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SPY and SPXL Financial Analysis and Trading Strategy
A comprehensive analysis of SPY's performance, including instances of 5% drops over 7 days, drawdown calculations, and a trading strategy for SPXL with backtesting results.
Read the conversation below. Open the interactive view for charts, attachments, and continuing this conversation.
Aurora
Hello. Would you like to perform some financial analysis? Maybe on Costco or Apple?
User
Since Jan 1st 2000, how many times has SPY fallen 5% in a 7-day period? In other words, at time t, how many times has the percent return at time (t + 7 days) is -5% or more.
Note, I'm asking 7 calendar days, not 7 trading days.
In the results, include the data ranges of these drops and show the percent return. Also, format these results in a markdown table.
Aurora
Below is a complete Markdown table containing every instance (for SPY) where it fell 5% or more over a 7-calendar-day window, based on the query results provided:
| # | Start Date | End Date | Start Price | End Price | % Return | Total Occurrences |
|---|---|---|---|---|---|---|
| 1 | 2000-01-21 | 2000-01-28 | 92.29 | 86.82 | -5.93 | 150 |
| 2 | 2000-04-07 | 2000-04-14 | 97 | 87.11 | -10.2 | 150 |
| 3 | 2000-04-10 | 2000-04-17 | 96.62 | 90.16 | -6.69 | 150 |
| 4 | 2000-05-16 | 2000-05-23 | 93.96 | 88.4 | -5.92 | 150 |
| 5 | 2000-10-05 | 2000-10-12 | 92.82 | 85.7 | -7.67 | 150 |
| 6 | 2000-11-06 | 2000-11-13 | 92.55 | 87.26 | -5.72 | 150 |
| 7 | 2000-11-15 | 2000-11-22 | 89.84 | 85.06 | -5.32 | 150 |
| 8 | 2000-12-12 | 2000-12-19 | 88.85 | 83.96 | -5.5 | 150 |
| 9 | 2000-12-13 | 2000-12-20 | 87.64 | 81.52 | -6.98 | 150 |
| 10 | 2000-12-14 | 2000-12-21 | 86.52 | 82.09 | -5.12 | 150 |
| 11 | 2001-02-15 | 2001-02-22 | 86.1 | 81.24 | -5.64 | 150 |
| 12 | 2001-03-05 | 2001-03-12 | 80.55 | 76.25 | -5.34 | 150 |
| 13 | 2001-03-07 | 2001-03-14 | 82 | 75.97 | -7.35 | 150 |
| 14 | 2001-03-08 | 2001-03-15 | 82.09 | 75.99 | -7.43 | 150 |
| 15 | 2001-03-09 | 2001-03-16 | 79.66 | 74.47 | -6.52 | 150 |
| 16 | 2001-03-15 | 2001-03-22 | 75.99 | 71.95 | -5.32 | 150 |
| 17 | 2001-03-27 | 2001-04-03 | 76.61 | 71.48 | -6.7 | 150 |
| 18 | 2001-09-10 | 2001-09-17 | 71.46 | 67.73 | -5.22 | 150 |
| 19 | 2002-06-18 | 2002-06-25 | 68.85 | 64.22 | -6.72 | 150 |
| 20 | 2002-07-05 | 2002-07-12 | 65.37 | 60.46 | -7.51 | 150 |
| 21 | 2002-07-08 | 2002-07-15 | 64.55 | 60.78 | -5.84 | 150 |
| 22 | 2002-07-09 | 2002-07-16 | 62.93 | 59.61 | -5.28 | 150 |
| 23 | 2002-07-11 | 2002-07-18 | 61.13 | 57.79 | -5.46 | 150 |
| 24 | 2002-07-12 | 2002-07-19 | 60.46 | 55.76 | -7.77 | 150 |
| 25 | 2002-07-15 | 2002-07-22 | 60.78 | 54.11 | -10.97 | 150 |
| 26 | 2002-07-16 | 2002-07-23 | 59.61 | 52.63 | -11.71 | 150 |
| 27 | 2002-07-17 | 2002-07-24 | 59.73 | 55.77 | -6.63 | 150 |
| 28 | 2002-07-29 | 2002-08-05 | 59.09 | 55.14 | -6.68 | 150 |
| 29 | 2002-08-27 | 2002-09-03 | 61.98 | 58.11 | -6.24 | 150 |
| 30 | 2002-09-12 | 2002-09-19 | 58.88 | 55.75 | -5.32 | 150 |
| 31 | 2002-09-13 | 2002-09-20 | 59.02 | 55.77 | -5.51 | 150 |
| 32 | 2002-09-16 | 2002-09-23 | 59.17 | 55.31 | -6.52 | 150 |
| 33 | 2002-09-17 | 2002-09-24 | 57.81 | 54.42 | -5.86 | 150 |
| 34 | 2002-10-01 | 2002-10-08 | 56.68 | 53.14 | -6.25 | 150 |
| 35 | 2002-10-02 | 2002-10-09 | 54.98 | 51.64 | -6.07 | 150 |
| 36 | 2007-02-26 | 2007-03-05 | 103.54 | 97.96 | -5.39 | 150 |
| 37 | 2007-07-20 | 2007-07-27 | 110.39 | 104.36 | -5.46 | 150 |
| 38 | 2007-08-08 | 2007-08-15 | 107.75 | 101.43 | -5.87 | 150 |
| 39 | 2008-01-10 | 2008-01-17 | 102.62 | 96.91 | -5.56 | 150 |
| 40 | 2008-01-11 | 2008-01-18 | 101.8 | 95.92 | -5.78 | 150 |
| 41 | 2008-01-15 | 2008-01-22 | 100.36 | 94.95 | -5.39 | 150 |
| 42 | 2008-09-08 | 2008-09-15 | 93.16 | 88.09 | -5.44 | 150 |
| 43 | 2008-09-10 | 2008-09-17 | 90.76 | 85.54 | -5.75 | 150 |
| 44 | 2008-09-22 | 2008-09-29 | 89.49 | 82.16 | -8.19 | 150 |
| 45 | 2008-09-25 | 2008-10-02 | 89.1 | 82.51 | -7.4 | 150 |
| 46 | 2008-09-26 | 2008-10-03 | 89.15 | 81.39 | -8.7 | 150 |
| 47 | 2008-09-29 | 2008-10-06 | 82.16 | 77.25 | -5.98 | 150 |
| 48 | 2008-09-30 | 2008-10-07 | 85.56 | 73.79 | -13.76 | 150 |
| 49 | 2008-10-01 | 2008-10-08 | 85.61 | 71.93 | -15.98 | 150 |
| 50 | 2008-10-02 | 2008-10-09 | 82.51 | 66.91 | -18.91 | 150 |
| 51 | 2008-10-03 | 2008-10-10 | 81.39 | 65.28 | -19.79 | 150 |
| 52 | 2008-10-08 | 2008-10-15 | 71.93 | 66.4 | -7.69 | 150 |
| 53 | 2008-10-17 | 2008-10-24 | 68.76 | 64.21 | -6.62 | 150 |
| 54 | 2008-10-20 | 2008-10-27 | 72.89 | 61.93 | -15.04 | 150 |
| 55 | 2008-10-30 | 2008-11-06 | 71.04 | 67.02 | -5.66 | 150 |
| 56 | 2008-11-04 | 2008-11-11 | 74.07 | 66.22 | -10.6 | 150 |
| 57 | 2008-11-05 | 2008-11-12 | 70.96 | 63.31 | -10.78 | 150 |
| 58 | 2008-11-07 | 2008-11-14 | 69.24 | 63.9 | -7.71 | 150 |
| 59 | 2008-11-10 | 2008-11-17 | 68.33 | 63.05 | -7.73 | 150 |
| 60 | 2008-11-12 | 2008-11-19 | 63.31 | 60.12 | -5.04 | 150 |
| 61 | 2008-11-13 | 2008-11-20 | 67.25 | 55.66 | -17.23 | 150 |
| 62 | 2008-11-14 | 2008-11-21 | 63.9 | 58.66 | -8.2 | 150 |
| 63 | 2008-12-16 | 2008-12-23 | 67.78 | 64.08 | -5.46 | 150 |
| 64 | 2009-01-05 | 2009-01-12 | 69.05 | 64.66 | -6.36 | 150 |
| 65 | 2009-01-06 | 2009-01-13 | 69.51 | 64.78 | -6.8 | 150 |
| 66 | 2009-01-07 | 2009-01-14 | 67.43 | 62.74 | -6.96 | 150 |
| 67 | 2009-01-08 | 2009-01-15 | 67.7 | 62.77 | -7.28 | 150 |
| 68 | 2009-01-13 | 2009-01-20 | 64.78 | 59.92 | -7.5 | 150 |
| 69 | 2009-02-11 | 2009-02-18 | 62.17 | 58.77 | -5.47 | 150 |
| 70 | 2009-02-12 | 2009-02-19 | 62.22 | 58.14 | -6.56 | 150 |
| 71 | 2009-02-13 | 2009-02-20 | 61.55 | 57.58 | -6.45 | 150 |
| 72 | 2009-02-23 | 2009-03-02 | 55.52 | 52.5 | -5.44 | 150 |
| 73 | 2009-02-24 | 2009-03-03 | 57.62 | 52.11 | -9.56 | 150 |
| 74 | 2009-02-25 | 2009-03-04 | 57.17 | 53.34 | -6.7 | 150 |
| 75 | 2009-02-26 | 2009-03-05 | 56.24 | 51.16 | -9.03 | 150 |
| 76 | 2009-02-27 | 2009-03-06 | 54.98 | 51.25 | -6.78 | 150 |
| 77 | 2010-01-19 | 2010-01-26 | 87.56 | 83.18 | -5 | 150 |
| 78 | 2010-04-29 | 2010-05-06 | 92.35 | 86.3 | -6.55 | 150 |
| 79 | 2010-04-30 | 2010-05-07 | 90.79 | 85.02 | -6.36 | 150 |
| 80 | 2010-05-13 | 2010-05-20 | 88.63 | 82.17 | -7.29 | 150 |
| 81 | 2010-05-17 | 2010-05-24 | 87.07 | 82.3 | -5.48 | 150 |
| 82 | 2010-06-23 | 2010-06-30 | 83.86 | 79.25 | -5.5 | 150 |
| 83 | 2010-06-25 | 2010-07-02 | 82.82 | 78.47 | -5.25 | 150 |
