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Investment Strategies / Mechanical Investing
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Author: musselmant   😊 😞
Number: of 5384 
Subject: drawdown in SPY and QQQ for analysis purposes
Date: 03/11/26 8:42 AM
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No. of Recommendations: 7

Nasdaq100 corrections of 5% or more

Peak Date Peak Close Trough Date Trough Close Recovery Date Recovery Close Days to Trough Days to Recovery Max Drawdown
1986-07-03 164.51 1986-09-15 134.94 1987-01-19 166.46 74 200 -17.97
1987-04-03 191.36 1987-04-27 179.55 1987-06-18 192.37 24 76 -6.17
1987-08-26 211.16 1987-09-21 197.26 1987-10-02 212.15 26 37 -6.58
1987-10-05 213.81 1987-10-26 128.43 1989-05-26 214.43 21 599 -39.93
1989-06-07 219.88 1989-06-30 204.59 1989-08-24 220.40 23 78 -6.95
1989-10-09 236.79 1990-01-30 197.65 1990-05-24 237.04 113 227 -16.53
1990-07-16 246.18 1990-10-11 165.20 1991-02-06 247.05 87 205 -32.89
1991-03-07 264.57 1991-03-12 250.67 1991-03-26 264.67 5 19 -5.25
1991-04-17 283.39 1991-06-24 250.88 1991-08-14 284.73 68 119 -11.47
1991-11-13 302.83 1991-11-25 283.02 1991-12-16 303.02 12 33 -6.54
1992-01-15 355.60 1992-01-21 328.04 1992-02-12 355.98 6 28 -7.75
1992-02-12 355.98 1992-06-26 290.03 1992-12-04 358.40 135 296 -18.53
1993-01-14 381.34 1993-04-26 327.28 1993-09-27 382.51 102 256 -14.18
1993-11-02 395.32 1993-11-22 373.37 1993-12-02 396.17 20 30 -5.55
1994-03-17 418.45 1994-06-24 351.76 1995-01-18 419.26 99 307 -15.94
1995-07-17 596.91 1995-07-19 547.12 1995-09-07 599.14 2 52 -8.34
1995-09-11 609.75 1995-10-09 546.93 1995-11-02 614.69 28 52 -10.30
1995-11-03 621.71 1996-01-09 534.42 1996-02-08 623.80 67 97 -14.04
1996-02-22 643.41 1996-03-08 591.71 1996-04-22 644.29 15 60 -8.04
1996-06-05 699.35 1996-07-23 598.34 1996-09-13 707.86 48 100 -14.44
1996-10-15 775.08 1996-10-29 731.21 1996-11-06 786.90 14 22 -5.66
1996-12-09 856.64 1996-12-16 804.78 1997-01-07 864.55 7 29 -6.05
1997-01-22 925.52 1997-04-02 783.92 1997-05-05 932.89 70 103 -15.30
1997-05-27 984.61 1997-06-04 921.96 1997-06-17 989.37 8 21 -6.36
1997-08-06 1141.82 1997-08-15 1076.67 1997-08-20 1145.07 9 14 -5.71
1997-08-20 1145.07 1997-08-28 1070.57 1997-10-08 1145.34 8 49 -6.51
1997-10-09 1148.21 1997-12-24 938.99 1998-02-19 1156.75 76 133 -18.22
1998-02-26 1206.97 1998-03-05 1126.83 1998-03-25 1214.82 7 27 -6.64
1998-04-22 1290.90 1998-06-03 1163.98 1998-06-23 1302.39 42 62 -9.83
1998-07-20 1465.89 1998-10-08 1128.88 1998-11-09 1467.63 80 112 -22.99
1999-02-01 2130.93 1999-03-02 1888.66 1999-03-29 2144.66 29 56 -11.37
1999-04-09 2232.47 1999-04-19 1967.58 1999-04-26 2260.66 10 17 -11.87
1999-04-26 2260.66 1999-05-25 1999.04 1999-06-21 2268.66 29 56 -11.57
1999-07-16 2459.48 1999-08-10 2163.77 1999-08-25 2460.92 25 40 -12.02
1999-09-20 2545.41 1999-09-29 2398.78 1999-10-08 2555.36 9 18 -5.76
1999-10-11 2578.88 1999-10-18 2362.11 1999-10-29 2637.44 7 18 -8.41
2000-01-03 3790.55 2000-01-06 3340.81 2000-01-19 3790.89 3 16 -11.86
2000-01-21 3849.96 2000-01-28 3446.13 2000-02-03 3851.16 7 13 -10.49
2000-03-10 4587.16 2000-03-15 4130.01 2000-03-22 4596.81 5 12 -9.97
2000-03-27 4704.73 2002-10-07 804.64 2015-11-03 4719.05 924 5699 -82.90
2015-11-03 4719.05 2016-02-09 3947.80 2016-07-28 4721.41 98 268 -16.34
2016-10-24 4909.97 2016-11-04 4660.46 2016-12-13 4935.84 11 50 -5.08
2018-01-26 7022.97 2018-02-08 6306.10 2018-03-09 7101.18 13 42 -10.21
2018-03-12 7131.12 2018-04-02 6390.84 2018-06-04 7143.57 21 84 -10.38
2018-08-29 7660.18 2018-12-24 5899.35 2019-04-17 7680.72 117 231 -22.99
2019-05-03 7845.73 2019-06-03 6978.02 2019-07-03 7857.69 31 61 -11.06
2019-07-26 8016.95 2019-08-05 7415.69 2019-10-25 8029.22 10 91 -7.50
2020-02-19 9718.73 2020-03-20 6994.29 2020-06-05 9824.39 30 107 -28.03
2020-06-10 10094.26 2020-06-11 9588.48 2020-06-22 10130.33 1 12 -5.01
2020-09-02 12420.54 2020-09-23 10833.33 2020-12-01 12455.33 21 90 -12.78
2021-02-12 13807.70 2021-03-08 12299.08 2021-04-09 13845.05 24 56 -10.93
2021-04-16 14041.91 2021-05-12 13001.63 2021-06-14 14128.20 26 59 -7.41
2021-09-07 15675.76 2021-10-04 14472.12 2021-10-28 15778.16 27 51 -7.68
2021-11-19 16573.34 2022-12-28 10679.34 2023-12-15 16623.45 404 756 -35.56
2024-03-22 18339.44 2024-04-19 17037.65 2024-05-15 18596.65 28 54 -7.10
2024-07-10 20675.38 2024-08-07 17867.37 2024-11-06 20781.33 28 119 -13.58
2024-12-16 22096.66 2025-01-14 20757.41 2025-02-14 22114.69 29 60 -6.06
2025-02-19 22175.60 2025-04-08 17090.40 2025-06-24 22190.52 48 125 -22.93
2025-10-29 26119.85 2025-11-20 24054.38 22 -7.91

