S&P500 Market Analysis Report — August 01, 2026
1. Current Market Signal
Normal Zone
Market is within a normal range. Drawdown from ATH: -1.6%
Normal Zone
Current
Less than -10% from ATH
Normal market fluctuation range. No action needed.
No events in this range
Caution Zone
-10% to -20% from ATH
Market correction zone. Review positions and check cash allocation.
Past Events: 5
Recovery Rate: 100.0%
Avg. Recovery: 88.8 days
Avg. Drawdown: -15.5%
Buy Zone
-20% or more from ATH
Bear market territory. Historically a zone to consider long-term dollar-cost averaging.
Past Events: 2
Recovery Rate: 100.0%
Avg. Recovery: 210.5 days
Avg. Drawdown: -29.7%
Current S&P500
$7,489.72
All-Time High (ATH)
$7,609.78
Drawdown from ATH
-1.6%
2. Historical Major Decline Events (-10% or more)
| Peak Date | Trough Date | Max Drawdown (%) | Decline Days | Recovery Days | Recovery Date |
|---|---|---|---|---|---|
| 2025-02-19 | 2025-04-08 | -18.9% | 34 | 55 | 2025-06-27 |
| 2022-01-03 | 2022-10-12 | -25.43% | 195 | 318 | 2024-01-19 |
| 2020-02-19 | 2020-03-23 | -33.92% | 23 | 103 | 2020-08-18 |
| 2018-09-20 | 2018-12-24 | -19.78% | 65 | 81 | 2019-04-23 |
| 2018-01-26 | 2018-02-08 | -10.16% | 9 | 137 | 2018-08-24 |
| 2015-05-21 | 2016-02-11 | -14.16% | 183 | 103 | 2016-07-11 |
| 2011-08-01 | 2011-10-03 | -14.59% | 44 | 68 | 2012-01-10 |
3. Recovery Statistics by Decline Threshold
| Threshold (%) | Events | Recovery Rate (%) | Avg. Decline Days | Avg. Recovery Days | Avg. Max Drawdown (%) |
|---|---|---|---|---|---|
| -30.0% | 1 | 100.0% | 23.0 | 103.0 | -33.92% |
| -20.0% | 1 | 100.0% | 195.0 | 318.0 | -25.43% |
| -10.0% | 5 | 100.0% | 67.0 | 88.8 | -15.52% |
4. Sector Overview (Last 30 / 60 / 90 Trading Days)
| Sector | ETF | 30D Alpha (%) | 30D Win Days | 60D Alpha (%) | 60D Win Days | 90D Alpha (%) | 90D Win Days |
|---|---|---|---|---|---|---|---|
| Communication Services | XLC | -1.56% | 15/30 | -9.32% | 27/60 | -17.52% | 35/90 |
| Consumer Discretionary | XLY | -0.22% | 15/30 | -4.66% | 29/60 | -8.18% | 43/90 |
| Consumer Staples | XLP | +1.40% | 15/30 | -1.30% | 27/60 | -8.31% | 40/90 |
| Energy | XLE | +8.77% | 17/30 | -2.28% | 31/60 | -13.22% | 46/90 |
| Financials | XLF | +4.78% | 17/30 | +7.58% | 30/60 | +2.16% | 42/90 |
| Health Care | XLV | +7.39% | 16/30 | +9.19% | 31/60 | -1.03% | 42/90 |
| Industrials | XLI | -0.56% | 14/30 | +1.39% | 28/60 | -3.24% | 41/90 |
| Materials | XLB | -3.63% | 15/30 | -4.94% | 29/60 | -7.35% | 41/90 |
| Real Estate | XLRE | +2.46% | 15/30 | -0.24% | 28/60 | -1.88% | 40/90 |
| Technology | XLK | -6.45% | 13/30 | +2.82% | 33/60 | +14.38% | 54/90 |
| Utilities | XLU | -0.55% | 15/30 | -6.92% | 29/60 | -14.14% | 41/90 |
5. Sector Leading Stocks (sector with the most 30D win days, ties broken by 30D alpha)
Energy (XLE) — Leading Stocks During Declines
| Rank | Ticker | Sector | ETF | Avg Alpha (%) | Avg Return (%) | Avg Max Drawdown (%) | 30D Alpha (%) | 60D Alpha (%) | 90D Alpha (%) |
|---|---|---|---|---|---|---|---|---|---|
| 1 | XOM | Energy | XLE | +10.95% | -7.07% | -19.56% | +1.30% | -0.62% | +0.83% |
| 2 | CVX | Energy | XLE | +5.10% | -12.92% | -19.56% | +6.03% | +1.24% | +2.31% |
| 3 | COP | Energy | XLE | +1.95% | -16.07% | -19.56% | +3.96% | -0.44% | -3.82% |
| 4 | VLO | Energy | XLE | +1.34% | -16.68% | -19.56% | +3.82% | +19.71% | +24.43% |
| 5 | EOG | Energy | XLE | -1.87% | -19.89% | -19.56% | +3.73% | +4.97% | +4.79% |
6. S&P500 Long-Term Drawdown Chart
