Retail investors in the US have been purchasing stocks at unprecedented levels during market downturns, according to Citadel Securities analyst Scott Rubner. Data indicates that on days when the S&P 500 index declines, retail buying volume is nearly 3.5 times the daily average. This trend marks the most aggressive dip-buying behavior since Citadel began tracking in 2020, surpassing the previous record set during the 2021 meme stock frenzy.