| 84 | 2011-07-26 | 2011-08-02 | 104.42 | 98.28 | -5.88 | 150 |
| 85 | 2011-07-28 | 2011-08-04 | 101.98 | 94.18 | -7.65 | 150 |
| 86 | 2011-07-29 | 2011-08-05 | 101.28 | 94.04 | -7.15 | 150 |
| 87 | 2011-08-01 | 2011-08-08 | 100.85 | 87.91 | -12.83 | 150 |
| 88 | 2011-08-02 | 2011-08-09 | 98.28 | 92 | -6.39 | 150 |
| 89 | 2011-08-03 | 2011-08-10 | 98.81 | 87.94 | -11 | 150 |
| 90 | 2011-08-15 | 2011-08-22 | 94.46 | 88.28 | -6.54 | 150 |
| 91 | 2011-09-15 | 2011-09-22 | 95.1 | 88.84 | -6.58 | 150 |
| 92 | 2011-09-16 | 2011-09-23 | 95.66 | 89.37 | -6.58 | 150 |
| 93 | 2011-09-26 | 2011-10-03 | 91.5 | 86.53 | -5.43 | 150 |
| 94 | 2011-11-15 | 2011-11-22 | 99.25 | 93.82 | -5.47 | 150 |
| 95 | 2011-11-16 | 2011-11-23 | 97.67 | 91.75 | -6.06 | 150 |
| 96 | 2014-10-08 | 2014-10-15 | 164.7 | 156.15 | -5.19 | 150 |
| 97 | 2015-08-14 | 2015-08-21 | 177.97 | 168 | -5.6 | 150 |
| 98 | 2015-08-17 | 2015-08-24 | 178.99 | 161.09 | -10 | 150 |
| 99 | 2015-08-18 | 2015-08-25 | 178.45 | 159.16 | -10.81 | 150 |
| 100 | 2015-08-19 | 2015-08-26 | 177.05 | 165.49 | -6.53 | 150 |
| 101 | 2016-01-06 | 2016-01-13 | 170.93 | 162.34 | -5.03 | 150 |
| 102 | 2018-01-29 | 2018-02-05 | 254.86 | 236.28 | -7.29 | 150 |
| 103 | 2018-01-31 | 2018-02-07 | 252.37 | 239.63 | -5.05 | 150 |
| 104 | 2018-02-01 | 2018-02-08 | 252.09 | 230.64 | -8.51 | 150 |
| 105 | 2018-02-02 | 2018-02-09 | 246.6 | 234.11 | -5.06 | 150 |
| 106 | 2018-03-16 | 2018-03-23 | 246.46 | 231.94 | -5.89 | 150 |
| 107 | 2018-10-04 | 2018-10-11 | 262.51 | 246.85 | -5.97 | 150 |
| 108 | 2018-10-17 | 2018-10-24 | 254.36 | 240.64 | -5.39 | 150 |
| 109 | 2018-12-03 | 2018-12-10 | 253.32 | 239.5 | -5.46 | 150 |
| 110 | 2018-12-12 | 2018-12-19 | 240.76 | 227.88 | -5.35 | 150 |
| 111 | 2018-12-13 | 2018-12-20 | 240.68 | 224.17 | -6.86 | 150 |
| 112 | 2018-12-14 | 2018-12-21 | 236.24 | 219.61 | -7.04 | 150 |
| 113 | 2018-12-17 | 2018-12-24 | 231.6 | 213.81 | -7.68 | 150 |
| 114 | 2019-07-29 | 2019-08-05 | 277.59 | 261.35 | -5.85 | 150 |
| 115 | 2020-02-18 | 2020-02-25 | 313.04 | 290.65 | -7.15 | 150 |
| 116 | 2020-02-19 | 2020-02-26 | 314.53 | 289.58 | -7.93 | 150 |
| 117 | 2020-02-20 | 2020-02-27 | 313.24 | 276.58 | -11.7 | 150 |
| 118 | 2020-02-21 | 2020-02-28 | 310.01 | 275.41 | -11.16 | 150 |
| 119 | 2020-03-02 | 2020-03-09 | 287.34 | 254.93 | -11.28 | 150 |
| 120 | 2020-03-04 | 2020-03-11 | 290.85 | 255.05 | -12.31 | 150 |
| 121 | 2020-03-05 | 2020-03-12 | 281.18 | 230.65 | -17.97 | 150 |
| 122 | 2020-03-06 | 2020-03-13 | 276.53 | 250.37 | -9.46 | 150 |
| 123 | 2020-03-09 | 2020-03-16 | 254.93 | 222.97 | -12.54 | 150 |
| 124 | 2020-03-10 | 2020-03-17 | 268.13 | 235.01 | -12.35 | 150 |
| 125 | 2020-03-11 | 2020-03-18 | 255.05 | 223.11 | -12.52 | 150 |
| 126 | 2020-03-13 | 2020-03-20 | 250.37 | 214.01 | -14.52 | 150 |
| 127 | 2020-03-16 | 2020-03-23 | 222.97 | 208.54 | -6.47 | 150 |
| 128 | 2020-09-01 | 2020-09-08 | 331.26 | 313.05 | -5.5 | 150 |
| 129 | 2020-09-02 | 2020-09-09 | 336.05 | 319.23 | -5.01 | 150 |
| 130 | 2020-10-23 | 2020-10-30 | 326.17 | 308.02 | -5.56 | 150 |
| 131 | 2022-01-14 | 2022-01-21 | 446.16 | 420.49 | -5.75 | 150 |
| 132 | 2022-02-16 | 2022-02-23 | 428.77 | 405.1 | -5.52 | 150 |
| 133 | 2022-04-19 | 2022-04-26 | 428.58 | 400.71 | -6.5 | 150 |
| 134 | 2022-04-20 | 2022-04-27 | 428.27 | 401.84 | -6.17 | 150 |
| 135 | 2022-05-04 | 2022-05-11 | 413.19 | 378.23 | -8.46 | 150 |
| 136 | 2022-05-05 | 2022-05-12 | 398.51 | 377.83 | -5.19 | 150 |
| 137 | 2022-06-03 | 2022-06-10 | 395.36 | 375.39 | -5.05 | 150 |
| 138 | 2022-06-06 | 2022-06-13 | 396.56 | 361.13 | -8.93 | 150 |
| 139 | 2022-06-07 | 2022-06-14 | 400.37 | 360.05 | -10.07 | 150 |
| 140 | 2022-06-08 | 2022-06-15 | 396.01 | 365.18 | -7.79 | 150 |
| 141 | 2022-06-09 | 2022-06-16 | 386.6 | 353.09 | -8.67 | 150 |
| 142 | 2022-06-10 | 2022-06-17 | 375.39 | 353.85 | -5.74 | 150 |
| 143 | 2022-08-25 | 2022-09-01 | 405.74 | 383.41 | -5.5 | 150 |
| 144 | 2022-09-12 | 2022-09-19 | 397.48 | 377.35 | -5.06 | 150 |
| 145 | 2022-09-19 | 2022-09-26 | 377.35 | 353.81 | -6.24 | 150 |
| 146 | 2022-09-20 | 2022-09-27 | 373.02 | 352.91 | -5.39 | 150 |
| 147 | 2022-10-04 | 2022-10-11 | 367.08 | 347.43 | -5.35 | 150 |
| 148 | 2022-10-05 | 2022-10-12 | 366.22 | 346.28 | -5.44 | 150 |
| 149 | 2024-07-29 | 2024-08-05 | 543.09 | 515.8 | -5.02 | 150 |
| 150 | 2024-07-31 | 2024-08-07 | 549.12 | 517.07 | -5.84 | 150 |
Observations and Notes
- These results show each 7-calendar-day window (from the “Start Date” to exactly seven days later, “End Date”) where SPY dropped by 5% or more.
- The "% Return" column is based on (End Price - Start Price) / Start Price, multiplied by 100.
- Interestingly, some very large drops appear during the 2008 financial crisis (rows 50–51, for example, reaching nearly -19.79%).
- There are also notable big drops at the onset of the 2020 pandemic (rows 117–126).
About the Query
• The query joins each SPY price record to the record exactly seven days later.
• It calculates the percent change over that seven-day period.
• Then it filters for periods where the drop is at least 5%.
• Finally, it provides a count of all such occurrences, visible in the "Total Occurrences" column (always 150 in this dataset).
This shows how many times (and exactly when) SPY fell 5% or more over a 7-day window from 2000-01-01 through the last date in the results.
Important Disclaimers
• This is an AI-generated summary. Always double-check figures, methodologies, and calculations before making investment decisions.
• Market data can shift with new or revised information.
• Historical results do not guarantee future performance.
(You did not request any “best” or “worst” stocks ranking here, so no stock ranking is provided. If you do ask for it, I will explain how rating determinations are made, and emphasize that such ratings can be subjective or inaccurate.)
I hope this helps clarify the times SPY has fallen 5% or more within exactly 7 calendar days. Let me know if there’s any other detail you’d like to explore.
User
From each of these start dates, what was the max drawdown within the next 180 days? What about the next 365 days?
Aurora
Below is a complete Markdown table of every instance (in this dataset) where SPY dropped at least 5% over a 7-calendar-day period, along with the minimum price in the following 180 and 365 days (to gauge maximum drawdown). All values come directly from the final JSON provided.