SP500 corrections of 5% or more

Peak Date Peak Close Trough Date Trough Close Recovery Date Recovery Close Days to Trough Days to Recovery Max Drawdown
1985-07-17 195.65 1985-09-25 180.66 1985-11-11 197.28 70 117 -7.66
1986-07-02 252.70 1986-07-15 233.66 1986-08-26 252.84 13 55 -7.53
1986-09-04 253.83 1986-09-29 229.91 1986-12-02 254.00 25 89 -9.42
1987-04-06 301.95 1987-05-20 278.21 1987-06-15 303.14 44 70 -7.86
1987-08-25 336.77 1987-12-04 223.92 1989-07-26 338.05 101 701 -33.51
1989-10-09 359.80 1990-01-30 322.98 1990-05-29 360.65 113 232 -10.23
1990-07-16 368.95 1990-10-11 295.46 1991-02-13 369.02 87 212 -19.92
1991-04-17 390.45 1991-05-15 368.57 1991-08-06 390.62 28 111 -5.60
1991-08-28 396.64 1991-10-09 376.80 1991-11-12 396.74 42 76 -5.00
1991-11-13 397.41 1991-11-29 375.22 1991-12-24 399.33 16 41 -5.58
1992-01-15 420.77 1992-04-08 394.50 1992-07-29 422.23 84 196 -6.24
1992-09-14 425.27 1992-10-09 402.66 1992-11-20 426.65 25 67 -5.32
1994-02-02 482.00 1994-04-04 438.92 1995-02-14 482.55 61 377 -8.94
1996-05-24 678.51 1996-07-24 626.65 1996-09-13 680.54 61 112 -7.64
1997-02-18 816.29 1997-04-11 737.65 1997-05-05 830.29 52 76 -9.63
1997-08-06 960.32 1997-08-29 899.47 1997-10-02 960.46 23 57 -6.34
1997-10-07 983.12 1997-10-27 876.99 1997-12-05 983.79 20 59 -10.80
1997-12-05 983.79 1998-01-09 927.69 1998-01-29 985.49 35 55 -5.70
1998-07-17 1186.75 1998-08-31 957.28 1998-11-23 1188.21 45 129 -19.34
1999-04-12 1358.63 1999-04-19 1289.48 1999-04-22 1358.82 7 10 -5.09
1999-05-13 1367.56 1999-05-27 1281.41 1999-06-30 1372.71 14 48 -6.30
1999-07-16 1418.78 1999-10-15 1247.41 1999-11-16 1420.07 91 123 -12.08
1999-12-31 1469.25 2000-02-25 1333.36 2000-03-21 1493.87 56 81 -9.25
2000-03-24 1527.46 2002-10-09 776.76 2007-05-30 1530.23 929 2623 -49.15
2007-07-19 1553.08 2007-08-15 1406.70 2007-10-05 1557.59 27 78 -9.43
2007-10-09 1565.15 2009-03-09 676.53 2013-03-28 1569.19 517 1997 -56.78
2013-05-21 1669.16 2013-06-24 1573.09 2013-07-11 1675.02 34 51 -5.76
2014-01-15 1848.38 2014-02-03 1741.89 2014-02-27 1854.29 19 43 -5.76
2014-09-18 2011.36 2014-10-15 1862.49 2014-10-31 2018.05 27 43 -7.40
2015-05-21 2130.82 2016-02-11 1829.08 2016-07-11 2137.16 266 417 -14.16
2018-01-26 2872.87 2018-02-08 2581.00 2018-08-24 2874.69 13 210 -10.16
2018-09-20 2930.75 2018-12-24 2351.10 2019-04-23 2933.68 95 215 -19.78
2019-04-30 2945.83 2019-06-03 2744.45 2019-06-20 2954.18 34 51 -6.84
2019-07-26 3025.86 2019-08-14 2840.60 2019-10-28 3039.42 19 94 -6.12
2020-02-19 3386.15 2020-03-23 2237.40 2020-08-18 3389.78 33 181 -33.92
2020-09-02 3580.84 2020-09-23 3236.92 2020-11-13 3585.15 21 72 -9.60
2021-09-02 4536.95 2021-10-04 4300.46 2021-10-21 4549.78 32 49 -5.21
2022-01-03 4796.56 2022-10-12 3577.03 2024-01-19 4839.81 282 746 -25.43
2024-03-28 5254.35 2024-04-19 4967.23 2024-05-15 5308.15 22 48 -5.46
2024-07-16 5667.20 2024-08-05 5186.33 2024-09-19 5713.64 20 65 -8.49
2025-02-19 6144.15 2025-04-08 4982.77 2025-06-27 6173.07 48 128 -18.90
2025-10-28 6890.89 2025-11-20 6538.76 2025-12-11 6901.00 23 44 -5.11

