SteadyTapeQuantitative Market Research

Weekly Losing Streak

No notable down-streak (current: 1 wk)

▶  View the live, interactive version with full charts →

Consecutive negative SPY weekly closes; forward returns by streak length.

Current Streak
1 wk
Threshold
5+ weeks
Historical Events
10
As of
2026-06-05

When to run this study

Run weekly. 5+ week losing streaks for SPY are rare since 2008. Forward 1W often continues lower (negative momentum), but 1M tends to mean-revert.

Historical results

5+ Week Losing Streaks

DateStreak (wks)SPY1W2W1M
2026-03-275634.093.437.1612.59
2022-05-207368.706.585.37-5.70
2011-06-10697.770.06-0.135.85
2008-07-11689.321.731.324.47
2002-10-04652.524.169.7011.72
2002-06-28664.030.35-7.18-13.50
2002-04-12571.841.31-3.62-5.12
2001-03-23872.871.93-1.038.75
2000-10-13687.061.701.25-0.68
1997-04-11544.514.344.3012.61