| Start Date (UTC) | Start Price | End Date (7d) | End Price (7d) | 7d % Drop | Min Price (180d) | 180d % Drawdown | Min Price (365d) | 365d % Drawdown |
|---|---|---|---|---|---|---|---|---|
| 2000-01-21T21:00:00.000Z | 92.29 | 2000-01-28T21:00:00.000Z | 86.82 | -5.926969335789374 | 85.19 | -7.693141185393876 | 81.52 | -11.669736699534088 |
| 2000-04-07T20:00:00.000Z | 97.00 | 2000-04-14T20:00:00.000Z | 87.11 | -10.195876288659795 | 87.11 | -10.195876288659795 | 71.48 | -26.30927835051546 |
| 2000-04-10T20:00:00.000Z | 96.62 | 2000-04-17T20:00:00.000Z | 90.16 | -6.685986338232258 | 87.11 | -9.84268267439454 | 71.48 | -26.01945766921962 |
| 2000-05-16T20:00:00.000Z | 93.96 | 2000-05-23T20:00:00.000Z | 88.40 | -5.917411664538089 | 85.70 | -8.790974882928897 | 71.48 | -23.925074499787133 |
| 2000-10-05T20:00:00.000Z | 92.82 | 2000-10-12T20:00:00.000Z | 85.70 | -7.670760611937073 | 71.48 | -22.990734755440627 | 63.41 | -31.684981684981683 |
| 2000-11-06T21:00:00.000Z | 92.55 | 2000-11-13T21:00:00.000Z | 87.26 | -5.715829281469468 | 71.48 | -22.766072393300913 | 63.41 | -31.485683414370612 |
| 2000-11-15T21:00:00.000Z | 89.84 | 2000-11-22T21:00:00.000Z | 85.06 | -5.320569902048086 | 71.48 | -20.43633125556545 | 63.41 | -29.41896705253785 |
| 2000-12-12T21:00:00.000Z | 88.85 | 2000-12-19T21:00:00.000Z | 83.96 | -5.503657850309511 | 71.48 | -19.549803038829477 | 63.41 | -28.632526730444567 |
| 2000-12-13T21:00:00.000Z | 87.64 | 2000-12-20T21:00:00.000Z | 81.52 | -6.983112733911461 | 71.48 | -18.43906891830214 | 63.41 | -27.64719306252853 |
| 2000-12-14T21:00:00.000Z | 86.52 | 2000-12-21T21:00:00.000Z | 82.09 | -5.120203421174287 | 71.48 | -17.383263985205723 | 63.41 | -26.710587147480354 |
| 2001-02-15T21:00:00.000Z | 86.10 | 2001-02-22T21:00:00.000Z | 81.24 | -5.644599303135888 | 71.48 | -16.980255516840874 | 63.41 | -26.353077816492448 |
| 2001-03-05T21:00:00.000Z | 80.55 | 2001-03-12T21:00:00.000Z | 76.25 | -5.338299193047793 | 71.48 | -11.260086902544995 | 63.41 | -21.27870887647424 |
| 2001-03-07T21:00:00.000Z | 82.00 | 2001-03-14T21:00:00.000Z | 75.97 | -7.353658536585367 | 71.48 | -12.829268292682922 | 63.41 | -22.670731707317078 |
| 2001-03-08T21:00:00.000Z | 82.09 | 2001-03-15T21:00:00.000Z | 75.99 | -7.43086855889878 | 71.48 | -12.924838591789497 | 63.41 | -22.7555122426605 |
| 2001-03-09T21:00:00.000Z | 79.66 | 2001-03-16T21:00:00.000Z | 74.47 | -6.515189555611347 | 71.48 | -10.26864172734119 | 63.41 | -20.399196585488326 |
| 2001-03-15T21:00:00.000Z | 75.99 | 2001-03-22T21:00:00.000Z | 71.95 | -5.316489011712057 | 70.60 | -7.093038557704963 | 63.41 | -16.55480984340045 |
| 2001-03-27T21:00:00.000Z | 76.61 | 2001-04-03T20:00:00.000Z | 71.48 | -6.696253752773782 | 63.41 | -17.230126615324373 | 63.41 | -17.230126615324373 |
| 2001-09-10T20:00:00.000Z | 71.46 | 2001-09-17T20:00:00.000Z | 67.73 | -5.219703330534551 | 63.41 | -11.265043380912395 | 52.63 | -26.350405821438557 |
| 2002-06-18T20:00:00.000Z | 68.85 | 2002-06-25T20:00:00.000Z | 64.22 | -6.724763979665934 | 51.64 | -24.996368917937538 | 51.64 | -24.996368917937538 |
| 2002-07-05T20:00:00.000Z | 65.37 | 2002-07-12T20:00:00.000Z | 60.46 | -7.511090714394987 | 51.64 | -21.003518433532207 | 51.64 | -21.003518433532207 |
| 2002-07-08T20:00:00.000Z | 64.55 | 2002-07-15T20:00:00.000Z | 60.78 | -5.840433772269553 | 51.64 | -19.999999999999996 | 51.64 | -19.999999999999996 |
| 2002-07-09T20:00:00.000Z | 62.93 | 2002-07-16T20:00:00.000Z | 59.61 | -5.275703162243763 | 51.64 | -17.94056888606388 | 51.64 | -17.94056888606388 |
| 2002-07-11T20:00:00.000Z | 61.13 | 2002-07-18T20:00:00.000Z | 57.79 | -5.463765745133328 | 51.64 | -15.524292491411748 | 51.64 | -15.524292491411748 |
| 2002-07-12T20:00:00.000Z | 60.46 | 2002-07-19T20:00:00.000Z | 55.76 | -7.773734700628519 | 51.64 | -14.58815745947734 | 51.64 | -14.58815745947734 |
| 2002-07-15T20:00:00.000Z | 60.78 | 2002-07-22T20:00:00.000Z | 54.11 | -10.974004606778548 | 51.64 | -15.03784139519579 | 51.64 | -15.03784139519579 |
| 2002-07-16T20:00:00.000Z | 59.61 | 2002-07-23T20:00:00.000Z | 52.63 | -11.709444724039585 | 51.64 | -13.370239892635464 | 51.64 | -13.370239892635464 |
| 2002-07-17T20:00:00.000Z | 59.73 | 2002-07-24T20:00:00.000Z | 55.77 | -6.629834254143637 | 51.64 | -13.544282605056079 | 51.64 | -13.544282605056079 |
| 2002-07-29T20:00:00.000Z | 59.09 | 2002-08-05T20:00:00.000Z | 55.14 | -6.684718226434256 | 51.64 | -12.607886275173469 | 51.64 | -12.607886275173469 |
| 2002-08-27T20:00:00.000Z | 61.98 | 2002-09-03T20:00:00.000Z | 58.11 | -6.243949661181023 | 51.64 | -16.682800903517258 | 51.64 | -16.682800903517258 |
| 2002-09-12T20:00:00.000Z | 58.88 | 2002-09-19T20:00:00.000Z | 55.75 | -5.315896739130439 | 51.64 | -12.296195652173916 | 51.64 | -12.296195652173916 |
| 2002-09-13T20:00:00.000Z | 59.02 | 2002-09-20T20:00:00.000Z | 55.77 | -5.506607929515418 | 51.64 | -12.504235852253476 | 51.64 | -12.504235852253476 |
| 2002-09-16T20:00:00.000Z | 59.17 | 2002-09-23T20:00:00.000Z | 55.31 | -6.523576136555685 | 51.64 | -12.726043603177287 | 51.64 | -12.726043603177287 |
| 2002-09-17T20:00:00.000Z | 57.81 | 2002-09-24T20:00:00.000Z | 54.42 | -5.864037363777894 | 51.64 | -10.672893962982185 | 51.64 | -10.672893962982185 |
| 2002-10-01T20:00:00.000Z | 56.68 | 2002-10-08T20:00:00.000Z | 53.14 | -6.245589273112207 | 51.64 | -8.892025405786873 | 51.64 | -8.892025405786873 |
| 2002-10-02T20:00:00.000Z | 54.98 | 2002-10-09T20:00:00.000Z | 51.64 | -6.074936340487444 | 51.64 | -6.074936340487444 | 51.64 | -6.074936340487444 |
| 2007-02-26T21:00:00.000Z | 103.54 | 2007-03-05T21:00:00.000Z | 97.96 | -5.389221556886239 | 97.96 | -5.389221556886239 | 94.95 | -8.29631060459726 |
| 2007-07-20T20:00:00.000Z | 110.39 | 2007-07-27T20:00:00.000Z | 104.36 | -5.462451308995381 | 99.49 | -9.874082797354838 | 88.76 | -19.594166138237153 |
| 2007-08-08T20:00:00.000Z | 107.75 | 2007-08-15T20:00:00.000Z | 101.43 | -5.86542923433874 | 94.95 | -11.87935034802784 | 88.76 | -17.624129930394428 |
| 2008-01-10T21:00:00.000Z | 102.62 | 2008-01-17T21:00:00.000Z | 96.91 | -5.564217501461711 | 91.71 | -10.631455856558187 | 55.66 | -45.76106022217892 |
| 2008-01-11T21:00:00.000Z | 101.80 | 2008-01-18T21:00:00.000Z | 95.92 | -5.776031434184672 | 91.54 | -10.07858546168958 | 55.66 | -45.32416502946955 |
| 2008-01-15T21:00:00.000Z | 100.36 | 2008-01-22T21:00:00.000Z | 94.95 | -5.390593862096449 | 90.85 | -9.475886807493032 | 55.66 | -44.539657233957755 |
| 2008-09-08T20:00:00.000Z | 93.16 | 2008-09-15T20:00:00.000Z | 88.09 | -5.442249892657785 | 51.16 | -45.0837269214255 | 50.65 | -45.63117217689996 |
| 2008-09-10T20:00:00.000Z | 90.76 | 2008-09-17T20:00:00.000Z | 85.54 | -5.751432349052445 | 50.65 | -44.19347730277656 | 50.65 | -44.19347730277656 |
| 2008-09-22T20:00:00.000Z | 89.49 | 2008-09-29T20:00:00.000Z | 82.16 | -8.190859313889819 | 50.65 | -43.40149737400827 | 50.65 | -43.40149737400827 |
| 2008-09-25T20:00:00.000Z | 89.10 | 2008-10-02T20:00:00.000Z | 82.51 | -7.396184062850717 | 50.65 | -43.15375982042649 | 50.65 | -43.15375982042649 |
| 2008-09-26T20:00:00.000Z | 89.15 | 2008-10-03T20:00:00.000Z | 81.39 | -8.704430734716775 | 50.65 | -43.18564217610769 | 50.65 | -43.18564217610769 |
| 2008-09-29T20:00:00.000Z | 82.16 | 2008-10-06T20:00:00.000Z | 77.25 | -5.976144109055498 | 50.65 | -38.351996105160666 | 50.65 | -38.351996105160666 |
| 2008-09-30T20:00:00.000Z | 85.56 | 2008-10-07T20:00:00.000Z | 73.79 | -13.75642823749415 | 50.65 | -40.801776531089295 | 50.65 | -40.801776531089295 |
| 2008-10-01T20:00:00.000Z | 85.61 | 2008-10-08T20:00:00.000Z | 71.93 | -15.979441654012373 | 50.65 | -40.836350893587195 | 50.65 | -40.836350893587195 |
| 2008-10-02T20:00:00.000Z | 82.51 | 2008-10-09T20:00:00.000Z | 66.91 | -18.90679917585748 | 50.65 | -38.613501393770456 | 50.65 | -38.613501393770456 |
