Market Sell-off Analysis How often does a 5% market sell-off become a 10% sell-off?

We often hear that the market is 5% off its highs or that it is down 5% from the high of the year. This alone does not tell us much. The question I want answered is how often does that 5% loss become a 10% loss? Or worse yet a 20% loss?

Read the rest of my guest post, Market Sell-off Analysis: Baseline Historical Facts,  over at Alpha Architect.

Good quant trading,