +7.76%, 3 months later +6.73%
- 2014-10-17: ratio 1.121; S&P 500 1 week later +4.12%, 1 month later +8.19%, 3 months later +7.20%
- 2014-10-16: ratio 1.334; S&P 500 1 week later +4.73%, 1 month later +9.51%, 3 months later +8.41%
- 2014-10-15: ratio 1.306; S&P 500 1 week later +3.47%, 1 month later +9.49%, 3 months later +6.99%
- 2014-10-14: ratio 1.152; S&P 500 1 week later +3.39%, 1 month later +8.55%, 3 months later +7.11%
- 2014-10-13: ratio 1.231; S&P 500 1 week later +1.56%, 1 month later +8.80%, 3 months later +7.91% (counted, episode start)
- 2014-10-10: ratio 1.101; S&P 500 1 week later -1.02%, 1 month later +6.93%, 3 months later +6.41%
- 2014-10-09: ratio 1.195; S&P 500 1 week later -3.39%, 1 month later +5.38%, 3 months later +6.05%
- 2014-09-30: ratio 0.981; S&P 500 1 week later -1.89%, 1 month later +0.51%, 3 months later +5.48%
- 2014-09-15: ratio 0.980; S&P 500 1 week later +0.51%, 1 month later -5.36%, 3 months later +0.92% (counted, episode start)
- 2014-08-15: ratio 0.995; S&P 500 1 week later +1.71%, 1 month later +2.25%, 3 months later +4.31% (counted, episode start)
- 2014-08-05: ratio 1.002; S&P 500 1 week later +0.71%, 1 month later +4.03%, 3 months later +5.08%
- 2014-08-01: ratio 1.133; S&P 500 1 week later +0.33%, 1 month later +4.01%, 3 months later +3.61%
- 2014-07-31: ratio 1.196; S&P 500 1 week later -1.09%, 1 month later +3.77%, 3 months later +2.67%
- 2014-07-17: ratio 1.084; S&P 500 1 week later +1.52%, 1 month later -0.16%, 3 months later -4.88% (counted, episode start)
- 2014-04-11: ratio 1.051; S&P 500 1 week later +3.10%, 1 month later +4.50%, 3 months later +8.89%
- 2014-04-10: ratio 1.027; S&P 500 1 week later +1.73%, 1 month later +3.47%, 3 months later +7.34% (counted, episode start)
- 2014-04-07: ratio 1.011; S&P 500 1 week later -0.78%, 1 month later +1.80%, 3 months later +6.43%
- 2014-03-14: ratio 1.151; S&P 500 1 week later +1.38%, 1 month later -0.57%, 3 months later +5.16%
- 2014-03-13: ratio 1.005; S&P 500 1 week later +1.39%, 1 month later -1.66%, 3 months later +4.54% (counted, episode start)
- 2014-02-06: ratio 1.050; S&P 500 1 week later +3.18%, 1 month later +5.85%, 3 months later +5.76%
- 2014-02-05: ratio 1.083; S&P 500 1 week later +3.86%, 1 month later +7.22%, 3 months later +7.23%
- 2014-02-04: ratio 1.068; S&P 500 1 week later +3.68%, 1 month later +6.94%, 3 months later +6.41%
- 2014-02-03: ratio 1.189; S&P 500 1 week later +3.33%, 1 month later +7.57%, 3 months later +8.20%
- 2014-01-31: ratio 1.068; S&P 500 1 week later +0.81%, 1 month later +5.12%, 3 months later +5.53%
- 2014-01-30: ratio 1.033; S&P 500 1 week later -1.16%, 1 month later +2.87%, 3 months later +4.99%
- 2014-01-29: ratio 1.125; S&P 500 1 week later -1.27%, 1 month later +4.80%, 3 months later +6.19%
- 2014-01-28: ratio 1.067; S&P 500 1 week later -2.08%, 1 month later +3.45%, 3 months later +4.79%
- 2014-01-27: ratio 1.111; S&P 500 1 week later -2.23%, 1 month later +3.57%, 3 months later +4.93%
- 2014-01-24: ratio 1.198; S&P 500 1 week later -0.43%, 1 month later +3.06%, 3 months later +4.08% (counted, episode start)
- 2013-12-17: ratio 1.034; S&P 500 1 week later +2.94%, 1 month later +3.24%, 3 months later +5.11%
- 2013-12-16: ratio 1.044; S&P 500 1 week later +2.32%, 1 month later +3.32%, 3 months later +4.15%
- 2013-12-13: ratio 1.059; S&P 500 1 week later +2.42%, 1 month later +4.12%, 3 months later +5.46%
- 2013-12-12: ratio 1.030; S&P 500 1 week later +1.92%, 1 month later +3.57%, 3 months later +4.69%
- 2013-12-11: ratio 1.086; S&P 500 1 week later +1.60%, 1 month later +2.07%, 3 months later +3.31% (counted, episode start)
- 2013-10-16: ratio 0.995; S&P 500 1 week later +1.44%, 1 month later +4.01%, 3 months later +7.22%
- 2013-10-15: ratio 1.279; S&P 500 1 week later +3.33%, 1 month later +4.94%, 3 months later +8.85%
- 2013-10-14: ratio 1.129; S&P 500 1 week later +2.02%, 1 month later +3.37%, 3 months later +7.53%
- 2013-10-11: ratio 1.014; S&P 500 1 week later +2.42%, 1 month later +4.03%, 3 months later +6.81%
- 2013-10-10: ratio 1.008; S&P 500 1 week later +2.40%, 1 month later +4.61%, 3 months later +8.85%
- 2013-10-09: ratio 1.057; S&P 500 1 week later +3.93%, 1 month later +5.48%, 3 months later +10.97%
- 2013-10-08: ratio 1.102; S&P 500 1 week later +2.57%, 1 month later +6.95%, 3 months later +11.00%
- 2013-10-07: ratio 1.058; S&P 500 1 week later +2.03%, 1 month later +5.18%, 3 months later +9.65%
- 2013-10-03: ratio 0.993; S&P 500 1 week later +0.83%, 1 month later +4.94%, 3 months later +9.10%
- 2013-09-30: ratio 1.055; S&P 500 1 week later -0.32%, 1 month later +5.38%, 3 months later +9.49%
- 2013-09-27: ratio 1.011; S&P 500 1 week later -0.07%, 1 month later +4.16%, 3 months later +8.85% (counted, episode start)
- 2013-08-16: ratio 0.986; S&P 500 1 week later +0.46%, 1 month later +2.96%, 3 months later +8.14%
- 2013-08-15: ratio 1.012; S&P 500 1 week later -0.26%, 1 month later +2.18%, 3 months later +7.26% (counted, episode start)
- 2013-06-24: ratio 1.077; S&P 500 1 week later +2.66%, 1 month later +7.17%, 3 months later +8.18%
- 2013-06-21: ratio 1.055; S&P 500 1 week later +0.87%, 1 month later +6.28%, 3 months later +7.38%
- 2013-06-20: ratio 1.150; S&P 500 1 week later +1.57%, 1 month later +6.76%, 3 months later +8.45%
- 2013-06-19: ratio 0.991; S&P 500 1 week later -1.58%, 1 month later +3.88%, 3 months later +5.93%
- 2013-06-18: ratio 0.993; S&P 500 1 week later -3.86%, 1 month later +2.27%, 3 months later +3.21%
- 2013-06-12: ratio 1.002; S&P 500 1 week later +1.02%, 1 month later +4.20%, 3 months later +4.75%
- 2013-06-06: ratio 0.983; S&P 500 1 week later +0.85%, 1 month later +1.10%, 3 months later +2.00%
- 2013-06-05: ratio 1.030; S&P 500 1 week later +0.22%, 1 month later +1.43%, 3 months later +2.75%
- 2013-06-03: ratio 1.001; S&P 500 1 week later +0.15%, 1 month later -1.61%, 3 months later -0.45%
- 2013-05-28: ratio 0.983; S&P 500 1 week later -1.73%, 1 month later -3.42%, 3 months later -0.20% (counted, episode start)
- 2013-04-18: ratio 1.102; S&P 500 1 week later +2.82%, 1 month later +8.16%, 3 months later +9.58%
