What was the largest one month percentage gain of the sp500 ever?

Discussion in 'Index Futures' started by poorboy, Mar 8, 2017.

  1. Pekelo

    Pekelo

    " The S&P 500 index in its present form began on March 4, 1957. "

    Notes for the OP:

    Answering this question going back longer than 20-25 years is irrelevant, because:

    1. About 3/4 (or more) of the companies in the index 60-70 years ago don't even exist today, thus the index of yesterday is not comparable to the index of today. Same with the Dow, I think only GE exists today from the original Dow (of 12)...

    2. There are also safety breakers built into the system that limit at least the daily move's volatility.
     
    Last edited: Mar 8, 2017
    #11     Mar 8, 2017
  2. %%
    Nice CM ; they hardly ever make a mistake. That was close to the end of the big bear market if i remember right. LOL
     
    #12     Mar 8, 2017
  3. For all you monthly Condor dweebs, here is a data run.
    Yeah I know it's not >SET, but it does help see what can happen.

    Third Friday to third Friday changes (at Close) for SP-500 from 1962:

    Start 19620216 Price: 70.59

    19620316, 70.96, %Chg: 0.31
    19620419, 68.59, %Chg: -3.34
    19620518, 63.82, %Chg: -6.95
    19620615, 55.89, %Chg: -12.43
    19620720, 56.81, %Chg: 1.65
    19620817, 59.01, %Chg: 3.87
    19620921, 57.69, %Chg: -2.24
    19621019, 55.59, %Chg: -3.64
    19621116, 60.16, %Chg: 8.22
    19621221, 62.64, %Chg: 4.12
    19630118, 65.18, %Chg: 4.05
    19630215, 66.41, %Chg: 1.89
    19630315, 65.93, %Chg: -0.72
    19630419, 69.23, %Chg: 5.01
    19630517, 70.29, %Chg: 1.53
    19630621, 70.25, %Chg: -0.06
    19630719, 68.35, %Chg: -2.70
    19630816, 71.49, %Chg: 4.59
    19630920, 73.30, %Chg: 2.53
    19631018, 73.32, %Chg: 0.03
    19631115, 72.35, %Chg: -1.32
    19631220, 74.28, %Chg: 2.67
    19640117, 76.56, %Chg: 3.07
    19640320, 78.92, %Chg: 3.08
    19640417, 80.55, %Chg: 2.07
    19640515, 80.61, %Chg: 0.07
    19640619, 80.89, %Chg: 0.35
    19640717, 84.01, %Chg: 3.86
    19640821, 82.07, %Chg: -2.31
    19640918, 83.48, %Chg: 1.72
    19641016, 84.83, %Chg: 1.62
    19641120, 86.28, %Chg: 1.71
    19641218, 84.29, %Chg: -2.31
    19650115, 86.21, %Chg: 2.28
    19650219, 86.21, %Chg: 0.00
    19650319, 86.84, %Chg: 0.73
    19650415, 88.15, %Chg: 1.51
    19650521, 88.75, %Chg: 0.68
    19650618, 85.34, %Chg: -3.84
    19650716, 85.69, %Chg: 0.41
    19650820, 86.69, %Chg: 1.17
    19650917, 90.05, %Chg: 3.88
    19651015, 91.38, %Chg: 1.48
    19651119, 92.24, %Chg: 0.94
    19651217, 92.08, %Chg: -0.17
    19660121, 93.47, %Chg: 1.51
    19660218, 92.41, %Chg: -1.13
    19660318, 88.53, %Chg: -4.20
    19660415, 91.99, %Chg: 3.91
    19660520, 85.43, %Chg: -7.13
    19660617, 86.51, %Chg: 1.26
    19660715, 87.08, %Chg: 0.66
    19660819, 79.62, %Chg: -8.57
    19660916, 79.99, %Chg: 0.46
    19661021, 78.19, %Chg: -2.25
    19661118, 81.26, %Chg: 3.93
    19661216, 81.58, %Chg: 0.39
    19670120, 86.07, %Chg: 5.50
    19670217, 87.89, %Chg: 2.11
    19670317, 90.25, %Chg: 2.69
    19670421, 92.30, %Chg: 2.27
    19670519, 92.07, %Chg: -0.25
    19670616, 92.54, %Chg: 0.51
    19670721, 94.04, %Chg: 1.62
    19670818, 94.78, %Chg: 0.79
    19670915, 96.27, %Chg: 1.57
    19671020, 95.38, %Chg: -0.92
    19671117, 92.82, %Chg: -2.68
