Analysis Tools

Biggest Market Moves

Enter a number of trading days to find the biggest spike and crash for every ticker over that window.

Toggle List for a ranked table or Chart for a visual comparison across tickers.

Filter by VIX Regime and choose Closing Price or Intraday Touch to change how extremes are measured.

Parameters
Members Only Premium Feature
Days, View Type, and Measure By are available to members. The tool runs below with sensible defaults.
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Days

The rolling window to scan each ticker with.

The tool finds the biggest rally and biggest crash over every window of this length in the full history.

View Type

List: ranked table showing every ticker's biggest move over the window.

Chart: visual bar comparison of spikes and crashes side-by-side across tickers.

Measure By

Close: measures the move using the closing price on each day.

Touch: measures the move using the intraday high / low, which captures wicks and gaps that don't make it into the close.

Enter number of days to find the biggest spike and crash for every ticker.