115 S&P stocks crash 7% in days, index barely moves. VIX backwardation worsens before long weekend when volatility usually collapses.

This is incredible:

At least 115 S&P 500 stocks have dropped -7% or more in a single day over the last 8 trading sessions.

And yet, the S&P 500 is down just -2% from its all-time high.

In the past, when at least 115 stocks saw a decline of -7% or more in an 8-day trading period, the average index drawdown was -34%.

The last time this many stocks were hit while the index was still near all-time highs was during the 2000 Dot-Com Bubble.

By comparison, in 2008, this threshold was triggered when the index was already in a bear market.

Markets are truly in unprecedented times.