    19671215, 95.03, %Chg: 2.38
    19680119, 95.24, %Chg: 0.22
    19680216, 89.96, %Chg: -5.54
    19680315, 89.10, %Chg: -0.96
    19680419, 95.85, %Chg: 7.58
    19680517, 96.90, %Chg: 1.10
    19680621, 100.66, %Chg: 3.88
    19680719, 100.46, %Chg: -0.20
    19680816, 98.68, %Chg: -1.77
    19680920, 101.66, %Chg: 3.02
    19681018, 104.82, %Chg: 3.11
    19681115, 105.78, %Chg: 0.92
    19681220, 106.34, %Chg: 0.53
    19690117, 102.03, %Chg: -4.05
    19690321, 99.63, %Chg: -2.35
    19690418, 101.24, %Chg: 1.62
    19690516, 105.94, %Chg: 4.64
    19690620, 96.67, %Chg: -8.75
    19690718, 94.95, %Chg: -1.78
    19690815, 94.00, %Chg: -1.00
    19690919, 95.19, %Chg: 1.27
    19691017, 96.26, %Chg: 1.12
    19691121, 94.32, %Chg: -2.02
    19691219, 91.38, %Chg: -3.12
    19700116, 90.92, %Chg: -0.50
    19700220, 88.03, %Chg: -3.18
    19700320, 87.06, %Chg: -1.10
    19700417, 85.67, %Chg: -1.60
    19700515, 76.90, %Chg: -10.24
    19700619, 77.05, %Chg: 0.20
    19700717, 77.69, %Chg: 0.83
    19700821, 79.24, %Chg: 2.00
    19700918, 82.62, %Chg: 4.27
    19701016, 84.28, %Chg: 2.01
    19701120, 83.72, %Chg: -0.66
    19701218, 90.22, %Chg: 7.76
    19710115, 93.03, %Chg: 3.11
    19710219, 96.74, %Chg: 3.99
    19710319, 101.01, %Chg: 4.41
    19710416, 103.49, %Chg: 2.46
    19710521, 100.99, %Chg: -2.42
    19710618, 98.97, %Chg: -2.00
    19710716, 99.11, %Chg: 0.14
    19710820, 98.33, %Chg: -0.79
    19710917, 99.96, %Chg: 1.66
    19711015, 97.79, %Chg: -2.17
    19711119, 91.61, %Chg: -6.32
    19711217, 100.26, %Chg: 9.44
    19720121, 103.65, %Chg: 3.38
    19720218, 105.28, %Chg: 1.57
    19720317, 107.92, %Chg: 2.51
    19720421, 108.89, %Chg: 0.90
    19720519, 108.98, %Chg: 0.08
    19720616, 108.36, %Chg: -0.57
    19720721, 106.66, %Chg: -1.57
    19720818, 111.76, %Chg: 4.78
    19720915, 108.81, %Chg: -2.64
    19721020, 109.24, %Chg: 0.40
    19721117, 115.49, %Chg: 5.72
    19721215, 118.26, %Chg: 2.40
    19730119, 118.78, %Chg: 0.44
    19730216, 114.98, %Chg: -3.20
    19730316, 113.54, %Chg: -1.25
    19730419, 112.17, %Chg: -1.21
    19730518, 103.86, %Chg: -7.41
    19730615, 105.10, %Chg: 1.19
    19730720, 107.14, %Chg: 1.94
    19730817, 102.31, %Chg: -4.51
    19730921, 107.20, %Chg: 4.78
    19731019, 110.22, %Chg: 2.82
    19731116, 103.88, %Chg: -5.75
    19731221, 93.54, %Chg: -9.95
    19740118, 95.56, %Chg: 2.16
    19740215, 92.27, %Chg: -3.44
    19740315, 99.28, %Chg: 7.60
    19740419, 93.75, %Chg: -5.57
    19740517, 88.21, %Chg: -5.91
    19740621, 87.46, %Chg: -0.85
    19740719, 83.54, %Chg: -4.48
    19740816, 75.67, %Chg: -9.42
    19740920, 70.14, %Chg: -7.31
    19741018, 72.28, %Chg: 3.05
    19741115, 71.91, %Chg: -0.51
    19741220, 66.91, %Chg: -6.95
    19750117, 70.96, %Chg: 6.05
    19750221, 82.62, %Chg: 16.43
    19750321, 83.39, %Chg: 0.93
    19750418, 86.30, %Chg: 3.49
    19750516, 90.43, %Chg: 4.79
    19750620, 92.61, %Chg: 2.41
    19750718, 93.20, %Chg: 0.64
    19750815, 86.36, %Chg: -7.34
    19750919, 85.88, %Chg: -0.56
    19751017, 88.86, %Chg: 3.47
    19751121, 89.53, %Chg: 0.75
    19751219, 88.80, %Chg: -0.82
    19760116, 97.00, %Chg: 9.23
    19760220, 102.10, %Chg: 5.26
    19760319, 100.58, %Chg: -1.49
    19760415, 100.67, %Chg: 0.09
    19760521, 101.26, %Chg: 0.59
    19760618, 103.76, %Chg: 2.47
