Wednesday, October 8, 2008

Rolling 7 Day DJIA Returns <-15%

9 of the 39 cases since 1928 were not during the Depression:


Date 7D
09/21/01 -0.163
09/20/01 -0.165
10/27/87 -0.178
10/26/87 -0.238
10/23/87 -0.191
10/22/87 -0.222
10/21/87 -0.179
10/20/87 -0.258
10/19/87 -0.309
05/22/40 -0.166
05/21/40 -0.212
05/20/40 -0.174
05/17/40 -0.161
03/31/38 -0.155
03/30/38 -0.161
10/19/33 -0.154
07/21/33 -0.152
10/13/32 -0.161
10/10/32 -0.183
09/19/32 -0.160
09/16/32 -0.161
06/01/32 -0.157
05/31/32 -0.158
04/11/32 -0.153
04/08/32 -0.185
12/16/31 -0.151
10/05/31 -0.198
10/02/31 -0.165
06/24/30 -0.152
11/14/29 -0.157
11/13/29 -0.274
11/12/29 -0.189
11/07/29 -0.209
11/06/29 -0.225
11/04/29 -0.157
10/31/29 -0.162
10/30/29 -0.195
10/29/29 -0.310
10/28/29 -0.238

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