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A very early miscarriage is sometimes referred to as a 'chemical pregnancy'. This is when the pregnancy is confirmed by a very early pregnancy test (before the next period is due or around the time it is due), but 2 - 3 days later a period starts. A urine pregnancy test will often be 'faintly' positive, but a blood test (if one is done) normally shows low HCG levels, which don't increase over time. Without testing, most women are not aware they were briefly pregnant, because there are no obvious physical signs of pregnancy and nothing can be seen on ultrasound.
Early miscarriages such as these are thought to occur when the egg is fertilised, but dies soon after implantation. These are thought to be fairly common, probably involving up to 30-40% of all pregnancies. The bleeding experienced often resembles a heavier menstrual period, perhaps with some small blood clots, and possibly some cramping.
I have had 2 chemical pregnancies...one with extreem cramping and heavy bleeding, and another with slow spotting over a number of days...with one day of light bleeding.