    19760716, 104.68, %Chg: 0.89
    19760820, 102.37, %Chg: -2.21
    19760917, 106.27, %Chg: 3.81
    19761015, 100.88, %Chg: -5.07
    19761119, 101.92, %Chg: 1.03
    19761217, 104.26, %Chg: 2.30
    19770121, 103.32, %Chg: -0.90
    19770218, 100.49, %Chg: -2.74
    19770318, 101.86, %Chg: 1.36
    19770415, 101.04, %Chg: -0.81
    19770520, 99.45, %Chg: -1.57
    19770617, 99.97, %Chg: 0.52
    19770715, 100.18, %Chg: 0.21
    19770819, 97.51, %Chg: -2.67
    19770916, 96.48, %Chg: -1.06
    19771021, 92.32, %Chg: -4.31
    19771118, 95.33, %Chg: 3.26
    19771216, 93.40, %Chg: -2.02
    19780120, 89.89, %Chg: -3.76
    19780217, 87.96, %Chg: -2.15
    19780317, 90.20, %Chg: 2.55
    19780421, 94.34, %Chg: 4.59
    19780519, 98.12, %Chg: 4.01
    19780616, 97.42, %Chg: -0.71
    19780721, 97.75, %Chg: 0.34
    19780818, 104.73, %Chg: 7.14
    19780915, 104.12, %Chg: -0.58
    19781020, 97.95, %Chg: -5.93
    19781117, 94.42, %Chg: -3.60
    19781215, 95.33, %Chg: 0.96
    19790119, 99.75, %Chg: 4.64
    19790216, 98.67, %Chg: -1.08
    19790316, 100.69, %Chg: 2.05
    19790420, 101.23, %Chg: 0.54
    19790518, 99.93, %Chg: -1.28
    19790615, 102.09, %Chg: 2.16
    19790720, 101.82, %Chg: -0.26
    19790817, 108.30, %Chg: 6.36
    19790921, 110.47, %Chg: 2.00
    19791019, 101.60, %Chg: -8.03
    19791116, 103.79, %Chg: 2.16
    19791221, 107.59, %Chg: 3.66
    19800118, 111.07, %Chg: 3.23
    19800215, 115.41, %Chg: 3.91
    19800321, 102.31, %Chg: -11.35
    19800418, 100.55, %Chg: -1.72
    19800516, 107.35, %Chg: 6.76
    19800620, 114.06, %Chg: 6.25
    19800718, 122.04, %Chg: 7.00
    19800815, 125.72, %Chg: 3.02
    19800919, 129.25, %Chg: 2.81
    19801017, 131.52, %Chg: 1.76
    19801121, 139.11, %Chg: 5.77
    19801219, 133.70, %Chg: -3.89
    19810116, 134.77, %Chg: 0.80
    19810220, 126.58, %Chg: -6.08
    19810320, 134.06, %Chg: 5.91
    19810416, 134.70, %Chg: 0.48
    19810515, 132.17, %Chg: -1.88
    19810619, 132.27, %Chg: 0.08
    19810717, 130.76, %Chg: -1.14
    19810821, 129.23, %Chg: -1.17
    19810918, 116.26, %Chg: -10.04
    19811016, 119.19, %Chg: 2.52
    19811120, 121.71, %Chg: 2.11
    19811218, 124.00, %Chg: 1.88
    19820115, 116.33, %Chg: -6.19
    19820219, 113.22, %Chg: -2.67
    19820319, 110.61, %Chg: -2.31
    19820416, 116.81, %Chg: 5.61
    19820521, 114.89, %Chg: -1.64
    19820618, 107.28, %Chg: -6.62
    19820716, 111.07, %Chg: 3.53
    19820820, 113.02, %Chg: 1.76
    19820917, 122.55, %Chg: 8.43
    19821015, 133.57, %Chg: 8.99
    19821119, 137.02, %Chg: 2.58
    19821217, 137.49, %Chg: 0.34
    19830121, 143.85, %Chg: 4.63
    19830218, 148.00, %Chg: 2.88
    19830318, 149.90, %Chg: 1.28
    19830415, 158.75, %Chg: 5.90
    19830520, 162.14, %Chg: 2.14
    19830617, 169.13, %Chg: 4.31
    19830715, 164.29, %Chg: -2.86
    19830819, 163.98, %Chg: -0.19
    19830916, 166.24, %Chg: 1.38
    19831021, 165.95, %Chg: -0.17
    19831118, 165.09, %Chg: -0.52
    19831216, 162.39, %Chg: -1.64
    19840120, 166.21, %Chg: 2.35
    19840217, 155.74, %Chg: -6.30
    19840316, 159.27, %Chg: 2.27
    19840419, 158.02, %Chg: -0.78
    19840518, 155.78, %Chg: -1.42
    19840615, 149.03, %Chg: -4.33
    19840720, 149.55, %Chg: 0.35
    19840817, 164.14, %Chg: 9.76
    19840921, 165.67, %Chg: 0.93
    19841019, 167.96, %Chg: 1.38
