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.
Latest Snapshot
- Updated
- 2026-07-17
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Data & Source
GET /api/sp500/daily-distribution.json — Canonical dataset endpoint.
Yahoo Finance · Macrotrends · Robert Shiller · FRED · S&P Global · Nasdaq · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets including Yahoo Finance, Macrotrends, Robert Shiller, FRED, S&P Global, Nasdaq, and NBER. 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.