- 2013-04-17: ratio 1.109; S&P 500 1 week later +1.73%, 1 month later +6.34%, 3 months later +8.31%
- 2013-04-15: ratio 1.214; S&P 500 1 week later +0.65%, 1 month later +6.31%, 3 months later +8.38%
- 2013-03-22: ratio 0.998; S&P 500 1 week later +0.34%, 1 month later +1.41%, 3 months later +2.28%
- 2013-03-21: ratio 1.031; S&P 500 1 week later +1.51%, 1 month later +1.08%, 3 months later +2.74% (counted, episode start)
- 2013-02-28: ratio 0.988; S&P 500 1 week later +1.95%, 1 month later +3.14%, 3 months later +9.23%
- 2013-02-26: ratio 1.050; S&P 500 1 week later +2.86%, 1 month later +4.40%, 3 months later +10.90%
- 2013-02-25: ratio 1.219; S&P 500 1 week later +2.51%, 1 month later +5.10%, 3 months later +10.87%
- 2013-02-21: ratio 1.019; S&P 500 1 week later +0.82%, 1 month later +3.63%, 3 months later +10.18%
- 2013-02-20: ratio 0.997; S&P 500 1 week later +0.27%, 1 month later +2.24%, 3 months later +10.40% (counted, episode start)
- 2012-12-31: ratio 1.082; S&P 500 1 week later +2.17%, 1 month later +5.04%, 3 months later +8.94%
- 2012-12-28: ratio 1.231; S&P 500 1 week later +4.24%, 1 month later +7.10%, 3 months later +11.97%
- 2012-12-27: ratio 1.088; S&P 500 1 week later +3.41%, 1 month later +6.33%, 3 months later +10.16%
- 2012-12-26: ratio 1.078; S&P 500 1 week later +2.78%, 1 month later +5.66%, 3 months later +10.52%
- 2012-12-24: ratio 1.066; S&P 500 1 week later +2.51%, 1 month later +5.35%, 3 months later +9.55%
- 2012-12-20: ratio 1.050; S&P 500 1 week later -2.86%, 1 month later +3.54%, 3 months later +7.48%
- 2012-12-19: ratio 1.034; S&P 500 1 week later -1.23%, 1 month later +3.95%, 3 months later +8.43% (counted, episode start)
- 2012-11-07: ratio 1.003; S&P 500 1 week later -2.80%, 1 month later +1.69%, 3 months later +8.85%
- 2012-11-06: ratio 1.058; S&P 500 1 week later -3.77%, 1 month later -1.01%, 3 months later +5.67%
- 2012-11-05: ratio 1.078; S&P 500 1 week later -2.63%, 1 month later -0.56%, 3 months later +6.69%
- 2012-11-02: ratio 0.998; S&P 500 1 week later -2.43%, 1 month later -0.51%, 3 months later +6.87%
- 2012-10-31: ratio 0.992; S&P 500 1 week later -1.25%, 1 month later +0.28%, 3 months later +7.15%
- 2012-10-24: ratio 0.983; S&P 500 1 week later +0.39%, 1 month later -0.70%, 3 months later +7.03%
- 2012-10-23: ratio 1.060; S&P 500 1 week later +1.02%, 1 month later -0.48%, 3 months later +6.16% (counted, episode start)
- 2012-08-01: ratio 1.006; S&P 500 1 week later +1.96%, 1 month later +1.76%, 3 months later +3.80% (counted, episode start)
- 2012-06-15: ratio 1.028; S&P 500 1 week later -0.58%, 1 month later +1.55%, 3 months later +9.15%
- 2012-06-14: ratio 1.009; S&P 500 1 week later -0.27%, 1 month later +1.85%, 3 months later +9.85%
- 2012-06-13: ratio 0.988; S&P 500 1 week later +3.10%, 1 month later +3.19%, 3 months later +9.25% (counted, episode start)
- 2012-06-11: ratio 1.035; S&P 500 1 week later +2.74%, 1 month later +2.48%, 3 months later +9.18%
- 2012-05-14: ratio 0.982; S&P 500 1 week later -1.67%, 1 month later -1.75%, 3 months later +4.91% (counted, episode start)