    19841116, 164.10, %Chg: -2.30
    19841221, 165.51, %Chg: 0.86
    19850118, 171.32, %Chg: 3.51
    19850215, 181.60, %Chg: 6.00
    19850315, 176.53, %Chg: -2.79
    19850419, 181.11, %Chg: 2.59
    19850517, 187.42, %Chg: 3.48
    19850621, 189.61, %Chg: 1.17
    19850719, 195.13, %Chg: 2.91
    19850816, 186.10, %Chg: -4.63
    19850920, 182.05, %Chg: -2.18
    19851018, 187.04, %Chg: 2.74
    19851115, 198.11, %Chg: 5.92
    19851220, 210.94, %Chg: 6.48
    19860117, 208.43, %Chg: -1.19
    19860221, 224.62, %Chg: 7.77
    19860321, 233.34, %Chg: 3.88
    19860418, 242.38, %Chg: 3.87
    19860516, 232.76, %Chg: -3.97
    19860620, 247.58, %Chg: 6.37
    19860718, 236.36, %Chg: -4.53
    19860815, 247.15, %Chg: 4.57
    19860919, 232.21, %Chg: -6.04
    19861017, 238.84, %Chg: 2.86
    19861121, 245.86, %Chg: 2.94
    19861219, 249.73, %Chg: 1.57
    19870116, 266.28, %Chg: 6.63
    19870220, 285.48, %Chg: 7.21
    19870320, 298.17, %Chg: 4.45
    19870416, 286.91, %Chg: -3.78
    19870515, 287.43, %Chg: 0.18
    19870619, 306.97, %Chg: 6.80
    19870717, 314.59, %Chg: 2.48
    19870821, 335.90, %Chg: 6.77
    19870918, 314.86, %Chg: -6.26
    19871016, 282.70, %Chg: -10.21
    19871120, 242.00, %Chg: -14.40
    19871218, 249.16, %Chg: 2.96
    19880115, 252.05, %Chg: 1.16
    19880219, 261.61, %Chg: 3.79
    19880318, 271.12, %Chg: 3.64
    19880415, 259.77, %Chg: -4.19
    19880520, 253.02, %Chg: -2.60
    19880617, 270.68, %Chg: 6.98
    19880715, 272.05, %Chg: 0.51
    19880819, 260.24, %Chg: -4.34
    19880916, 270.65, %Chg: 4.00
    19881021, 283.66, %Chg: 4.81
    19881118, 266.47, %Chg: -6.06
    19881216, 276.29, %Chg: 3.69
    19890120, 286.63, %Chg: 3.74
    19890217, 296.76, %Chg: 3.53
    19890317, 292.69, %Chg: -1.37
    19890421, 309.61, %Chg: 5.78
    19890519, 321.24, %Chg: 3.76
    19890616, 321.35, %Chg: 0.03
    19890721, 335.90, %Chg: 4.53
    19890818, 346.03, %Chg: 3.02
    19890915, 345.06, %Chg: -0.28
    19891020, 347.16, %Chg: 0.61
    19891117, 341.61, %Chg: -1.60
    19891215, 350.14, %Chg: 2.50
    19900119, 339.15, %Chg: -3.14
    19900216, 332.72, %Chg: -1.90
    19900316, 341.91, %Chg: 2.76
    19900420, 335.12, %Chg: -1.99
    19900518, 354.64, %Chg: 5.82
    19900615, 362.91, %Chg: 2.33
    19900720, 361.61, %Chg: -0.36
    19900817, 327.83, %Chg: -9.34
    19900921, 311.32, %Chg: -5.04
    19901019, 312.48, %Chg: 0.37
    19901116, 317.12, %Chg: 1.48
    19901221, 331.75, %Chg: 4.61
    19910118, 332.23, %Chg: 0.14
    19910215, 369.06, %Chg: 11.09
    19910315, 373.59, %Chg: 1.23
    19910419, 384.20, %Chg: 2.84
    19910517, 372.39, %Chg: -3.07
    19910621, 377.75, %Chg: 1.44
    19910719, 384.22, %Chg: 1.71
    19910816, 385.58, %Chg: 0.35
    19910920, 387.92, %Chg: 0.61
    19911018, 392.50, %Chg: 1.18
    19911115, 382.62, %Chg: -2.52
    19911220, 387.04, %Chg: 1.16
    19920117, 418.86, %Chg: 8.22
    19920221, 411.43, %Chg: -1.77
    19920320, 411.30, %Chg: -0.03
    19920416, 416.04, %Chg: 1.15
    19920515, 410.09, %Chg: -1.43
    19920619, 403.67, %Chg: -1.57
    19920717, 415.62, %Chg: 2.96
    19920821, 414.85, %Chg: -0.19
    19920918, 422.93, %Chg: 1.95
    19921016, 411.73, %Chg: -2.65
    19921120, 426.65, %Chg: 3.62
    19921218, 441.28, %Chg: 3.43
    19930115, 437.15, %Chg: -0.94
    19930219, 434.22, %Chg: -0.67
