SteadyTapeQuantitative Market Research

Weekly Losing Streak

No notable down-streak (current: 0 wk)

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

Current Streak
0 wk
Threshold
5+ weeks
Historical Events
10
As of
2026-10-30

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
2026-03-275630.893.437.1612.59
2022-05-207366.846.585.37-5.70
2011-06-10697.280.06-0.135.85
2008-07-11688.871.731.324.47
2002-10-04652.254.169.7011.72
2002-06-28663.710.35-7.18-13.50
2002-04-12571.481.31-3.62-5.12
2001-03-23872.501.93-1.038.75
2000-10-13686.621.701.25-0.68
1997-04-11544.284.344.3012.61