CI Volatility Investment Fund

CI Volatility Investment Fund

Other Research

QQQ Next-Day Declines After a Down Day

Backtested Aug 2013 - Nov 2015

CI Volatility Investments's avatar
CI Volatility Investments
Nov 13, 2025
∙ Paid

One of the most common assumptions is that large down days tend to “cascade” into more selling the next session. But does this really happen in QQQ?

We analyzed every daily close in your dataset and m…

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