    19930319, 450.18, %Chg: 3.68
    19930416, 448.94, %Chg: -0.28
    19930521, 445.84, %Chg: -0.69
    19930618, 443.68, %Chg: -0.48
    19930716, 445.75, %Chg: 0.47
    19930820, 456.16, %Chg: 2.34
    19930917, 458.83, %Chg: 0.59
    19931015, 469.50, %Chg: 2.33
    19931119, 462.60, %Chg: -1.47
    19931217, 466.38, %Chg: 0.82
    19940121, 474.72, %Chg: 1.79
    19940218, 467.69, %Chg: -1.48
    19940318, 471.06, %Chg: 0.72
    19940415, 446.18, %Chg: -5.28
    19940520, 454.92, %Chg: 1.96
    19940617, 458.45, %Chg: 0.78
    19940715, 454.16, %Chg: -0.94
    19940819, 463.68, %Chg: 2.10
    19940916, 471.19, %Chg: 1.62
    19941021, 464.89, %Chg: -1.34
    19941118, 461.47, %Chg: -0.74
    19941216, 458.80, %Chg: -0.58
    19950120, 464.78, %Chg: 1.30
    19950217, 481.97, %Chg: 3.70
    19950317, 495.52, %Chg: 2.81
    19950421, 508.49, %Chg: 2.62
    19950519, 519.19, %Chg: 2.10
    19950616, 539.83, %Chg: 3.98
    19950721, 553.62, %Chg: 2.55
    19950818, 559.21, %Chg: 1.01
    19950915, 583.35, %Chg: 4.32
    19951020, 587.46, %Chg: 0.70
    19951117, 600.07, %Chg: 2.15
    19951215, 616.34, %Chg: 2.71
    19960119, 611.83, %Chg: -0.73
    19960216, 647.98, %Chg: 5.91
    19960315, 641.43, %Chg: -1.01
    19960419, 645.07, %Chg: 0.57
    19960517, 668.91, %Chg: 3.70
    19960621, 666.84, %Chg: -0.31
    19960719, 638.73, %Chg: -4.22
    19960816, 665.21, %Chg: 4.15
    19960920, 687.02, %Chg: 3.28
    19961018, 710.82, %Chg: 3.46
    19961115, 737.62, %Chg: 3.77
    19961220, 748.87, %Chg: 1.53
    19970117, 776.17, %Chg: 3.65
    19970221, 801.77, %Chg: 3.30
    19970321, 784.10, %Chg: -2.20
    19970418, 766.34, %Chg: -2.27
    19970516, 829.75, %Chg: 8.27
    19970620, 898.70, %Chg: 8.31
    19970718, 915.30, %Chg: 1.85
    19970815, 900.81, %Chg: -1.58
    19970919, 950.51, %Chg: 5.52
    19971017, 944.16, %Chg: -0.67
    19971121, 963.09, %Chg: 2.00
    19971219, 946.78, %Chg: -1.69
    19980116, 961.51, %Chg: 1.56
    19980220, 1,034.21, %Chg: 7.56
    19980320, 1,099.16, %Chg: 6.28
    19980417, 1,122.72, %Chg: 2.14
    19980515, 1,108.73, %Chg: -1.25
    19980619, 1,100.65, %Chg: -0.73
    19980717, 1,186.75, %Chg: 7.82
    19980821, 1,081.24, %Chg: -8.89
    19980918, 1,020.09, %Chg: -5.66
    19981016, 1,056.42, %Chg: 3.56
    19981120, 1,163.55, %Chg: 10.14
    19981218, 1,188.03, %Chg: 2.10
    19990115, 1,243.26, %Chg: 4.65
    19990219, 1,239.22, %Chg: -0.32
    19990319, 1,299.29, %Chg: 4.85
    19990416, 1,319.00, %Chg: 1.52
    19990521, 1,330.29, %Chg: 0.86
    19990618, 1,342.97, %Chg: 0.95
    19990716, 1,418.78, %Chg: 5.64
    19990820, 1,336.61, %Chg: -5.79
    19990917, 1,335.42, %Chg: -0.09
    19991015, 1,247.41, %Chg: -6.59
    19991119, 1,422.00, %Chg: 14.00
    19991217, 1,421.03, %Chg: -0.07
    20000121, 1,441.36, %Chg: 1.43
    20000218, 1,346.09, %Chg: -6.61
    20000317, 1,464.47, %Chg: 8.79
    20000420, 1,434.54, %Chg: -2.04
    20000519, 1,406.95, %Chg: -1.92
    20000616, 1,464.46, %Chg: 4.09
    20000721, 1,480.19, %Chg: 1.07
    20000818, 1,491.72, %Chg: 0.78
    20000915, 1,465.81, %Chg: -1.74
    20001020, 1,396.93, %Chg: -4.70
    20001117, 1,367.72, %Chg: -2.09
    20001215, 1,312.15, %Chg: -4.06
    20010119, 1,342.54, %Chg: 2.32
    20010216, 1,301.53, %Chg: -3.05
    20010316, 1,150.50, %Chg: -11.60
    20010420, 1,242.98, %Chg: 8.04