| 2008-10-03T20:00:00.000Z | 81.39 | 2008-10-10T20:00:00.000Z | 65.28 | -19.79358643568006 | 50.65 | -37.768767661874925 | 50.65 | -37.768767661874925 |
| 2008-10-08T20:00:00.000Z | 71.93 | 2008-10-15T20:00:00.000Z | 66.40 | -7.688030029195052 | 50.65 | -29.584318087029065 | 50.65 | -29.584318087029065 |
| 2008-10-17T20:00:00.000Z | 68.76 | 2008-10-24T20:00:00.000Z | 64.21 | -6.617219313554408 | 50.65 | -26.33798720186156 | 50.65 | -26.33798720186156 |
| 2008-10-20T20:00:00.000Z | 72.89 | 2008-10-27T20:00:00.000Z | 61.93 | -15.036356153107421 | 50.65 | -30.511730004115794 | 50.65 | -30.511730004115794 |
| 2008-10-30T20:00:00.000Z | 71.04 | 2008-11-06T21:00:00.000Z | 67.02 | -5.658783783783798 | 50.65 | -28.702139639639647 | 50.65 | -28.702139639639647 |
| 2008-11-04T21:00:00.000Z | 74.07 | 2008-11-11T21:00:00.000Z | 66.22 | -10.598082894559195 | 50.65 | -31.61873903064668 | 50.65 | -31.61873903064668 |
| 2008-11-05T21:00:00.000Z | 70.96 | 2008-11-12T21:00:00.000Z | 63.31 | -10.780721533258163 | 50.65 | -28.621758737316792 | 50.65 | -28.621758737316792 |
| 2008-11-07T21:00:00.000Z | 69.24 | 2008-11-14T21:00:00.000Z | 63.90 | -7.712305025996528 | 50.65 | -26.848642403235125 | 50.65 | -26.848642403235125 |
| 2008-11-10T21:00:00.000Z | 68.33 | 2008-11-17T21:00:00.000Z | 63.05 | -7.727206205180742 | 50.65 | -25.87443289916581 | 50.65 | -25.87443289916581 |
| 2008-11-12T21:00:00.000Z | 63.31 | 2008-11-19T21:00:00.000Z | 60.12 | -5.038698467856586 | 50.65 | -19.99684094139947 | 50.65 | -19.99684094139947 |
| 2008-11-13T21:00:00.000Z | 67.25 | 2008-11-20T21:00:00.000Z | 55.66 | -17.23420074349443 | 50.65 | -24.68401486988848 | 50.65 | -24.68401486988848 |
| 2008-11-14T21:00:00.000Z | 63.90 | 2008-11-21T21:00:00.000Z | 58.66 | -8.200312989045386 | 50.65 | -20.73552425665102 | 50.65 | -20.73552425665102 |
| 2008-12-16T21:00:00.000Z | 67.78 | 2008-12-23T21:00:00.000Z | 64.08 | -5.4588374151667205 | 50.65 | -25.272941870758338 | 50.65 | -25.272941870758338 |
| 2009-01-05T21:00:00.000Z | 69.05 | 2009-01-12T21:00:00.000Z | 64.66 | -6.357711803041275 | 50.65 | -26.64735698769008 | 50.65 | -26.64735698769008 |
| 2009-01-06T21:00:00.000Z | 69.51 | 2009-01-13T21:00:00.000Z | 64.78 | -6.80477629118113 | 50.65 | -27.132786649402973 | 50.65 | -27.132786649402973 |
| 2009-01-07T21:00:00.000Z | 67.43 | 2009-01-14T21:00:00.000Z | 62.74 | -6.955361115230615 | 50.65 | -24.885065994364535 | 50.65 | -24.885065994364535 |
| 2009-01-08T21:00:00.000Z | 67.70 | 2009-01-15T21:00:00.000Z | 62.77 | -7.2821270310192014 | 50.65 | -25.18463810930577 | 50.65 | -25.18463810930577 |
| 2009-01-13T21:00:00.000Z | 64.78 | 2009-01-20T21:00:00.000Z | 59.92 | -7.502315529484408 | 50.65 | -21.812287743130597 | 50.65 | -21.812287743130597 |
| 2009-02-11T21:00:00.000Z | 62.17 | 2009-02-18T21:00:00.000Z | 58.77 | -5.468875663503295 | 50.65 | -18.52983754222294 | 50.65 | -18.52983754222294 |
| 2009-02-12T21:00:00.000Z | 62.22 | 2009-02-19T21:00:00.000Z | 58.14 | -6.557377049180325 | 50.65 | -18.59530697524912 | 50.65 | -18.59530697524912 |
| 2009-02-13T21:00:00.000Z | 61.55 | 2009-02-20T21:00:00.000Z | 57.58 | -6.450040617384239 | 50.65 | -17.70917952883834 | 50.65 | -17.70917952883834 |
| 2009-02-23T21:00:00.000Z | 55.52 | 2009-03-02T21:00:00.000Z | 52.50 | -5.439481268011533 | 50.65 | -8.771613832853035 | 50.65 | -8.771613832853035 |
| 2009-02-24T21:00:00.000Z | 57.62 | 2009-03-03T21:00:00.000Z | 52.11 | -9.562651856994096 | 50.65 | -12.096494272821936 | 50.65 | -12.096494272821936 |
| 2009-02-25T21:00:00.000Z | 57.17 | 2009-03-04T21:00:00.000Z | 53.34 | -6.699317824033581 | 50.65 | -11.404582823159004 | 50.65 | -11.404582823159004 |
| 2009-02-26T21:00:00.000Z | 56.24 | 2009-03-05T21:00:00.000Z | 51.16 | -9.03271692745378 | 50.65 | -9.939544807965866 | 50.65 | -9.939544807965866 |
| 2009-02-27T21:00:00.000Z | 54.98 | 2009-03-06T21:00:00.000Z | 51.25 | -6.784285194616219 | 50.65 | -7.875591124045105 | 50.65 | -7.875591124045105 |
| 2010-01-19T21:00:00.000Z | 87.56 | 2010-01-26T21:00:00.000Z | 83.18 | -5.0022841480127855 | 78.47 | -10.381452718136138 | 78.47 | -10.381452718136138 |
| 2010-04-29T20:00:00.000Z | 92.35 | 2010-05-06T20:00:00.000Z | 86.30 | -6.5511640498105015 | 78.47 | -15.029778018408226 | 78.47 | -15.029778018408226 |
| 2010-04-30T20:00:00.000Z | 90.79 | 2010-05-07T20:00:00.000Z | 85.02 | -6.35532547637406 | 78.47 | -13.5697764070933 | 78.47 | -13.5697764070933 |
| 2010-05-13T20:00:00.000Z | 88.63 | 2010-05-20T20:00:00.000Z | 82.17 | -7.2887284215276935 | 78.47 | -11.463387114972354 | 78.47 | -11.463387114972354 |
| 2010-05-17T20:00:00.000Z | 87.07 | 2010-05-24T20:00:00.000Z | 82.30 | -5.478350752268286 | 78.47 | -9.877110370965884 | 78.47 | -9.877110370965884 |
| 2010-06-23T20:00:00.000Z | 83.86 | 2010-06-30T20:00:00.000Z | 79.25 | -5.497257333651323 | 78.47 | -6.42737896494157 | 78.47 | -6.42737896494157 |
| 2010-06-25T20:00:00.000Z | 82.82 | 2010-07-02T20:00:00.000Z | 78.47 | -5.252354503743051 | 78.47 | -5.252354503743051 | 78.47 | -5.252354503743051 |
| 2011-07-26T20:00:00.000Z | 104.42 | 2011-08-02T20:00:00.000Z | 98.28 | -5.880099597778203 | 86.53 | -17.132733192874927 | 86.53 | -17.132733192874927 |
| 2011-07-28T20:00:00.000Z | 101.98 | 2011-08-04T20:00:00.000Z | 94.18 | -7.648558540890367 | 86.53 | -15.150029417532851 | 86.53 | -15.150029417532851 |
| 2011-07-29T20:00:00.000Z | 101.28 | 2011-08-05T20:00:00.000Z | 94.04 | -7.148499210110579 | 86.53 | -14.563586097946288 | 86.53 | -14.563586097946288 |
| 2011-08-01T20:00:00.000Z | 100.85 | 2011-08-08T20:00:00.000Z | 87.91 | -12.830937035200792 | 86.53 | -14.19930589985126 | 86.53 | -14.19930589985126 |
| 2011-08-02T20:00:00.000Z | 98.28 | 2011-08-09T20:00:00.000Z | 92.00 | -6.389906389906392 | 86.53 | -11.955636955636956 | 86.53 | -11.955636955636956 |
| 2011-08-03T20:00:00.000Z | 98.81 | 2011-08-10T20:00:00.000Z | 87.94 | -11.000910838983913 | 86.53 | -12.42789191377391 | 86.53 | -12.42789191377391 |
| 2011-08-15T20:00:00.000Z | 94.46 | 2011-08-22T20:00:00.000Z | 88.28 | -6.542451831463046 | 86.53 | -8.395087867880576 | 86.53 | -8.395087867880576 |
| 2011-09-15T20:00:00.000Z | 95.10 | 2011-09-22T20:00:00.000Z | 88.84 | -6.582544689800201 | 86.53 | -9.011566771819131 | 86.53 | -9.011566771819131 |
| 2011-09-16T20:00:00.000Z | 95.66 | 2011-09-23T20:00:00.000Z | 89.37 | -6.575371106000411 | 86.53 | -9.544219109345594 | 86.53 | -9.544219109345594 |
| 2011-09-26T20:00:00.000Z | 91.50 | 2011-10-03T20:00:00.000Z | 86.53 | -5.431693989071037 | 86.53 | -5.431693989071037 | 86.53 | -5.431693989071037 |
| 2011-11-15T21:00:00.000Z | 99.25 | 2011-11-22T21:00:00.000Z | 93.82 | -5.4710327455919465 | 91.58 | -7.727959697732999 | 91.58 | -7.727959697732999 |
| 2011-11-16T21:00:00.000Z | 97.67 | 2011-11-23T21:00:00.000Z | 91.75 | -6.061226579297636 | 91.58 | -6.2352820722842255 | 91.58 | -6.2352820722842255 |
| 2014-10-08T20:00:00.000Z | 164.70 | 2014-10-15T20:00:00.000Z | 156.15 | -5.191256830601083 | 156.02 | -5.2701882210078805 | 156.02 | -5.2701882210078805 |
| 2015-08-14T20:00:00.000Z | 177.97 | 2015-08-21T20:00:00.000Z | 168.00 | -5.602067764229926 | 159.16 | -10.569197055683544 | 157.21 | -11.664887340563011 |
| 2015-08-17T20:00:00.000Z | 178.99 | 2015-08-24T20:00:00.000Z | 161.09 | -10.000558690429635 | 157.21 | -12.168277557405442 | 157.21 | -12.168277557405442 |
| 2015-08-18T20:00:00.000Z | 178.45 | 2015-08-25T20:00:00.000Z | 159.16 | -10.809750630428688 | 157.21 | -11.902493695713074 | 157.21 | -11.902493695713074 |
| 2015-08-19T20:00:00.000Z | 177.05 | 2015-08-26T20:00:00.000Z | 165.49 | -6.529229031347078 | 157.21 | -11.205874046879414 | 157.21 | -11.205874046879414 |
| 2016-01-06T21:00:00.000Z | 170.93 | 2016-01-13T21:00:00.000Z | 162.34 | -5.025449014216347 | 157.21 | -8. |
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User
What is the average 180 day drawdown, the average 365 day drawdown, and how does it compare to the 7 day percent drop?
