Market Deep Dive

S&P 500 Index

Track current momentum and risk, then place the latest move in its trend, drawdown, and volatility context.

^GSPCS&P 500 IndexDailyINDEXUSD
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Market Lens

Compare price action, drawdowns, forward-return studies, and seasonality over one consistent analysis window.

Window

Latest close
7,645.26
Open
7,694.62
High
7,702.94
Low
7,637.36
Latest daily return
-1.4%
Session VWAP
7,661.85
Volume
2,447,521,000
Observation
Oct 22, 2026
Frequency
Daily
Asset type
INDEX
Exchange
INDEX
Currency
USD
Last updated
Oct 22, 2026
Daily Return

Series

Visible Window Performance

Total return and annualized growth recomputed from the first and last visible close inside the active slider window.

Total Return

+68.2%

Oct 22, 2021 @ 4,544.90 to Oct 22, 2026 @ 7,645.26.

CAGR

+11.0%

Annualized across 1,826d and 1,255 visible closes.

Oct 22, 2021Oct 22, 2026

Showing 1,255 of 1,255 daily return points.

Risk & Drawdown

Three realized-vol windows plus selected-range and all-time drawdown context.

20D Vol10.1%
63D Vol11.1%
126D Vol12.0%
20D Vol Pctl21.4%
20D Vol RegimeNormal
20D Vol-of-Vol7.1%
Current Drawdown-2.2%
All-Time Current DD-2.2%
Max Drawdown-25.4%
All-Time Max DD-86.2%
Peak Age16d

Sep 16, 1929 @ 31.86 to Jun 01, 1932 @ 4.40.

Session & Participation

OHLCV and VWAP context when available, with close-only fallbacks.

Session DateOct 22, 2026
Overnight Return-0.8%
Intraday Return-0.6%
Gap-0.8%
Range0.9%
True Range1.5%
ATR 141.0%
Close Location-0.76
Close vs VWAP-0.2%
Volume vs 21D0.47x
Volume Z-Score-4.98

Tail Stress

Expected shortfall, multi-session stress, and whether losses arrive alone or in clusters.

Downside 63D Vol7.1%
VaR 95-1.6%
CVaR 95-2.4%
Worst 1D-6.0%
Worst 5D-11.5%
Worst 20D-12.1%
Left Tail 955.0%
Longest Loss Streak6
3D Loss Clusters75

Direction & Persistence

Continuation, reversal, and streak behavior inside the selected 5Y window.

Up Prob (5Y)53.0%
CI9550.2% - 55.7%
Comparisons1,255
Current Streak1 down move
Continuation49.9%
Reversals628
Longest Up9
Longest Down6

Trend

Moving averages, rolling highs, and slopes to separate trend from noise.

TrendBearish
Breakout StateInside Range
1W Return-1.3%
1M Return-1.5%
20D SMA7,732.55
50D SMA7,702.78
200D SMA7,287.71
Vs 20D SMA-1.1%
Vs 50D SMA-0.7%
Vs 200D SMA+4.9%
Vs 3M High-2.2%
Vs 12M High-2.2%
1M Slope+0.1%
3M Slope+2.0%
6M Slope+6.6%
20D vs 50D SMA+0.4%
50D vs 200D SMA+5.7%

Acceleration

Whether the latest return is strengthening or fading versus the prior session.

StateReversing
Latest Return-1.4%
Previous Return+0.6%
Change-2.0%
Change %-349.5%
Comparisons1,254
Direction PairUp -> Down
Size Ratio2.49x