According to @StockMKTNewz, the top single-day S&P 500 losses span from -20.5% on Oct 19, 1987 to -8.9% on Dec 1, 2008 and Jul 20, 1933, based on a list of the 10 worst sessions by percentage drop; source: @StockMKTNewz on X — x.com/StockMKTNewz/status/1979927056944128509. According to @StockMKTNewz, these extremes cluster around 1929–1937, 2008, and March 2020, indicating historically concentrated shock regimes that traders can reference when calibrating downside scenarios; source: @StockMKTNewz on X — x.com/StockMKTNewz/status/1979927056944128509. According to @StockMKTNewz, a practical takeaway for equities, cross-asset, and crypto risk monitoring is to stress-test single-day equity shocks in the roughly -10% to -20% range derived from the listed events; source: @StockMKTNewz on X — x.com/StockMKTNewz/status/1979927056944128509.

According to @StockMKTNewz, on October 19, 1987, the S&P 500 fell 20.5% and the Dow Jones dropped 22.6% in a single session, marking the worst day in U.S. stock market history known as Black Monday (source: @StockMKTNewz). In response, U.S. regulators implemented market-wide circuit breakers that now pause trading at S&P 500 declines of 7%, 13%, and 20% to curb disorderly moves (source: NYSE; SEC). For crypto traders, major equity selloffs have been associated with higher BTC–equity correlations, making these trigger levels useful risk markers, while CME Bitcoin futures also employ price limits and velocity logic that can pause trading during extreme moves (source: IMF; CME Group).