    20010518, 1,291.96, %Chg: 3.94
    20010615, 1,214.36, %Chg: -6.01
    20010720, 1,210.85, %Chg: -0.29
    20010817, 1,161.97, %Chg: -4.04
    20010921, 965.80, %Chg: -16.88
    20011019, 1,073.48, %Chg: 11.15
    20011116, 1,138.65, %Chg: 6.07
    20011221, 1,144.89, %Chg: 0.55
    20020118, 1,127.58, %Chg: -1.51
    20020215, 1,104.18, %Chg: -2.08
    20020315, 1,166.16, %Chg: 5.61
    20020419, 1,125.17, %Chg: -3.51
    20020517, 1,106.59, %Chg: -1.65
    20020621, 989.14, %Chg: -10.61
    20020719, 847.75, %Chg: -14.29
    20020816, 928.77, %Chg: 9.56
    20020920, 845.39, %Chg: -8.98
    20021018, 884.39, %Chg: 4.61
    20021115, 909.83, %Chg: 2.88
    20021220, 895.76, %Chg: -1.55
    20030117, 901.78, %Chg: 0.67
    20030221, 848.17, %Chg: -5.94
    20030321, 895.90, %Chg: 5.63
    20030417, 893.58, %Chg: -0.26
    20030516, 944.30, %Chg: 5.68
    20030620, 995.69, %Chg: 5.44
    20030718, 993.32, %Chg: -0.24
    20030815, 990.67, %Chg: -0.27
    20030919, 1,036.30, %Chg: 4.61
    20031017, 1,039.32, %Chg: 0.29
    20031121, 1,035.28, %Chg: -0.39
    20031219, 1,088.66, %Chg: 5.16
    20040116, 1,139.83, %Chg: 4.70
    20040220, 1,144.11, %Chg: 0.38
    20040319, 1,109.78, %Chg: -3.00
    20040416, 1,134.61, %Chg: 2.24
    20040521, 1,093.56, %Chg: -3.62
    20040618, 1,135.02, %Chg: 3.79
    20040716, 1,101.39, %Chg: -2.96
    20040820, 1,098.35, %Chg: -0.28
    20040917, 1,128.55, %Chg: 2.75
    20041015, 1,108.20, %Chg: -1.80
    20041119, 1,170.34, %Chg: 5.61
    20041217, 1,194.20, %Chg: 2.04
    20050121, 1,167.87, %Chg: -2.20
    20050218, 1,201.59, %Chg: 2.89
    20050318, 1,189.65, %Chg: -0.99
    20050415, 1,142.62, %Chg: -3.95
    20050520, 1,189.28, %Chg: 4.08
    20050617, 1,216.96, %Chg: 2.33
    20050715, 1,227.92, %Chg: 0.90
    20050819, 1,219.71, %Chg: -0.67
    20050916, 1,237.91, %Chg: 1.49
    20051021, 1,179.59, %Chg: -4.71
    20051118, 1,248.27, %Chg: 5.82
    20051216, 1,267.32, %Chg: 1.53
    20060120, 1,261.49, %Chg: -0.46
    20060217, 1,287.24, %Chg: 2.04
    20060317, 1,307.25, %Chg: 1.55
    20060421, 1,311.28, %Chg: 0.31
    20060519, 1,267.03, %Chg: -3.37
    20060616, 1,251.54, %Chg: -1.22
    20060721, 1,240.29, %Chg: -0.90
    20060818, 1,302.30, %Chg: 5.00
    20060915, 1,319.87, %Chg: 1.35
    20061020, 1,368.60, %Chg: 3.69
    20061117, 1,401.20, %Chg: 2.38
    20061215, 1,427.09, %Chg: 1.85
    20070119, 1,430.50, %Chg: 0.24
    20070216, 1,455.54, %Chg: 1.75
    20070316, 1,386.95, %Chg: -4.71
    20070420, 1,484.35, %Chg: 7.02
    20070518, 1,522.75, %Chg: 2.59
    20070615, 1,532.91, %Chg: 0.67
    20070720, 1,534.10, %Chg: 0.08
    20070817, 1,445.94, %Chg: -5.75
    20070921, 1,525.75, %Chg: 5.52
    20071019, 1,500.63, %Chg: -1.65
    20071116, 1,458.74, %Chg: -2.79
    20071221, 1,484.46, %Chg: 1.76
    20080118, 1,325.19, %Chg: -10.73
    20080215, 1,349.99, %Chg: 1.87
    20080320, 1,329.51, %Chg: -1.52
    20080418, 1,390.33, %Chg: 4.57
    20080516, 1,425.35, %Chg: 2.52
    20080620, 1,317.93, %Chg: -7.54
    20080718, 1,260.68, %Chg: -4.34
    20080815, 1,298.19, %Chg: 2.98
    20080919, 1,255.08, %Chg: -3.32
    20081017, 940.55, %Chg: -25.06
    20081121, 800.03, %Chg: -14.94
    20081219, 887.88, %Chg: 10.98
    20090116, 850.12, %Chg: -4.25
    20090220, 770.05, %Chg: -9.42
    20090320, 768.54, %Chg: -0.20
