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Nasdaq 100 · Multiplicative Contribution by Extremes

Nasdaq 100 Compounding: Magnified Impact of Tail Days

Nasdaq 100 Extreme Day Multiplier — The disproportionate multiplicative impact of outlier gain and loss trading days on Nasdaq 100 capital growth.

The plate

Nasdaq 100 · Multiplicative Contribution by Extremes — Nasdaq 100 Compounding: Magnified Impact of Tail Days50D4,068%50D935%6,577D-3%30D-80%30D-91%
Plate II.5 [Ex-post attribution, not timing advice] Trading days since 2000 are ranked by daily return into five groups — the best 50, the next 50, the ordinary days in between, the next-worst 30 and the worst 30 — and each group gets its own multiple; multiplied together they give what $1 has become today. Set against the same chart for the S&P 500, the two ends pull further apart. Data through 2026-10-16

[Ex-post attribution, not timing advice] Trading days since 2000 are ranked by daily return into five groups — the best 50, the next 50, the ordinary days in between, the next-worst 30 and the worst 30 — and each group gets its own multiple; multiplied together they give what $1 has become today. Set against the same chart for the S&P 500, the two ends pull further apart.

What this page answers

This static page is built to answer searches for Nasdaq 100 · Multiplicative Contribution by Extremes. It summarizes the live dataset behind the Nasdaq 100 Compounding: Magnified Impact of Tail Days panel and links to the full interactive chart.

[Ex-post attribution, not timing advice] Trading days since 2000 are ranked by daily return into five groups — the best 50, the next 50, the ordinary days in between, the next-worst 30 and the worst 30 — and each group gets its own multiple; multiplied together they give what $1 has become today. Set against the same chart for the S&P 500, the two ends pull further apart. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

View the interactive chart Download raw JSON

Data & Source

GET /api/ndx/daily-extremes.json — Canonical dataset endpoint.

Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.

FAQ

Where does this data come from?

History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.

How often is it updated?

Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh each weekend. The timestamp shown on this page comes from the JSON payload.

Can I use the data?

Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.

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