sandp 500 returns the day after a 5+% loss

The S&P 500 (GSPC) had its best day since May 28, 1962 when the return was <= -5% on October 16, 1987, returning -5.2%.

ASSET DATE % RETURN
the S&P 500 (GSPC)
5/28/1962
-6.17%
the S&P 500 (GSPC)
10/16/1987
-5.16%
the S&P 500 (GSPC)
10/19/1987
-20.47%
the S&P 500 (GSPC)
10/26/1987
-8.27%
the S&P 500 (GSPC)
1/8/1988
-6.76%
the S&P 500 (GSPC)
10/13/1989
-6.12%
the S&P 500 (GSPC)
10/27/1997
-6.87%
the S&P 500 (GSPC)
8/31/1998
-6.8%
the S&P 500 (GSPC)
4/14/2000
-5.83%
the S&P 500 (GSPC)
9/29/2008
-8.49%
the S&P 500 (GSPC)
10/7/2008
-5.8%
the S&P 500 (GSPC)
10/9/2008
-7.94%
the S&P 500 (GSPC)
10/15/2008
-8.72%
the S&P 500 (GSPC)
10/22/2008
-5.77%
the S&P 500 (GSPC)
11/19/2008
-6.11%
the S&P 500 (GSPC)
11/20/2008
-6.63%
the S&P 500 (GSPC)
12/1/2008
-8.15%
the S&P 500 (GSPC)
1/20/2009
-5.23%
the S&P 500 (GSPC)
8/8/2011
-6.59%
the S&P 500 (GSPC)
3/12/2020
-5.71%
the S&P 500 (GSPC)
3/20/2020
-5.22%