THE TWENTY WORST AND BEST DAYS FOR EVERY SERIES, AND WHAT FOLLOWED — RESEARCH PACKAGE (2026-10-26, CURRENT)

EXECUTIVE SUMMARY
The largest one-day falls and rises on record for each stored series, with the drawdown from the high at the time, the realised volatility going in, and the change over the following day, week, month and three months.

KEY FINDINGS
- The S&P 500's worst session in the stored record was 2020-03-16 (−10.94%). Three months after its twenty worst days, 12 of 20 were higher — which says how wide the outcomes were, not what comes next.

CHART
The share cards on /market-memory/ and /market-memory/this-day/ render the same figures at 1200×630 and 1080×1080; each page has a download button.

SOURCE AND METHOD
Daily closes from Federal Reserve Bank of St. Louis (FRED), Twelve Data; series and identifiers in the source manifest at /market-memory/source-manifest.json
Ranked by close-to-close percentage change. Forward changes are measured from the day's close to the close the given number of sessions later; a day too close to the end of the record for a horizon is left blank. No index level is included.
Full method: https://www.wealthsignalnyc.com/market-memory/methodology/
Data: https://www.wealthsignalnyc.com/research/worst-and-best-days/worst-and-best-days.csv (derived statistics; no index levels)

ATTRIBUTION
Source: Wealth Signal Market Memory (https://www.wealthsignalnyc.com/research/worst-and-best-days/), computed from Daily closes from Federal Reserve Bank of St. Louis (FRED), Twelve Data, as of 2026-10-26.

SHORT POST
The S&P 500's worst session in the stored record was 2020-03-16 (−10.94%). Three months after its twenty worst days, 12 of 20 were higher — which says how wide the outcomes were, not what comes next.
Historical context, not a forecast. https://www.wealthsignalnyc.com/research/worst-and-best-days/

JOURNALIST PITCH (draft — read it before you send it)
Subject: A dataset, not a take: the twenty worst and best days for every series, and what followed
I run Wealth Signal, a small site that recomputes market-history statistics from FRED and other primary series at every build. One table you may find useful: The S&P 500's worst session in the stored record was 2020-03-16 (−10.94%). Three months after its twenty worst days, 12 of 20 were higher — which says how wide the outcomes were, not what comes next. The CSV is free to use with attribution, every number is recomputed from the source series and the method is public. No opinion attached.

NEWSLETTER LINE
The S&P 500's worst session in the stored record was 2020-03-16 (−10.94%). Three months after its twenty worst days, 12 of 20 were higher — which says how wide the outcomes were, not what comes next.