S&P 500 (SPX) — Daily Price Character
Historical session stats from dividend-adjusted prices: win rate, streaks, record days, weekday patterns, and (when available) how often the index was green on S&P 500 green days.
SPX
Archetype
Steady
Low daily volatility — small, predictable daily moves.
Win rate
52.0%
12843 green · 11357 red · 481 flat · 24681 sessions
Current streak
5 green
As of Apr 7, 2026
Max win / lose streak
14 / 12 days
Win streak return: +3.93% · Lose: 6.60%
Median / σ daily
+0.050% · 1.192%
Avg green +0.76% · avg red 0.79%
Extreme days (>3%)
2.7%
299 up · 364 down
History from Jan 3, 1928 through Apr 7, 2026 · 24681 trading days with returns.
Trailing year — daily returns (calendar)
Apr 8, 2025 – Apr 7, 2026 · Mon–Fri sessions only
Monday–Friday — average return
Average dividend-adjusted return on that weekday (green / red by sign). Green/red day rule: ±0.01% vs prior close.
Monday–Friday — win rate
Share of sessions that closed green on that weekday. Bars are green at or above 50%, red below 50%.
Top green days
Largest single-session gains (dividend-adjusted), by historical return.
| Date | Return |
|---|---|
| Mar 15, 1933 | +16.61% |
| Oct 30, 1929 | +12.53% |
| Oct 6, 1931 | +12.36% |
| Sep 5, 1939 | +11.86% |
| Sep 21, 1932 | +11.81% |
| Oct 13, 2008 | +11.58% |
| Oct 28, 2008 | +10.79% |
| Jun 22, 1931 | +10.51% |
| Apr 17, 1935 | +9.61% |
| Apr 20, 1933 | +9.52% |
| Apr 9, 2025 | +9.51% |
| May 17, 1935 | +9.40% |
| Mar 24, 2020 | +9.38% |
| Mar 13, 2020 | +9.29% |
| Aug 8, 1932 | +9.26% |
| Oct 21, 1987 | +9.10% |
| Nov 14, 1929 | +8.95% |
| Jun 19, 1933 | +8.87% |
| Aug 3, 1932 | +8.86% |
| Jul 24, 1933 | +8.81% |
Worst red days
Largest single-session losses; "Days to recovery" counts trading sessions until close recovered the prior peak (dividend-adjusted).
| Date | Return | Days to recovery |
|---|---|---|
| Oct 19, 1987 | 20.47% | 255 |
| Oct 28, 1929 | 12.94% | 5778 |
| Mar 16, 2020 | 11.98% | 17 |
| Oct 29, 1929 | 10.16% | 1 |
| Apr 16, 1935 | 9.97% | 2 |
| Nov 6, 1929 | 9.92% | 60 |
| Sep 3, 1946 | 9.91% | 432 |
| Mar 12, 2020 | 9.51% | 19 |
| Oct 18, 1937 | 9.12% | 2 |
| Oct 5, 1931 | 9.07% | 1 |
| Oct 15, 2008 | 9.03% | 14 |
| Dec 1, 2008 | 8.93% | 5 |
| Jul 20, 1933 | 8.88% | 136 |
| Sep 29, 2008 | 8.81% | 394 |
| Jul 21, 1933 | 8.70% | 3 |
| Oct 10, 1932 | 8.55% | 3 |
| Oct 26, 1987 | 8.28% | 4 |
| Oct 5, 1932 | 8.20% | 133 |
| Aug 12, 1932 | 8.02% | 2 |
| Aug 16, 1935 | 7.97% | 3 |
Frequently asked questions
What is the daily win rate for S&P 500 (SPX)?
- Historically, S&P 500 (SPX) closed green on 52.0% of trading days (12843 green, 11357 red, 481 flat), using dividend-adjusted closes and a ±0.01% threshold for green vs red.
What is the current winning or losing streak for S&P 500 (SPX)?
- As of 2026-04-07, S&P 500 (SPX) is on a 5-day winning streak (consecutive green or red days by the same rules, ignoring trailing flat days).
What does Steady, Balanced, or Explosive mean for S&P 500 (SPX)?
- We label S&P 500 (SPX) as "steady" based on the sample standard deviation of daily returns: Low daily volatility — small, predictable daily moves.
What were the best and worst single trading days for S&P 500 (SPX)?
- Largest single-day gain: +16.61%. Largest single-day loss: 20.47%. Tables on this page list the top record green and red days.
What counts as an "extreme" daily move for S&P 500 (SPX)?
- We treat a day as extreme if the absolute dividend-adjusted daily return exceeds 3%. About 2.7% of trading days for S&P 500 (SPX) were extreme (299 up, 364 down).
Data & methodology
How are green, red, and flat days defined?
- We use dividend-adjusted (or close-to-close for non-equity) daily returns. Green: return ≥ +0.01%. Red: return ≤ −0.01%. Flat: between those bounds.
How is the current streak calculated?
- We count consecutive green or consecutive red days using the same thresholds. If the most recent session is flat, we skip trailing flat days and measure from the last non-flat close.
What does “vs S&P 500” mean?
- On sessions where the S&P 500 (^GSPC) was green, we report how often this symbol was also green. Shown only when benchmark data exists and the symbol is not the index itself.
Where does the archetype come from?
- Sample standard deviation of daily returns: low → Steady, high → Explosive, otherwise Balanced. Labels describe typical daily volatility, not quality of the investment.