Method Each correction begins at a prior all-time-closing-high, reaches a trough before that high is regained, and is included if the peak-to-trough closing drawdown was at least 5.0%.
End date in downloaded data 2026-03-10
S&P 500 corrections >=5% 42
Nasdaq-100 corrections >=5% 59
Worst S&P 500 drawdown -56.78% (2007-10-09 to 2009-03-09)
Worst Nasdaq-100 drawdown -82.90% (2000-03-27 to 2002-10-07)


10 Worst S&P 500 Corrections
Peak Date Trough Date Recovery Date Days to Trough Days to Recovery Max Drawdown
2007-10-09 0:00:00 2009-03-09 0:00:00 2013-03-28 0:00:00 517 1997 -56.77538894
2000-03-24 0:00:00 2002-10-09 0:00:00 2007-05-30 0:00:00 929 2623 -49.14694984
2020-02-19 0:00:00 2020-03-23 0:00:00 2020-08-18 0:00:00 33 181 -33.92495902
1987-08-25 0:00:00 1987-12-04 0:00:00 1989-07-26 0:00:00 101 701 -33.50951688
2022-01-03 0:00:00 2022-10-12 0:00:00 2024-01-19 0:00:00 282 746 -25.42509632
1990-07-16 0:00:00 1990-10-11 0:00:00 1991-02-13 0:00:00 87 212 -19.91868817
2018-09-20 0:00:00 2018-12-24 0:00:00 2019-04-23 0:00:00 95 215 -19.77821377
1998-07-17 0:00:00 1998-08-31 0:00:00 1998-11-23 0:00:00 45 129 -19.33600169
2025-02-19 0:00:00 2025-04-08 0:00:00 2025-06-27 0:00:00 48 128 -18.90220779
2015-05-21 0:00:00 2016-02-11 0:00:00 2016-07-11 0:00:00 266 417 -14.16074563


10 Worst Nasdaq-100 Corrections
Peak Date Trough Date Recovery Date Days to Trough Days to Recovery Max Drawdown
2000-03-27 0:00:00 2002-10-07 0:00:00 2015-11-03 0:00:00 924 5699 -82.89721195
1987-10-05 0:00:00 1987-10-26 0:00:00 1989-05-26 0:00:00 21 599 -39.93265048
2021-11-19 0:00:00 2022-12-28 0:00:00 2023-12-15 0:00:00 404 756 -35.56313936
1990-07-16 0:00:00 1990-10-11 0:00:00 1991-02-06 0:00:00 87 205 -32.89462995
2020-02-19 0:00:00 2020-03-20 0:00:00 2020-06-05 0:00:00 30 107 -28.03284833
1998-07-20 0:00:00 1998-10-08 0:00:00 1998-11-09 0:00:00 80 112 -22.99012886
2018-08-29 0:00:00 2018-12-24 0:00:00 2019-04-17 0:00:00 117 231 -22.98679665
2025-02-19 0:00:00 2025-04-08 0:00:00 2025-06-24 0:00:00 48 125 -22.93151031
1992-02-12 0:00:00 1992-06-26 0:00:00 1992-12-04 0:00:00 135 296 -18.5263217
1997-10-09 0:00:00 1997-12-24 0:00:00 1998-02-19 0:00:00 76 133 -18.22140549
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