An analysis by MarketWatch pointed out that out of 25,853 trading days from the beginning of 1928 to the present, if the 94 best-performing trading days (accounting for only 0.36% of the total trading days) were excluded, the net return of the S&P 500 index (or its predecessor index) would be negative. This indicates that timing the market is extremely difficult, and investors may make wrong decisions due to "fear of missing out" or "fear of topping out."