S&P 500 and the VIX: historical market moves

An analysis of two extreme moves in the stock market: the rise of the S&P 500 and the collapse of the VIX volatility index, and their historical implications.

By the SpyStocks desk · 1y ago · 2 min read

Good morning, friends

This morning we are revealing 2 fascinating pieces of data about what's happening in the market!

This data provides an additional look at what has happened in the markets in recent weeks

In recent weeks, two extreme moves occurred, among the most unusual ever seen.

So what exactly happened and why should it interest you?

Here's the big picture:

1️⃣ The S&P 500 index rose by more than 19% in the last 27 trading days

This is one of the fastest and strongest comebacks in stock market history

But that's not what's really interesting

What's truly interesting is that when looking at the history of large and rapid short-term rallies, something amazing is discovered

Except for November-December 2008, all occurred at the beginning of a new bull market after a historical low in a bear market...

Definitely noteworthy

What happened historically afterwards?

Average return of +8% in three months

+22% within six months

+41% within one year

And up to +140% within five years!

Phenomenal and exceptional data!

2️⃣ The VIX volatility index experienced a 62% drop in the last six weeks

Note how unusual this is

This is the largest volatility collapse in stock market history

In the table you can see what happened in the market historically in such cases

Averages after such drops in the VIX:

+8.5% in six months

+20.6% within one year

+42.9% within two years

Will history repeat itself?

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