- 2011-12-08: ratio 0.985; S&P 500 1 week later -1.51%, 1 month later +4.68%, 3 months later +11.08%
- 2011-12-07: ratio 0.986; S&P 500 1 week later -3.90%, 1 month later +1.56%, 3 months later +8.71%
- 2011-11-16: ratio 0.992; S&P 500 1 week later -6.07%, 1 month later -1.39%, 3 months later +10.05% (counted, episode start)
- 2011-11-09: ratio 1.075; S&P 500 1 week later +0.64%, 1 month later +2.12%, 3 months later +9.24%
- 2011-11-02: ratio 1.006; S&P 500 1 week later -0.71%, 1 month later +0.52%, 3 months later +8.64%
- 2011-11-01: ratio 1.079; S&P 500 1 week later +4.73%, 1 month later +2.16%, 3 months later +8.80%
- 2011-10-31: ratio 1.017; S&P 500 1 week later +0.62%, 1 month later -0.51%, 3 months later +5.65%
- 2011-10-26: ratio 0.980; S&P 500 1 week later -0.33%, 1 month later -6.71%, 3 months later +5.98%
- 2011-10-25: ratio 1.037; S&P 500 1 week later -0.88%, 1 month later -5.47%, 3 months later +7.27%
- 2011-10-24: ratio 0.991; S&P 500 1 week later -0.07%, 1 month later -5.27%, 3 months later +5.73%
- 2011-10-21: ratio 1.006; S&P 500 1 week later +3.78%, 1 month later -3.66%, 3 months later +6.17%
- 2011-10-20: ratio 1.073; S&P 500 1 week later +5.69%, 1 month later +0.02%, 3 months later +8.28%
- 2011-10-19: ratio 1.009; S&P 500 1 week later +2.65%, 1 month later +0.52%, 3 months later +8.72%
- 2011-10-18: ratio 1.007; S&P 500 1 week later +0.30%, 1 month later +0.94%, 3 months later +7.27%
- 2011-10-17: ratio 1.010; S&P 500 1 week later +4.44%, 1 month later +4.74%, 3 months later +8.93% (counted, episode start)
- 2011-10-05: ratio 0.981; S&P 500 1 week later +5.53%, 1 month later +10.24%, 3 months later +11.98%
- 2011-10-04: ratio 1.025; S&P 500 1 week later +6.37%, 1 month later +10.14%, 3 months later +13.64%
- 2011-10-03: ratio 1.121; S&P 500 1 week later +8.70%, 1 month later +10.83%, 3 months later +16.18%
- 2011-09-30: ratio 1.060; S&P 500 1 week later +2.12%, 1 month later +10.77%, 3 months later +11.15%
- 2011-09-29: ratio 1.042; S&P 500 1 week later +0.39%, 1 month later +10.75%, 3 months later +8.84%
- 2011-09-28: ratio 1.083; S&P 500 1 week later -0.61%, 1 month later +11.60%, 3 months later +8.56%
- 2011-09-27: ratio 1.046; S&P 500 1 week later -4.38%, 1 month later +5.67%, 3 months later +7.66%
- 2011-09-26: ratio 1.056; S&P 500 1 week later -5.48%, 1 month later +5.68%, 3 months later +8.80%
- 2011-09-23: ratio 1.079; S&P 500 1 week later -0.44%, 1 month later +10.36%, 3 months later +10.35%
- 2011-09-22: ratio 1.111; S&P 500 1 week later +2.73%, 1 month later +9.62%, 3 months later +10.11%
- 2011-09-21: ratio 1.043; S&P 500 1 week later -1.35%, 1 month later +4.17%, 3 months later +6.39%
- 2011-09-20: ratio 1.026; S&P 500 1 week later -2.22%, 1 month later +0.65%, 3 months later +0.27%
- 2011-09-19: ratio 1.023; S&P 500 1 week later -3.42%, 1 month later +1.77%, 3 months later +1.29%
- 2011-09-16: ratio 0.987; S&P 500 1 week later -6.54%, 1 month later -1.25%, 3 months later -0.02%
- 2011-09-14: ratio 1.002; S&P 500 1 week later -1.84%, 1 month later +1.26%, 3 months later +3.12%
