According to The Kobeissi Letter, excluding the S&P 500’s 10 worst-performing days since 1995 would have produced a +6,400% cumulative return (source: The Kobeissi Letter). Excluding the 10 best days over the same period would have yielded only +1,200%, a 5.3x difference that underscores how a few extreme sessions drive long-run performance (source: The Kobeissi Letter). For equity and crypto traders, the stat emphasizes that market timing around shock days carries outsized PnL impact and that missing a handful of sessions can dominate total returns (source: The Kobeissi Letter).

According to @StockMKTNewz, a new X post compiles the 10 strongest single-day gains for the S&P 500 in 2023, 2024, and year-to-date 2025, highlighting how a small number of sessions can dominate annual performance and realized volatility used by traders for risk management and event positioning. source: X post by @StockMKTNewz on Dec 9, 2025. Historically, missing even a few of the market’s best days has materially reduced long-term returns, underscoring the cost of market timing around macro and earnings catalysts for equity and crypto-linked portfolios. source: JPMorgan Asset Management, Guide to the Markets 2024. Large upside days often cluster during elevated VIX regimes and policy inflection points, reflecting short-covering and gamma dynamics that can spill over into correlated assets. source: Cboe Global Markets, VIX and S&P 500 tail events research 2020; S&P Dow Jones Indices, Market Attributes US Equities 2020-2023. BTC and ETH have shown positive but time-varying correlation to the S&P 500 during high-volatility episodes, so equity upside clusters can coincide with crypto beta and liquidity surges that traders can monitor for cross-asset signals. source: Coin Metrics, State of the Network 2023; Kaiko Research, Q2 2024 correlation and liquidity report.

According to @charliebilello, selling during bear markets and waiting for the coast to be clear often results in missing many of the best up-days and largest gains, a pattern he notes occurred again in 2025 (source: @charliebilello on X, Dec 8, 2025; video: piped.video/watch?v=LutENzRsYL0&t=1075s). For crypto portfolios, this implies traders should avoid full exits and consider keeping core exposure or using staged re-entries to capture sharp rebound days that can drive outsized returns in volatile assets like BTC and ETH (source: @charliebilello on X, Dec 8, 2025; video: piped.video/watch?v=LutENzRsYL0&t=1075s). Practical tactics aligned with this guidance include dollar-cost averaging, predefined buy triggers, and partial hedging to manage drawdowns without forfeiting upside participation during bear-to-bull transitions (source: @charliebilello on X, Dec 8, 2025; video: piped.video/watch?v=LutENzRsYL0&t=1075s).

According to @nic__carter, he referenced a basket spanning cryptocurrencies, quantum computing names, datacenter stocks, and rare earth microcaps and raised the issue of selling the top, highlighting active profit-taking considerations and timing risk across high-volatility momentum trades. source: @nic__carter on X, Nov 7, 2025. For traders, the post signals prioritizing disciplined exit tactics such as scaling out into strength and using trailing stops to lock in gains when momentum stalls in these sectors. source: @nic__carter on X, Nov 7, 2025.