    20090417, 869.60, %Chg: 13.15
    20090515, 882.88, %Chg: 1.53
    20090619, 921.23, %Chg: 4.34
    20090717, 940.38, %Chg: 2.08
    20090821, 1,026.13, %Chg: 9.12
    20090918, 1,068.30, %Chg: 4.11
    20091016, 1,087.68, %Chg: 1.81
    20091120, 1,091.38, %Chg: 0.34
    20091218, 1,102.47, %Chg: 1.02
    20100115, 1,136.03, %Chg: 3.04
    20100219, 1,109.17, %Chg: -2.36
    20100319, 1,159.90, %Chg: 4.57
    20100416, 1,192.13, %Chg: 2.78
    20100521, 1,087.69, %Chg: -8.76
    20100618, 1,117.51, %Chg: 2.74
    20100716, 1,064.88, %Chg: -4.71
    20100820, 1,071.69, %Chg: 0.64
    20100917, 1,125.59, %Chg: 5.03
    20101015, 1,176.19, %Chg: 4.50
    20101119, 1,199.73, %Chg: 2.00
    20101217, 1,243.91, %Chg: 3.68
    20110121, 1,283.35, %Chg: 3.17
    20110218, 1,343.01, %Chg: 4.65
    20110318, 1,279.20, %Chg: -4.75
    20110415, 1,319.68, %Chg: 3.16
    20110520, 1,333.27, %Chg: 1.03
    20110617, 1,271.50, %Chg: -4.63
    20110715, 1,316.14, %Chg: 3.51
    20110819, 1,123.53, %Chg: -14.63
    20110916, 1,216.01, %Chg: 8.23
    20111021, 1,238.25, %Chg: 1.83
    20111118, 1,215.65, %Chg: -1.83
    20111216, 1,219.66, %Chg: 0.33
    20120120, 1,315.38, %Chg: 7.85
    20120217, 1,361.23, %Chg: 3.49
    20120316, 1,404.17, %Chg: 3.15
    20120420, 1,378.53, %Chg: -1.83
    20120518, 1,295.22, %Chg: -6.04
    20120615, 1,342.84, %Chg: 3.68
    20120720, 1,362.66, %Chg: 1.48
    20120817, 1,418.16, %Chg: 4.07
    20120921, 1,460.15, %Chg: 2.96
    20121019, 1,433.19, %Chg: -1.85
    20121116, 1,359.88, %Chg: -5.12
    20121221, 1,430.15, %Chg: 5.17
    20130118, 1,485.98, %Chg: 3.90
    20130215, 1,519.79, %Chg: 2.28
    20130315, 1,560.70, %Chg: 2.69
    20130419, 1,555.25, %Chg: -0.35
    20130517, 1,667.47, %Chg: 7.22
    20130621, 1,592.43, %Chg: -4.50
    20130719, 1,692.09, %Chg: 6.26
    20130816, 1,655.83, %Chg: -2.14
    20130920, 1,709.91, %Chg: 3.27
    20131018, 1,744.50, %Chg: 2.02
    20131115, 1,798.18, %Chg: 3.08
    20131220, 1,818.32, %Chg: 1.12
    20140117, 1,838.70, %Chg: 1.12
    20140221, 1,836.25, %Chg: -0.13
    20140321, 1,866.52, %Chg: 1.65
    20140417, 1,864.85, %Chg: -0.09
    20140516, 1,877.86, %Chg: 0.70
    20140620, 1,962.87, %Chg: 4.53
    20140718, 1,978.22, %Chg: 0.78
    20140815, 1,955.06, %Chg: -1.17
    20140919, 2,010.40, %Chg: 2.83
    20141017, 1,886.76, %Chg: -6.15
    20141121, 2,063.50, %Chg: 9.37
    20141219, 2,070.65, %Chg: 0.35
    20150116, 2,019.42, %Chg: -2.47
    20150220, 2,110.30, %Chg: 4.50
    20150320, 2,108.10, %Chg: -0.10
    20150417, 2,081.18, %Chg: -1.28
    20150515, 2,122.73, %Chg: 2.00
    20150619, 2,109.99, %Chg: -0.60
    20150717, 2,126.64, %Chg: 0.79
    20150821, 1,970.89, %Chg: -7.32
    20150918, 1,958.03, %Chg: -0.65
    20151016, 2,033.11, %Chg: 3.83
    20151120, 2,089.17, %Chg: 2.76
    20151218, 2,005.55, %Chg: -4.00
    20160115, 1,880.33, %Chg: -6.24
    20160219, 1,917.78, %Chg: 1.99
    20160318, 2,049.58, %Chg: 6.87
    20160415, 2,080.73, %Chg: 1.52
    20160520, 2,052.32, %Chg: -1.37
    20160617, 2,071.22, %Chg: 0.92
    20160715, 2,161.74, %Chg: 4.37
    20160819, 2,183.87, %Chg: 1.02
    20160916, 2,139.16, %Chg: -2.05
    20161021, 2,141.16, %Chg: 0.09
    20161118, 2,181.90, %Chg: 1.90
    20161216, 2,258.07, %Chg: 3.49
    20170120, 2,271.31, %Chg: 0.59
    20170217, 2,351.16, %Chg: 3.52