- 2011-09-13: ratio 1.044; S&P 500 1 week later +2.49%, 1 month later +2.93%, 3 months later +5.42%
- 2011-09-12: ratio 1.091; S&P 500 1 week later +3.60%, 1 month later +2.86%, 3 months later +7.99%
- 2011-09-09: ratio 1.103; S&P 500 1 week later +5.35%, 1 month later +3.52%, 3 months later +6.94% (counted, episode start)
- 2011-09-08: ratio 1.021; S&P 500 1 week later +1.96%, 1 month later -2.57%, 3 months later +6.33%
- 2011-09-07: ratio 0.984; S&P 500 1 week later -0.83%, 1 month later -2.81%, 3 months later +4.99%
- 2011-09-06: ratio 1.109; S&P 500 1 week later +0.65%, 1 month later -1.82%, 3 months later +7.88%
- 2011-09-01: ratio 0.993; S&P 500 1 week later -4.17%, 1 month later -8.73%, 3 months later +3.33%
- 2011-08-31: ratio 1.021; S&P 500 1 week later -2.71%, 1 month later -7.18%, 3 months later +2.30%
- 2011-08-30: ratio 1.068; S&P 500 1 week later -1.18%, 1 month later -4.33%, 3 months later -1.46%
- 2011-08-29: ratio 1.044; S&P 500 1 week later -3.71%, 1 month later -4.88%, 3 months later -1.45%
- 2011-08-26: ratio 1.056; S&P 500 1 week later -0.24%, 1 month later -0.12%, 3 months later -1.54%
- 2011-08-25: ratio 1.204; S&P 500 1 week later +3.89%, 1 month later +0.32%, 3 months later +0.22%
- 2011-08-24: ratio 1.076; S&P 500 1 week later +3.51%, 1 month later -3.50%, 3 months later +0.89%
- 2011-08-23: ratio 1.087; S&P 500 1 week later +4.35%, 1 month later -2.82%, 3 months later +2.64%
- 2011-08-22: ratio 1.165; S&P 500 1 week later +7.68%, 1 month later +3.82%, 3 months later +8.17%
- 2011-08-19: ratio 1.251; S&P 500 1 week later +4.74%, 1 month later +6.99%, 3 months later +8.24%
- 2011-08-18: ratio 1.272; S&P 500 1 week later +1.63%, 1 month later +5.56%, 3 months later +8.44%
- 2011-08-17: ratio 1.040; S&P 500 1 week later -1.36%, 1 month later +1.85%, 3 months later +5.35%
- 2011-08-16: ratio 1.087; S&P 500 1 week later -2.55%, 1 month later +1.37%, 3 months later +4.95%
- 2011-08-15: ratio 1.095; S&P 500 1 week later -6.70%, 1 month later -1.31%, 3 months later +4.93%
- 2011-08-12: ratio 1.173; S&P 500 1 week later -4.69%, 1 month later -0.50%, 3 months later +5.17%
- 2011-08-11: ratio 1.389; S&P 500 1 week later -2.73%, 1 month later -0.88%, 3 months later +4.81% (counted, episode start)
- 2011-08-10: ratio 1.549; S&P 500 1 week later +6.53%, 1 month later +2.99%, 3 months later +13.84%
- 2011-08-09: ratio 1.396; S&P 500 1 week later +1.73%, 1 month later +1.14%, 3 months later +7.56%
- 2011-08-08: ratio 1.785; S&P 500 1 week later +7.60%, 1 month later +7.07%, 3 months later +11.95%
- 2011-08-05: ratio 1.270; S&P 500 1 week later -1.72%, 1 month later -2.85%, 3 months later +5.15%
- 2011-08-04: ratio 1.397; S&P 500 1 week later -2.29%, 1 month later -2.17%, 3 months later +3.15%
- 2011-08-03: ratio 1.068; S&P 500 1 week later -11.07%, 1 month later -4.44%, 3 months later -3.34%
- 2011-08-02: ratio 1.177; S&P 500 1 week later -6.50%, 1 month later -2.80%, 3 months later -0.06%
- 2011-08-01: ratio 1.200; S&P 500 1 week later -13.01%, 1 month later -5.75%, 3 months later -0.14%
