A Historical Look at the Top 20 6-week $SPX Rallies Since 1950 [Quantifiable Edges] (opens in new tab)

A few days ago on X, Charlie Bilello pointed out SPX had gained more than 16% over the previous six weeks and that’s one of the biggest six-week rallies of all time. I looked back at the top 20 non-overlapping 30-trading-day rallies since 1950. They can all be found in the table below. Shaded rows are those instances where there was less than a 20% drawdown at the start of the rally. The current instance saw one of the shallower drawdowns. Only 1955, 1976, and 1982 saw rallies that were not c...