    TOTAL MONTHS = 658
    DOWN MONTHS = 253
    UP MONTHS = 405

    %UP MONTHS = %61.5501519756839
    AVG %UP MONTH = %3.16183275960334

    %DOWN MONTHS = %38.4498480243161
    AVG %DOWN MONTH = %-3.42494013149779
    DROPS <= -5% = 141
     
    #13     Mar 8, 2017
    murray t turtle likes this.
  4. JackRab

    JackRab

    Five Best Single Month Performances (in points)

    2000-03, +132.16 points
    2011-10, +121.88 points
    2010-09, +91.87 points
    2001-04, +89.13 points
    2000-08, +86.85 points

    Five Best Single Month Performances (in %)

    1974-10, +16.30%
    1987-01, +13.18%
    1975-01, +12.28%
    1976-01, +11.83%
    1982-08, +11.60%

    Five Worst Single Month Performances (in points)

    2008-10, -197.61 points
    1998-08, -163.39 points
    2001-02, -126.07 points
    2008-06, -120.38 points
    2008-09, -116.47 points

    Five Worst Single Month Performances (in %)

    1987-10, -21.76%
    2008-10, -16.94%
    1998-08, -14.58%
    1974-09, -11.93%
    1973-11, -11.39%

    according to http://www.davemanuel.com/sp500-historical-data.php
     
    #14     Mar 8, 2017
    murray t turtle and Pekelo like this.
  5. %%
    Good work, red, white+ blue + black work.In one sense,[even though the indexes may not be the same stocks]i still like to look @ 1929-1933, also. WHY?? Because the Federal reserve was around then.Even though the bear markets may not get as fierce; they could. Strange time, some dirt comes from Chicago; but then, topsoil dirt stormed/ blew back in Chicago--midnite @ high noon + Fed RAISED stock margin rates to 25%[ from zero, goose egg %, to 25%]LOL
     
    #15     Mar 13, 2017
  6. carl0215

    carl0215

    I would mine marketsurfer's short calls. It's got to be in there somewhere!
     
    #16     Mar 13, 2017
    murray t turtle likes this.