Aurora
Here is the single-row result of the query, formatted in a Markdown table:
| Average 7-Day Drop (%) | Average 180-Day Drawdown (%) | Average 365-Day Drawdown (%) |
|---|---|---|
| -7.45 | -16.74 | -19.14 |
Observations
・These figures indicate that across every instance where SPY fell at least 5% in a 7-day window since 2000-01-01, the average drop over those same 7 days was about -7.45%.
・Over the following 180 days, the average drawdown from the original start day was roughly -16.74%.
・Over the following 365 days, the average drawdown was about -19.14%, highlighting deeper dips that can occur over a longer timeframe.
What the Query Does
・It identifies every “start day” (t) where SPY declined 5% or more during the next 7 calendar days.
・For each of those start days, it looks at the next 180 days (t+1 to t+180) and 365 days (t+1 to t+365) to find the lowest adjusted closing price in each time window.
・It calculates how much lower that minimum price is compared to the start day’s price (the “drawdown”).
・Finally, it averages all the 7-day drops, 180-day drawdowns, and 365-day drawdowns across the entire set of those start days.
Disclaimers
・Always double-check AI-generated results for accuracy.
・Market data can change over time due to new or revised information, and past performance doesn’t guarantee future outcomes.
(No request was made for “best” or “worst” stocks, so no ranking is provided.)
User
Below is a complete Markdown table containing every instance (for SPY) where it fell 5% or more over a 7-calendar-day window, based on the query results provided:
| # | Start Date | End Date | Start Price | End Price | % Return | Total Occurrences |
|---|---|---|---|---|---|---|
| 1 | 2000-01-21 | 2000-01-28 | 92.29 | 86.82 | -5.93 | 150 |
| 2 | 2000-04-07 | 2000-04-14 | 97 | 87.11 | -10.2 | 150 |
| 3 | 2000-04-10 | 2000-04-17 | 96.62 | 90.16 | -6.69 | 150 |
| 4 | 2000-05-16 | 2000-05-23 | 93.96 | 88.4 | -5.92 | 150 |
| 5 | 2000-10-05 | 2000-10-12 | 92.82 | 85.7 | -7.67 | 150 |
| 6 | 2000-11-06 | 2000-11-13 | 92.55 | 87.26 | -5.72 | 150 |
| 7 | 2000-11-15 | 2000-11-22 | 89.84 | 85.06 | -5.32 | 150 |
| 8 | 2000-12-12 | 2000-12-19 | 88.85 | 83.96 | -5.5 | 150 |
| 9 | 2000-12-13 | 2000-12-20 | 87.64 | 81.52 | -6.98 | 150 |
| 10 | 2000-12-14 | 2000-12-21 | 86.52 | 82.09 | -5.12 | 150 |
| 11 | 2001-02-15 | 2001-02-22 | 86.1 | 81.24 | -5.64 | 150 |
| 12 | 2001-03-05 | 2001-03-12 | 80.55 | 76.25 | -5.34 | 150 |
| 13 | 2001-03-07 | 2001-03-14 | 82 | 75.97 | -7.35 | 150 |
| 14 | 2001-03-08 | 2001-03-15 | 82.09 | 75.99 | -7.43 | 150 |
| 15 | 2001-03-09 | 2001-03-16 | 79.66 | 74.47 | -6.52 | 150 |
| 16 | 2001-03-15 | 2001-03-22 | 75.99 | 71.95 | -5.32 | 150 |
| 17 | 2001-03-27 | 2001-04-03 | 76.61 | 71.48 | -6.7 | 150 |
| 18 | 2001-09-10 | 2001-09-17 | 71.46 | 67.73 | -5.22 | 150 |
| 19 | 2002-06-18 | 2002-06-25 | 68.85 | 64.22 | -6.72 | 150 |
| 20 | 2002-07-05 | 2002-07-12 | 65.37 | 60.46 | -7.51 | 150 |
| 21 | 2002-07-08 | 2002-07-15 | 64.55 | 60.78 | -5.84 | 150 |
| 22 | 2002-07-09 | 2002-07-16 | 62.93 | 59.61 | -5.28 | 150 |
| 23 | 2002-07-11 | 2002-07-18 | 61.13 | 57.79 | -5.46 | 150 |
| 24 | 2002-07-12 | 2002-07-19 | 60.46 | 55.76 | -7.77 | 150 |
| 25 | 2002-07-15 | 2002-07-22 | 60.78 | 54.11 | -10.97 | 150 |
| 26 | 2002-07-16 | 2002-07-23 | 59.61 | 52.63 | -11.71 | 150 |
| 27 | 2002-07-17 | 2002-07-24 | 59.73 | 55.77 | -6.63 | 150 |
| 28 | 2002-07-29 | 2002-08-05 | 59.09 | 55.14 | -6.68 | 150 |
| 29 | 2002-08-27 | 2002-09-03 | 61.98 | 58.11 | -6.24 | 150 |
| 30 | 2002-09-12 | 2002-09-19 | 58.88 | 55.75 | -5.32 | 150 |
| 31 | 2002-09-13 | 2002-09-20 | 59.02 | 55.77 | -5.51 | 150 |
| 32 | 2002-09-16 | 2002-09-23 | 59.17 | 55.31 | -6.52 | 150 |
| 33 | 2002-09-17 | 2002-09-24 | 57.81 | 54.42 | -5.86 | 150 |
| 34 | 2002-10-01 | 2002-10-08 | 56.68 | 53.14 | -6.25 | 150 |
| 35 | 2002-10-02 | 2002-10-09 | 54.98 | 51.64 | -6.07 | 150 |
| 36 | 2007-02-26 | 2007-03-05 | 103.54 | 97.96 | -5.39 | 150 |
| 37 | 2007-07-20 | 2007-07-27 | 110.39 | 104.36 | -5.46 | 150 |
| 38 | 2007-08-08 | 2007-08-15 | 107.75 | 101.43 | -5.87 | 150 |
| 39 | 2008-01-10 | 2008-01-17 | 102.62 | 96.91 | -5.56 | 150 |
| 40 | 2008-01-11 | 2008-01-18 | 101.8 | 95.92 | -5.78 | 150 |
| 41 | 2008-01-15 | 2008-01-22 | 100.36 | 94.95 | -5.39 | 150 |
| 42 | 2008-09-08 | 2008-09-15 | 93.16 | 88.09 | -5.44 | 150 |
| 43 | 2008-09-10 | 2008-09-17 | 90.76 | 85.54 | -5.75 | 150 |
| 44 | 2008-09-22 | 2008-09-29 | 89.49 | 82.16 | -8.19 | 150 |
| 45 | 2008-09-25 | 2008-10-02 | 89.1 | 82.51 | -7.4 | 150 |
| 46 | 2008-09-26 | 2008-10-03 | 89.15 | 81.39 | -8.7 | 150 |
| 47 | 2008-09-29 | 2008-10-06 | 82.16 | 77.25 | -5.98 | 150 |
| 48 | 2008-09-30 | 2008-10-07 | 85.56 | 73.79 | -13.76 | 150 |
| 49 | 2008-10-01 | 2008-10-08 | 85.61 | 71.93 | -15.98 | 150 |
| 50 | 2008-10-02 | 2008-10-09 | 82.51 | 66.91 | -18.91 | 150 |
| 51 | 2008-10-03 | 2008-10-10 | 81.39 | 65.28 | -19.79 | 150 |
| 52 | 2008-10-08 | 2008-10-15 | 71.93 | 66.4 | -7.69 | 150 |
| 53 | 2008-10-17 | 2008-10-24 | 68.76 | 64.21 | -6.62 | 150 |
| 54 | 2008-10-20 | 2008-10-27 | 72.89 | 61.93 | -15.04 | 150 |
| 55 | 2008-10-30 | 2008-11-06 | 71.04 | 67.02 | -5.66 | 150 |
| 56 | 2008-11-04 | 2008-11-11 | 74.07 | 66.22 | -10.6 | 150 |
| 57 | 2008-11-05 | 2008-11-12 | 70.96 | 63.31 | -10.78 | 150 |
| 58 | 2008-11-07 | 2008-11-14 | 69.24 | 63.9 | -7.71 | 150 |
| 59 | 2008-11-10 | 2008-11-17 | 68.33 | 63.05 | -7.73 | 150 |
| 60 | 2008-11-12 | 2008-11-19 | 63.31 | 60.12 | -5.04 | 150 |
| 61 | 2008-11-13 | 2008-11-20 | 67.25 | 55.66 | -17.23 | 150 |
| 62 | 2008-11-14 | 2008-11-21 | 63.9 | 58.66 | -8.2 | 150 |
| 63 | 2008-12-16 | 2008-12-23 | 67.78 | 64.08 | -5.46 | 150 |
| 64 | 2009-01-05 | 2009-01-12 | 69.05 | 64.66 | -6.36 | 150 |
| 65 | 2009-01-06 | 2009-01-13 | 69.51 | 64.78 | -6.8 | 150 |
| 66 | 2009-01-07 | 2009-01-14 | 67.43 | 62.74 | -6.96 | 150 |
| 67 | 2009-01-08 | 2009-01-15 | 67.7 | 62.77 | -7.28 | 150 |
| 68 | 2009-01-13 | 2009-01-20 | 64.78 | 59.92 | -7.5 | 150 |
| 69 | 2009-02-11 | 2009-02-18 | 62.17 | 58.77 | -5.47 | 150 |
| 70 | 2009-02-12 | 2009-02-19 | 62.22 | 58.14 | -6.56 | 150 |
| 71 | 2009-02-13 | 2009-02-20 | 61.55 | 57.58 | -6.45 | 150 |
| 72 | 2009-02-23 | 2009-03-02 | 55.52 | 52.5 | -5.44 | 150 |
| 73 | 2009-02-24 | 2009-03-03 | 57.62 | 52.11 | -9.56 | 150 |
| 74 | 2009-02-25 | 2009-03-04 | 57.17 | 53.34 | -6.7 | 150 |
| 75 | 2009-02-26 | 2009-03-05 | 56.24 | 51.16 | -9.03 | 150 |
| 76 | 2009-02-27 | 2009-03-06 | 54.98 | 51.25 | -6.78 | 150 |
| 77 | 2010-01-19 | 2010-01-26 | 87.56 | 83.18 | -5 | 150 |
