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
[Ex-post attribution, not timing advice] Tracing $1 from 2000: the top 50 days propel capital to $41.68, the middle ≈6,400 days net out to zero gain ($423.95 intermediate peak), while the worst 30 days draw value down to $7.83, illustrating how tail sessions dominate long-term return distributions.
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] Tracing $1 from 2000: the top 50 days propel capital to $41.68, the middle ≈6,400 days net out to zero gain ($423.95 intermediate peak), while the worst 30 days draw value down to $7.83, illustrating how tail sessions dominate long-term return distributions. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
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 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.