- 2011-07-29: ratio 1.325; S&P 500 1 week later -7.19%, 1 month later -6.36%, 3 months later -0.60%
- 2011-07-28: ratio 1.199; S&P 500 1 week later -7.73%, 1 month later -9.52%, 3 months later -4.51%
- 2011-07-27: ratio 1.076; S&P 500 1 week later -3.41%, 1 month later -11.16%, 3 months later -5.81%
- 2011-07-26: ratio 0.997; S&P 500 1 week later -5.85%, 1 month later -11.59%, 3 months later -5.84%
- 2011-07-25: ratio 1.007; S&P 500 1 week later -3.78%, 1 month later -13.09%, 3 months later -7.42%
- 2011-07-18: ratio 1.013; S&P 500 1 week later +2.45%, 1 month later -8.63%, 3 months later -6.19%
- 2011-07-14: ratio 1.028; S&P 500 1 week later +2.67%, 1 month later -9.94%, 3 months later -7.76% (counted, episode start)
- 2011-07-13: ratio 0.990; S&P 500 1 week later +0.62%, 1 month later -11.01%, 3 months later -9.27%
- 2011-07-12: ratio 1.027; S&P 500 1 week later +1.00%, 1 month later -14.68%, 3 months later -9.04%
- 2011-07-11: ratio 1.008; S&P 500 1 week later -1.06%, 1 month later -11.14%, 3 months later -12.43%
- 2011-06-27: ratio 1.023; S&P 500 1 week later +4.51%, 1 month later +1.94%, 3 months later -9.15%
- 2011-06-24: ratio 1.025; S&P 500 1 week later +5.61%, 1 month later +5.01%, 3 months later -10.41%
- 2011-06-21: ratio 0.984; S&P 500 1 week later +0.09%, 1 month later +3.73%, 3 months later -7.21%
- 2011-06-17: ratio 1.031; S&P 500 1 week later -0.24%, 1 month later +4.34%, 3 months later -4.36%
- 2011-06-16: ratio 1.089; S&P 500 1 week later +1.25%, 1 month later +2.98%, 3 months later -4.62%
- 2011-06-15: ratio 1.030; S&P 500 1 week later +1.72%, 1 month later +4.01%, 3 months later -6.06% (counted, episode start)
- 2011-06-13: ratio 0.992; S&P 500 1 week later +0.51%, 1 month later +3.61%, 3 months later -8.61%
- 2011-06-01: ratio 0.987; S&P 500 1 week later -2.66%, 1 month later +0.46%, 3 months later -7.73%
- 2011-05-16: ratio 0.992; S&P 500 1 week later -0.91%, 1 month later -4.82%, 3 months later -9.40% (counted, episode start)
- 2011-03-18: ratio 1.040; S&P 500 1 week later +2.70%, 1 month later +2.03%, 3 months later -0.60%
- 2011-03-17: ratio 1.125; S&P 500 1 week later +2.82%, 1 month later +3.61%, 3 months later -0.48%
- 2011-03-16: ratio 1.153; S&P 500 1 week later +3.23%, 1 month later +4.59%, 3 months later +0.68%
- 2011-03-15: ratio 1.078; S&P 500 1 week later +0.93%, 1 month later +2.54%, 3 months later +0.47%
- 2011-03-10: ratio 1.006; S&P 500 1 week later -1.65%, 1 month later +2.55%, 3 months later -0.47%
- 2011-03-01: ratio 0.986; S&P 500 1 week later +1.19%, 1 month later +1.68%, 3 months later +2.98% (counted, episode start)
- 2011-02-23: ratio 1.013; S&P 500 1 week later +0.08%, 1 month later +0.17%, 3 months later +0.68%
- 2011-02-22: ratio 1.036; S&P 500 1 week later -0.69%, 1 month later -1.36%, 3 months later +0.15%
- 2011-01-31: ratio 1.017; S&P 500 1 week later +2.56%, 1 month later +1.74%, 3 months later +5.84%
- 2011-01-28: ratio 1.032; S&P 500 1 week later +2.71%, 1 month later +2.35%, 3 months later +6.84% (counted, episode start)