| 78 | 2010-04-29 | 2010-05-06 | 92.35 | 86.3 | -6.55 | 150 |
| 79 | 2010-04-30 | 2010-05-07 | 90.79 | 85.02 | -6.36 | 150 |
| 80 | 2010-05-13 | 2010-05-20 | 88.63 | 82.17 | -7.29 | 150 |
| 81 | 2010-05-17 | 2010-05-24 | 87.07 | 82.3 | -5.48 | 150 |
| 82 | 2010-06-23 | 2010-06-30 | 83.86 | 79.25 | -5.5 | 150 |
| 83 | 2010-06-25 | 2010-07-02 | 82.82 | 78.47 | -5.25 | 150 |
| 84 | 2011-07-26 | 2011-08-02 | 104.42 | 98.28 | -5.88 | 150 |
| 85 | 2011-07-28 | 2011-08-04 | 101.98 | 94.18 | -7.65 | 150 |
| 86 | 2011-07-29 | 2011-08-05 | 101.28 | 94.04 | -7.15 | 150 |
| 87 | 2011-08-01 | 2011-08-08 | 100.85 | 87.91 | -12.83 | 150 |
| 88 | 2011-08-02 | 2011-08-09 | 98.28 | 92 | -6.39 | 150 |
| 89 | 2011-08-03 | 2011-08-10 | 98.81 | 87.94 | -11 | 150 |
| 90 | 2011-08-15 | 2011-08-22 | 94.46 | 88.28 | -6.54 | 150 |
| 91 | 2011-09-15 | 2011-09-22 | 95.1 | 88.84 | -6.58 | 150 |
| 92 | 2011-09-16 | 2011-09-23 | 95.66 | 89.37 | -6.58 | 150 |
| 93 | 2011-09-26 | 2011-10-03 | 91.5 | 86.53 | -5.43 | 150 |
| 94 | 2011-11-15 | 2011-11-22 | 99.25 | 93.82 | -5.47 | 150 |
| 95 | 2011-11-16 | 2011-11-23 | 97.67 | 91.75 | -6.06 | 150 |
| 96 | 2014-10-08 | 2014-10-15 | 164.7 | 156.15 | -5.19 | 150 |
| 97 | 2015-08-14 | 2015-08-21 | 177.97 | 168 | -5.6 | 150 |
| 98 | 2015-08-17 | 2015-08-24 | 178.99 | 161.09 | -10 | 150 |
| 99 | 2015-08-18 | 2015-08-25 | 178.45 | 159.16 | -10.81 | 150 |
| 100 | 2015-08-19 | 2015-08-26 | 177.05 | 165.49 | -6.53 | 150 |
| 101 | 2016-01-06 | 2016-01-13 | 170.93 | 162.34 | -5.03 | 150 |
| 102 | 2018-01-29 | 2018-02-05 | 254.86 | 236.28 | -7.29 | 150 |
| 103 | 2018-01-31 | 2018-02-07 | 252.37 | 239.63 | -5.05 | 150 |
| 104 | 2018-02-01 | 2018-02-08 | 252.09 | 230.64 | -8.51 | 150 |
| 105 | 2018-02-02 | 2018-02-09 | 246.6 | 234.11 | -5.06 | 150 |
| 106 | 2018-03-16 | 2018-03-23 | 246.46 | 231.94 | -5.89 | 150 |
| 107 | 2018-10-04 | 2018-10-11 | 262.51 | 246.85 | -5.97 | 150 |
| 108 | 2018-10-17 | 2018-10-24 | 254.36 | 240.64 | -5.39 | 150 |
| 109 | 2018-12-03 | 2018-12-10 | 253.32 | 239.5 | -5.46 | 150 |
| 110 | 2018-12-12 | 2018-12-19 | 240.76 | 227.88 | -5.35 | 150 |
| 111 | 2018-12-13 | 2018-12-20 | 240.68 | 224.17 | -6.86 | 150 |
| 112 | 2018-12-14 | 2018-12-21 | 236.24 | 219.61 | -7.04 | 150 |
| 113 | 2018-12-17 | 2018-12-24 | 231.6 | 213.81 | -7.68 | 150 |
| 114 | 2019-07-29 | 2019-08-05 | 277.59 | 261.35 | -5.85 | 150 |
| 115 | 2020-02-18 | 2020-02-25 | 313.04 | 290.65 | -7.15 | 150 |
| 116 | 2020-02-19 | 2020-02-26 | 314.53 | 289.58 | -7.93 | 150 |
| 117 | 2020-02-20 | 2020-02-27 | 313.24 | 276.58 | -11.7 | 150 |
| 118 | 2020-02-21 | 2020-02-28 | 310.01 | 275.41 | -11.16 | 150 |
| 119 | 2020-03-02 | 2020-03-09 | 287.34 | 254.93 | -11.28 | 150 |
| 120 | 2020-03-04 | 2020-03-11 | 290.85 | 255.05 | -12.31 | 150 |
| 121 | 2020-03-05 | 2020-03-12 | 281.18 | 230.65 | -17.97 | 150 |
| 122 | 2020-03-06 | 2020-03-13 | 276.53 | 250.37 | -9.46 | 150 |
| 123 | 2020-03-09 | 2020-03-16 | 254.93 | 222.97 | -12.54 | 150 |
| 124 | 2020-03-10 | 2020-03-17 | 268.13 | 235.01 | -12.35 | 150 |
| 125 | 2020-03-11 | 2020-03-18 | 255.05 | 223.11 | -12.52 | 150 |
| 126 | 2020-03-13 | 2020-03-20 | 250.37 | 214.01 | -14.52 | 150 |
| 127 | 2020-03-16 | 2020-03-23 | 222.97 | 208.54 | -6.47 | 150 |
| 128 | 2020-09-01 | 2020-09-08 | 331.26 | 313.05 | -5.5 | 150 |
| 129 | 2020-09-02 | 2020-09-09 | 336.05 | 319.23 | -5.01 | 150 |
| 130 | 2020-10-23 | 2020-10-30 | 326.17 | 308.02 | -5.56 | 150 |
| 131 | 2022-01-14 | 2022-01-21 | 446.16 | 420.49 | -5.75 | 150 |
| 132 | 2022-02-16 | 2022-02-23 | 428.77 | 405.1 | -5.52 | 150 |
| 133 | 2022-04-19 | 2022-04-26 | 428.58 | 400.71 | -6.5 | 150 |
| 134 | 2022-04-20 | 2022-04-27 | 428.27 | 401.84 | -6.17 | 150 |
| 135 | 2022-05-04 | 2022-05-11 | 413.19 | 378.23 | -8.46 | 150 |
| 136 | 2022-05-05 | 2022-05-12 | 398.51 | 377.83 | -5.19 | 150 |
| 137 | 2022-06-03 | 2022-06-10 | 395.36 | 375.39 | -5.05 | 150 |
| 138 | 2022-06-06 | 2022-06-13 | 396.56 | 361.13 | -8.93 | 150 |
| 139 | 2022-06-07 | 2022-06-14 | 400.37 | 360.05 | -10.07 | 150 |
| 140 | 2022-06-08 | 2022-06-15 | 396.01 | 365.18 | -7.79 | 150 |
| 141 | 2022-06-09 | 2022-06-16 | 386.6 | 353.09 | -8.67 | 150 |
| 142 | 2022-06-10 | 2022-06-17 | 375.39 | 353.85 | -5.74 | 150 |
| 143 | 2022-08-25 | 2022-09-01 | 405.74 | 383.41 | -5.5 | 150 |
| 144 | 2022-09-12 | 2022-09-19 | 397.48 | 377.35 | -5.06 | 150 |
| 145 | 2022-09-19 | 2022-09-26 | 377.35 | 353.81 | -6.24 | 150 |
| 146 | 2022-09-20 | 2022-09-27 | 373.02 | 352.91 | -5.39 | 150 |
| 147 | 2022-10-04 | 2022-10-11 | 367.08 | 347.43 | -5.35 | 150 |
| 148 | 2022-10-05 | 2022-10-12 | 366.22 | 346.28 | -5.44 | 150 |
| 149 | 2024-07-29 | 2024-08-05 | 543.09 | 515.8 | -5.02 | 150 |
| 150 | 2024-07-31 | 2024-08-07 | 549.12 | 517.07 | -5.84 | 150 |
Observations and Notes
- These results show each 7-calendar-day window (from the “Start Date” to exactly seven days later, “End Date”) where SPY dropped by 5% or more.
- The "% Return" column is based on (End Price - Start Price) / Start Price, multiplied by 100.
- Interestingly, some very large drops appear during the 2008 financial crisis (rows 50–51, for example, reaching nearly -19.79%).
- There are also notable big drops at the onset of the 2020 pandemic (rows 117–126).
About the Query
• The query joins each SPY price record to the record exactly seven days later.
• It calculates the percent change over that seven-day period.
• Then it filters for periods where the drop is at least 5%.
• Finally, it provides a count of all such occurrences, visible in the "Total Occurrences" column (always 150 in this dataset).
This shows how many times (and exactly when) SPY fell 5% or more over a 7-day window from 2000-01-01 through the last date in the results.
Important Disclaimers
• This is an AI-generated summary. Always double-check figures, methodologies, and calculations before making investment decisions.
• Market data can shift with new or revised information.
• Historical results do not guarantee future performance.
(You did not request any “best” or “worst” stocks ranking here, so no stock ranking is provided. If you do ask for it, I will explain how rating determinations are made, and emphasize that such ratings can be subjective or inaccurate.)
I hope this helps clarify the times SPY has fallen 5% or more within exactly 7 calendar days. Let me know if there’s any other detail you’d like to explore.
.........
From each of these end dates from the analysis, what was the percent return within the next 180 days? What about the next 365 days?
