Bill Luby (Vix and More) recently wrote a good post about pullbacks in the 2009 bull market. He includes a table showing the pullback amounts and percentages. Rather than look at raw data, a chart of the pullbacks can be seen by using QLeverageSim’s drawdown feature. Astute readers may notice the values in QLeverageSim are slightly different. The reason is because Bill’s data includes intraday highs and lows while QLeverageSim does not. Here is a chart of the 2009 bull market pullbacks using SPY for the data source.
To put the most recent pullback (4.3%) in perspective, here is a chart of all pullbacks in the 2003-2007 bull market:
