S&P 500 · Daily Distribution and Deep Down Days — The Spike Is Tall, So the Tail Needs a Magnifier
Daily move distribution — Fat-tailed histogram of daily moves — extremes far exceed the normal curve.
Top: the full shape of 6,600+ sessions since 2000, most days packed near zero. Bottom: a zoomed lens on down days below -4%, including the real 2020-03-16 shock at -11.98%.
What this page answers
This static page is built to answer searches for S&P 500 · Daily Distribution and Deep Down Days. It summarizes the live dataset behind the The Spike Is Tall, So the Tail Needs a Magnifier panel and links to the full interactive chart.
Top: the full shape of 6,600+ sessions since 2000, most days packed near zero. Bottom: a zoomed lens on down days below -4%, including the real 2020-03-16 shock at -11.98%. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
The plate
Latest Snapshot
- Updated
- 2026-09-03
Data & Source
GET /api/sp500/daily-distribution.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 on Sunday. 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.