Aurora
Here are the query results in one comprehensive Markdown table. Each row represents a 7-calendar-day drop of 5% or more in SPY, along with the subsequent 180-day and 365-day percentage returns measured from the “End Price.”
| Symbol | Start Date | End Date | Start Price | End Price | 7d Drop (%) | 180d Return (%) | 365d Return (%) |
|---|---|---|---|---|---|---|---|
| SPY | 2000-01-21 | 2000-01-28 | 92.29 | 86.82 | -5.93 | 7.88 | 1.6 |
| SPY | 2000-04-07 | 2000-04-14 | 97 | 87.11 | -10.2 | 0.9 | -12.58 |
| SPY | 2000-04-10 | 2000-04-17 | 96.62 | 90.16 | -6.69 | -1.34 | -14.35 |
| SPY | 2000-05-16 | 2000-05-23 | 93.96 | 88.4 | -5.92 | -1.92 | -5.33 |
| SPY | 2000-10-05 | 2000-10-12 | 92.82 | 85.7 | -7.67 | -11.87 | -16.72 |
| SPY | 2000-11-06 | 2000-11-13 | 92.55 | 87.26 | -5.72 | -6.94 | -14.43 |
| SPY | 2000-11-15 | 2000-11-22 | 89.84 | 85.06 | -5.32 | 0.22 | -11.36 |
| SPY | 2000-12-12 | 2000-12-19 | 88.85 | 83.96 | -5.5 | -6.22 | -10.11 |
| SPY | 2000-12-13 | 2000-12-20 | 87.64 | 81.52 | -6.98 | -3.41 | -8.33 |
| SPY | 2000-12-14 | 2000-12-21 | 86.52 | 82.09 | -5.12 | -3.67 | -8.42 |
| SPY | 2001-02-15 | 2001-02-22 | 86.1 | 81.24 | -5.64 | -7.42 | -11.73 |
| SPY | 2001-03-05 | 2001-03-12 | 80.55 | 76.25 | -5.34 | -6.28 | 0.5 |
| SPY | 2001-03-07 | 2001-03-14 | 82 | 75.97 | -7.35 | -5.94 | -0.24 |
| SPY | 2001-03-08 | 2001-03-15 | 82.09 | 75.99 | -7.43 | -10.87 | 0.68 |
| SPY | 2001-03-09 | 2001-03-16 | 79.66 | 74.47 | -6.52 | -9.05 | 2.75 |
| SPY | 2001-03-15 | 2001-03-22 | 75.99 | 71.95 | -5.32 | -6.09 | 4.86 |
| SPY | 2001-03-27 | 2001-04-03 | 76.61 | 71.48 | -6.7 | -4.91 | 3.82 |
| SPY | 2001-09-10 | 2001-09-17 | 71.46 | 67.73 | -5.22 | 12.98 | -14.65 |
| SPY | 2002-06-18 | 2002-06-25 | 68.85 | 64.22 | -6.72 | -6.87 | 1.67 |
| SPY | 2002-07-05 | 2002-07-12 | 65.37 | 60.46 | -7.51 | 0.43 | 11.53 |
| SPY | 2002-07-08 | 2002-07-15 | 64.55 | 60.78 | -5.84 | 1.69 | 10.69 |
| SPY | 2002-07-09 | 2002-07-16 | 62.93 | 59.61 | -5.28 | 3.69 | 12.21 |
| SPY | 2002-07-11 | 2002-07-18 | 61.13 | 57.79 | -5.46 | 7.3 | 15.26 |
| SPY | 2002-07-12 | 2002-07-19 | 60.46 | 55.76 | -7.77 | 10.1 | 17.99 |
| SPY | 2002-07-15 | 2002-07-22 | 60.78 | 54.11 | -10.97 | 9.59 | 22.69 |
| SPY | 2002-07-16 | 2002-07-23 | 59.61 | 52.63 | -11.71 | 12.67 | 26.22 |
| SPY | 2002-07-17 | 2002-07-24 | 59.73 | 55.77 | -6.63 | 6.33 | 18.22 |
| SPY | 2002-07-29 | 2002-08-05 | 59.09 | 55.14 | -6.68 | 3.9 | 17.07 |
| SPY | 2002-08-27 | 2002-09-03 | 61.98 | 58.11 | -6.24 | -3.85 | 19.07 |
| SPY | 2002-09-12 | 2002-09-19 | 58.88 | 55.75 | -5.32 | 4.02 | 24.97 |
| SPY | 2002-09-13 | 2002-09-20 | 59.02 | 55.77 | -5.51 | 4.79 | 23.56 |
| SPY | 2002-09-16 | 2002-09-23 | 59.17 | 55.31 | -6.52 | 4.54 | 25.08 |
| SPY | 2002-09-17 | 2002-09-24 | 57.81 | 54.42 | -5.86 | 6.25 | 24.86 |
| SPY | 2002-10-01 | 2002-10-08 | 56.68 | 53.14 | -6.25 | 10.52 | 31.52 |
| SPY | 2002-10-02 | 2002-10-09 | 54.98 | 51.64 | -6.07 | 13.73 | 35.71 |
| SPY | 2007-02-26 | 2007-03-05 | 103.54 | 97.96 | -5.39 | 9.44 | -1.4 |
| SPY | 2007-07-20 | 2007-07-27 | 110.39 | 104.36 | -5.46 | -6.83 | -13.09 |
| SPY | 2007-08-08 | 2007-08-15 | 107.75 | 101.43 | -5.87 | -4.22 | -6.31 |
| SPY | 2008-01-10 | 2008-01-17 | 102.62 | 96.91 | -5.56 | -8.41 | -34.72 |
| SPY | 2008-01-11 | 2008-01-18 | 101.8 | 95.92 | -5.78 | -5.2 | -37.53 |
| SPY | 2008-01-15 | 2008-01-22 | 100.36 | 94.95 | -5.39 | -2.61 | -34.17 |
| SPY | 2008-09-08 | 2008-09-15 | 93.16 | 88.09 | -5.44 | -35.95 | -9.59 |
| SPY | 2008-09-10 | 2008-09-17 | 90.76 | 85.54 | -5.75 | -34.04 | -5.62 |
| SPY | 2008-09-22 | 2008-09-29 | 89.49 | 82.16 | -8.19 | -28.16 | -2.35 |
| SPY | 2008-09-25 | 2008-10-02 | 89.1 | 82.51 | -7.4 | -27.8 | -5.98 |
| SPY | 2008-09-26 | 2008-10-03 | 89.15 | 81.39 | -8.7 | -25.4 | -3.26 |
| SPY | 2008-09-29 | 2008-10-06 | 82.16 | 77.25 | -5.98 | -18.93 | 3.38 |
| SPY | 2008-09-30 | 2008-10-07 | 85.56 | 73.79 | -13.76 | -15.12 | 8.52 |
| SPY | 2008-10-01 | 2008-10-08 | 85.61 | 71.93 | -15.98 | -12.93 | 12.19 |
| SPY | 2008-10-02 | 2008-10-09 | 82.51 | 66.91 | -18.91 | -8.58 | 21.34 |
| SPY | 2008-10-03 | 2008-10-10 | 81.39 | 65.28 | -19.79 | -5.3 | 24.86 |
| SPY | 2008-10-08 | 2008-10-15 | 71.93 | 66.4 | -7.69 | -3.16 | 25.06 |
| SPY | 2008-10-17 | 2008-10-24 | 68.76 | 64.21 | -6.62 | -1.37 | 26.02 |
| SPY | 2008-10-20 | 2008-10-27 | 72.89 | 61.93 | -15.04 | 3.83 | 30.07 |
| SPY | 2008-10-30 | 2008-11-06 | 71.04 | 67.02 | -5.66 | 1.24 | 20.99 |
| SPY | 2008-11-04 | 2008-11-11 | 74.07 | 66.22 | -10.6 | 3.22 | 25.91 |
| SPY | 2008-11-05 | 2008-11-12 | 70.96 | 63.31 | -10.78 | 7.96 | 30.36 |
| SPY | 2008-11-07 | 2008-11-14 | 69.24 | 63.9 | -7.71 | 3.96 | 31.74 |
| SPY | 2008-11-10 | 2008-11-17 | 68.33 | 63.05 | -7.73 | 8.39 | 33.67 |
| SPY | 2008-11-12 | 2008-11-19 | 63.31 | 60.12 | -5.04 | 13.67 | 38.27 |
| SPY | 2008-11-13 | 2008-11-20 | 67.25 | 55.66 | -17.23 | 22.64 | 48.81 |
| SPY | 2008-11-14 | 2008-11-21 | 63.9 | 58.66 | -8.2 | 15.58 | 42.99 |
| SPY | 2008-12-16 | 2008-12-23 | 67.78 | 64.08 | -5.46 | 4.96 | 32.94 |
| SPY | 2009-01-05 | 2009-01-12 | 69.05 | 64.66 | -6.36 | 4.98 | 33.76 |
| SPY | 2009-01-06 | 2009-01-13 | 69.51 | 64.78 | -6.8 | 4.79 | 34.64 |
| SPY | 2009-01-07 | 2009-01-14 | 67.43 | 62.74 | -6.96 | 8.19 | 39.4 |
| SPY | 2009-01-08 | 2009-01-15 | 67.7 | 62.77 | -7.28 | 8.75 | 37.77 |
| SPY | 2009-01-13 | 2009-01-20 | 64.78 | 59.92 | -7.5 | 19.59 | 44.64 |
| SPY | 2009-02-11 | 2009-02-18 | 62.17 | 58.77 | -5.47 | 26.02 | 43.61 |
| SPY | 2009-02-12 | 2009-02-19 | 62.22 | 58.14 | -6.56 | 28.4 | 45.46 |
| SPY | 2009-02-13 | 2009-02-20 | 61.55 | 57.58 | -6.45 | 30.77 | 46.91 |
| SPY | 2009-02-23 | 2009-03-02 | 55.52 | 52.5 | -5.44 | 47.03 | 62.63 |
| SPY | 2009-02-24 | 2009-03-03 | 57.62 | 52.11 | -9.56 | 48.13 | 64 |
| SPY | 2009-02-25 | 2009-03-04 | 57.17 | 53.34 | -6.7 | 44.71 | 60.7 |
| SPY | 2009-02-26 | 2009-03-05 | 56.24 | 51.16 | -9.03 | 47.54 | 69.94 |
| SPY | 2009-02-27 | 2009-03-06 | 54.98 | 51.25 | -6.78 | 46.73 | 69.68 |
| SPY | 2010-01-19 | 2010-01-26 | 87.56 | 83.18 | -5 | 2.97 | 20.95 |
| SPY | 2010-04-29 | 2010-05-06 | 92.35 | 86.3 | -6.55 | 6.86 | 21.18 |
| SPY | 2010-04-30 | 2010-05-07 | 90.79 | 85.02 | -6.36 | 8.9 | 23.49 |
| SPY | 2010-05-13 | 2010-05-20 | 88.63 | 82.17 | -7.29 | 10.99 | 26.71 |
| SPY | 2010-05-17 | 2010-05-24 | 87.07 | 82.3 | -5.48 | 12.72 | 24.95 |
| SPY | 2010-06-23 | 2010-06-30 | 83.86 | 79.25 | -5.5 | 23.03 | 30.41 |
| SPY | 2010-06-25 | 2010-07-02 | 82.82 | 78.47 | -5.25 | 24.51 | 33.54 |
| SPY | 2011-07-26 | 2011-08-02 | 104.42 | 98.28 | -5.88 | 5.88 | 11.96 |
| SPY | 2011-07-28 | 2011-08-04 | 101.98 | 94.18 | -7.65 | 10.46 | 18.33 |
| SPY | 2011-07-29 | 2011-08-05 | 101.28 | 94.04 | -7.15 | 11.59 | 18.73 |
| SPY | 2011-08-01 | 2011-08-08 | 100.85 | 87.91 | -12.83 | 21.15 | 27.64 |
| SPY | 2011-08-02 | 2011-08-09 | 98.28 | 92 | -6.39 | 15.76 | 22.12 |
| SPY | 2011-08-03 | 2011-08-10 | 98.81 | 87.94 | -11 | 21.11 | 27.87 |
| SPY | 2011-08-15 | 2011-08-22 | 94.46 | 88.28 | -6.54 | 22.45 | 28.42 |
| SPY | 2011-09-15 | 2011-09-22 | 95.1 | 88.84 | -6.58 | 25.78 | 32.01 |
| SPY | 2011-09-16 | 2011-09-23 | 95.66 | 89.37 | -6.58 | 24.82 | 31.03 |
| SPY | 2011-09-26 | 2011-10-03 | 91.5 | 86.53 | -5.43 | 30.42 | 34.25 |
| SPY | 2011-11-15 | 2011-11-22 | 99.25 | 93.82 | -5.47 | 11.92 | 19.49 |