Not a forecast. These are past sessions and what the S&P 500 did after them; nothing here is advice.

## SPX and VIX the session after every US election since 1990

As of 2026-10-27, from published daily index closes through 2026-10-26.

Every US federal election day since 1990, none left out: 18 elections, 9 midterm and 9 presidential. Each row is the trading session after election day.

### Midterm elections (n = 9, small sample)

After the 9 midterms, the median size of the SPX move, up or down, in the next session was 0.70%, 0.84x a normal day. SPX fell in 3 of 9 of those sessions, and the median signed move was +0.37%. VIX fell in 6 of 9, moved 1 point or more in 3 of 9, and its median change was -0.39 points. The largest SPX moves were 2018 (SPX +2.12%, VIX -3.55) and 2022 (SPX -2.08%, VIX +0.55).

| Election day | Next session | SPX next session | Times a normal day | VIX on election day | VIX next session | VIX change |
| --- | --- | --- | --- | --- | --- | --- |
| 1990-11-06 | 1990-11-07 | -1.80% | 1.77x | 29.11 | 30.87 | +1.76 |
| 1994-11-08 | 1994-11-09 | -0.05% | 0.13x | 16.30 | 16.42 | +0.12 |
| 1998-11-03 | 1998-11-04 | +0.70% | 0.70x | 27.76 | 27.37 | -0.39 |
| 2002-11-05 | 2002-11-06 | +0.91% | 0.59x | 31.23 | 30.73 | -0.50 |
| 2006-11-07 | 2006-11-08 | +0.21% | 0.84x | 11.09 | 10.75 | -0.34 |
| 2010-11-02 | 2010-11-03 | +0.37% | 0.76x | 21.57 | 19.56 | -2.01 |
| 2014-11-04 | 2014-11-05 | +0.57% | 1.18x | 14.89 | 14.17 | -0.72 |
| 2018-11-06 | 2018-11-07 | +2.12% | 4.86x | 19.91 | 16.36 | -3.55 |
| 2022-11-08 | 2022-11-09 | -2.08% | 1.96x | 25.54 | 26.09 | +0.55 |

### Presidential elections (n = 9, small sample)

After the 9 presidential elections, the median size of the SPX move, up or down, in the next session was 1.58%, 3.40x a normal day. SPX fell in 4 of 9 of those sessions, and the median signed move was +1.11%. VIX fell in 6 of 9, moved 1 point or more in 7 of 9, and its median change was -1.05 points. The largest SPX moves were 2008 (SPX -5.27%, VIX +6.83) and 2024 (SPX +2.53%, VIX -4.22).

| Election day | Next session | SPX next session | Times a normal day | VIX on election day | VIX next session | VIX change |
| --- | --- | --- | --- | --- | --- | --- |
| 1992-11-03 | 1992-11-04 | -0.67% | 1.78x | 17.33 | 16.28 | -1.05 |
| 1996-11-05 | 1996-11-06 | +1.46% | 3.90x | 17.65 | 16.97 | -0.68 |
| 2000-11-07 | 2000-11-08 | -1.58% | 2.99x | 24.91 | 25.66 | +0.75 |
| 2004-11-02 | 2004-11-03 | +1.12% | 2.49x | 16.18 | 14.04 | -2.14 |
| 2008-11-04 | 2008-11-05 | -5.27% | 3.46x | 47.73 | 54.56 | +6.83 |
| 2012-11-06 | 2012-11-07 | -2.37% | 7.63x | 17.58 | 19.08 | +1.50 |
| 2016-11-08 | 2016-11-09 | +1.11% | 3.40x | 18.74 | 14.38 | -4.36 |
| 2020-11-03 | 2020-11-04 | +2.20% | 2.69x | 35.55 | 29.57 | -5.98 |
| 2024-11-05 | 2024-11-06 | +2.53% | 6.22x | 20.49 | 16.27 | -4.22 |

Across all 9,270 sessions since 1990, the median size of the SPX move, up or down, was 0.52%, 0.99x a normal day; VIX fell in 53% of sessions, moved 1 point or more in 33%, and its median change was -0.07 points.

A normal day is the median absolute SPX daily move over the 60 sessions through election day; the ratio is the absolute next session move over it.

These are past sessions only, not a forecast. Each type has fewer than 10 elections, a small sample. Other news landed on some of these sessions, such as the Fed decisions on November 6, 2002 and November 3, 2010.

[Election Center methods and dated readings](https://squawkflow.com/elections/2026)