If we extend this to 1995, here is the list:
October 2020
September 2020
October 2018
August 1998 (twice)
October 1997
March 1996
In the last 10 years, the only times we've seen the S&P 500 down by more than 3% on the day, every sector was down, but the S&P 500 was up YTD:
October 2020
September 2020
October 2018