| SPY | 2011-11-16 | 2011-11-23 | 97.67 | 91.75 | -6.06 | 14.44 | 23.86 |
| SPY | 2014-10-08 | 2014-10-15 | 164.7 | 156.15 | -5.19 | 13.27 | 10.74 |
| SPY | 2015-08-14 | 2015-08-21 | 177.97 | 168 | -5.6 | -1.3 | 12.99 |
| SPY | 2015-08-17 | 2015-08-24 | 178.99 | 161.09 | -10 | 3.95 | 18.08 |
| SPY | 2015-08-18 | 2015-08-25 | 178.45 | 159.16 | -10.81 | 5.21 | 18.9 |
| SPY | 2015-08-19 | 2015-08-26 | 177.05 | 165.49 | -6.53 | 1.19 | 14.27 |
| SPY | 2016-01-06 | 2016-01-13 | 170.93 | 162.34 | -5.03 | 14.19 | 22.55 |
| SPY | 2018-01-29 | 2018-02-05 | 254.86 | 236.28 | -7.29 | 8.77 | 5.46 |
| SPY | 2018-01-31 | 2018-02-07 | 252.37 | 239.63 | -5.05 | 7.24 | 2.85 |
| SPY | 2018-02-01 | 2018-02-08 | 252.09 | 230.64 | -8.51 | 11.79 | 6.99 |
| SPY | 2018-02-02 | 2018-02-09 | 246.6 | 234.11 | -5.06 | 10.09 | 5.47 |
| SPY | 2018-03-16 | 2018-03-23 | 246.46 | 231.94 | -5.89 | 13.37 | 10.24 |
| SPY | 2018-10-04 | 2018-10-11 | 262.51 | 246.85 | -5.97 | 6.66 | 11.04 |
| SPY | 2018-10-17 | 2018-10-24 | 254.36 | 240.64 | -5.39 | 10.54 | 15.47 |
| SPY | 2018-12-03 | 2018-12-10 | 253.32 | 239.5 | -5.46 | 10.56 | 21.11 |
| SPY | 2018-12-12 | 2018-12-19 | 240.76 | 227.88 | -5.35 | 16.36 | 30.27 |
| SPY | 2018-12-13 | 2018-12-20 | 240.68 | 224.17 | -6.86 | 19.53 | 33.01 |
| SPY | 2018-12-14 | 2018-12-21 | 236.24 | 219.61 | -7.04 | 22.28 | 35.98 |
| SPY | 2018-12-17 | 2018-12-24 | 231.6 | 213.81 | -7.68 | 26.46 | 39.67 |
| SPY | 2019-07-29 | 2019-08-05 | 277.59 | 261.35 | -5.85 | 15.29 | 18.65 |
| SPY | 2020-02-18 | 2020-02-25 | 313.04 | 290.65 | -7.15 | 10.84 | 27.69 |
| SPY | 2020-02-19 | 2020-02-26 | 314.53 | 289.58 | -7.93 | 11.25 | 25.07 |
| SPY | 2020-02-20 | 2020-02-27 | 313.24 | 276.58 | -11.7 | 16.89 | 30.28 |
| SPY | 2020-02-21 | 2020-02-28 | 310.01 | 275.41 | -11.16 | 18.57 | 34 |
| SPY | 2020-03-02 | 2020-03-09 | 287.34 | 254.93 | -11.28 | 22.8 | 43.87 |
| SPY | 2020-03-04 | 2020-03-11 | 290.85 | 255.05 | -12.31 | 22.74 | 46.17 |
| SPY | 2020-03-05 | 2020-03-12 | 281.18 | 230.65 | -17.97 | 35.73 | 61.85 |
| SPY | 2020-03-06 | 2020-03-13 | 276.53 | 250.37 | -9.46 | 27.5 | 49.99 |
| SPY | 2020-03-09 | 2020-03-16 | 254.93 | 222.97 | -12.54 | 42.61 | 68.21 |
| SPY | 2020-03-10 | 2020-03-17 | 268.13 | 235.01 | -12.35 | 35.3 | 60.14 |
| SPY | 2020-03-11 | 2020-03-18 | 255.05 | 223.11 | -12.52 | 42.52 | 66.22 |
| SPY | 2020-03-13 | 2020-03-20 | 250.37 | 214.01 | -14.52 | 48.74 | 74.35 |
| SPY | 2020-03-16 | 2020-03-23 | 222.97 | 208.54 | -6.47 | 47.9 | 77.52 |
| SPY | 2020-09-01 | 2020-09-08 | 331.26 | 313.05 | -5.5 | 15.51 | 37.35 |
| SPY | 2020-09-02 | 2020-09-09 | 336.05 | 319.23 | -5.01 | 13.28 | 34.12 |
| SPY | 2020-10-23 | 2020-10-30 | 326.17 | 308.02 | -5.56 | 28.79 | 42.88 |
| SPY | 2022-01-14 | 2022-01-21 | 446.16 | 420.49 | -5.75 | -9.2 | -7.04 |
| SPY | 2022-02-16 | 2022-02-23 | 428.77 | 405.1 | -5.52 | -1.31 | -3.5 |
| SPY | 2022-04-19 | 2022-04-26 | 428.58 | 400.71 | -6.5 | -8.18 | -1.16 |
| SPY | 2022-04-20 | 2022-04-27 | 428.27 | 401.84 | -6.17 | -8.43 | 0.52 |
| SPY | 2022-05-04 | 2022-05-11 | 413.19 | 378.23 | -8.46 | -2.44 | 6.72 |
| SPY | 2022-05-05 | 2022-05-12 | 398.51 | 377.83 | -5.19 | -1.81 | 6.7 |
| [SP |
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User
What is the average 180 day return and the average 365 day return, and how does it compare to the 7 day percent drop?
Aurora
Here is a complete Markdown table of the results:
| Symbol | Average 7-Day Drop (%) | Average 180-Day Return (%) | Average 365-Day Return (%) |
|---|---|---|---|
| SPY | -7.45 | 8.58 | 20.29 |
Observations and Notes:
• These figures show:
- The average 7-day drop when SPY has fallen at least 5%.
- How much SPY gained on average after 180 days, starting from the “end price” of those drops.
- How much SPY gained on average after 365 days, also from that same “end price.”
• Notably, although SPY typically dropped by around -7.45% in such steep weekly declines, on average it ended up more than +20% higher after one year from the end of those drops (based on the available data).
What the Query Is Supposed to Do:
• Identify each time SPY dropped 5% or more over a 7-day window.
• From the end of that drop, measure how SPY subsequently performed over 180 and 365 days.
• Finally, average all those 7-day drops, 180-day returns, and 365-day returns.
Why This Matters:
• A steep week-long drop doesn’t guarantee continued losses; historically, SPY often showed eventual rebounds. However, these are just averages and do not predict future results.
Double-Check:
• Always verify AI-generated results with reliable sources, as mistakes can occur.
• Market data can be revised, and future market conditions may differ from historical trends.
About “Best” and “Worst” Stocks:
• You did not specifically ask for “best” or “worst” stocks here, so none are provided.
• If you ever do ask, those determinations would be based on something like a GPT-Stock Report rating, which may be subjective, limited, or inaccurate. There is no absolute “best” or “worst”—just metrics and context that might help inform investment decisions.
User
Create a portfolio with $10,000 with the following strategies
- Buy 50% of our buying power in SPXL if we have less than $500 of SPXL positions
- Sell 20% of our portfolio value in SPXL if we haven't sold SPXL in 10000 days and our SPXL positions are up 10% or more
- Sell 20% of our portfolio value in SPXL if the SPXL stock price is up 10% from when we last sold it
- Buy 40% of our buying power in SPXL if our SPXL positions are down 12% or more
Aurora
Description:
This portfolio, named "SPXL Trading Strategy," is designed to capitalize on price movements in SPXL, a leveraged ETF that aims to provide three times the daily performance of the S&P 500. The strategy includes a mix of buying and selling conditions based on the portfolio's current positions and the performance of SPXL. The portfolio starts with an initial value of $10,000 and implements the following strategies:
- Buy Condition: Invest 50% of the available buying power in SPXL if the total value of SPXL positions is less than $500. This allows for gradual accumulation of SPXL shares when the position is small.
- Sell Condition 1: Sell 20% of the portfolio value in SPXL if there have been no sales in the last 10,000 days and the SPXL positions are up 10% or more. This condition ensures that profits are taken when the stock has appreciated significantly over a long period.
- Sell Condition 2: Sell 20% of the portfolio value in SPXL if the stock price is up 10% from the last sale. This strategy allows for capturing gains on short-term price movements.
- Buy Condition 2: Buy 40% of the available buying power in SPXL if the SPXL positions are down 12% or more. This condition aims to take advantage of potential rebounds after a significant decline.
This combination of strategies allows for both disciplined buying and selling, aiming to maximize returns while managing risk.
JSON:
This portfolio setup provides a structured approach to trading SPXL, focusing on both growth opportunities and risk management. Let me know if you need any adjustments or additional strategies!
User
backtest this portfolio for the past year
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