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.