History of Market
Skill para acceder a la API publica historyofmarket.com — 88 datasets
pre-generados (JSON estatico) sobre la historia de los mercados financieros
de EE.UU. desde 1871. Sin API key, sin autenticacion, CORS libre, licencia
CC BY 4.0.
Cada dataset es un archivo JSON pre-generado (sin parametros). Cache:
max-age=300 con stale-while-revalidate=3600. Soporta ETag.
🎯 Que datos cubre
| Categoria |
Indices / ETFs |
Datos disponibles |
| S&P 500 |
SPX |
Daily desde 1928, CAPE desde 1871, EPS, drawdowns, volatilidad, VIX, constituents, changes, sectors, forward PE, ROE, driver decomp, return details |
| Nasdaq Composite |
COMP |
Daily desde 1971 |
| Nasdaq 100 |
NDX |
Daily desde 1985, constituents, annual returns, drawdowns, VXN, forward PE, driver decomp, rolling 5y, changes |
| QQQ |
QQQ |
Return details (price + dividend + buyback) |
| Dow Jones |
DJIA |
Daily desde 1914 |
| Philadelphia Semi |
SOX |
Daily desde 1994, 30 constituents, SMH holdings, memory valuation, ratios SOX/SPX, ETF compare |
| Sector ETFs |
XLK, XLF |
Price, annual returns, drawdowns, volatility, holdings, GICS reclassifications (2018/2023) |
| Mag 7 |
AAPL/MSFT/NVDA/GOOGL/AMZN/META/TSLA |
Equal-weighted composite, concentration, correlation, AI valuation, AI capex, lineage |
| Macro |
— |
AIAE (equity allocation), NBER recessions, yield curve, forward PE by sector |
⚡ Singularidades de este skill
CAPE (Shiller PE) desde 1871 — el unico skill del repo con PE10
historico. references/VALUATION_METRICS.md
Drawdowns con causa — cada drawdown incluye el evento que lo
desencadeno y dias de recuperacion. references/DRAWDOWN_VOLATILITY.md
Driver decomposition — descompone el retorno anual en rerating
(cambio de PE) vs revision (cambio de EPS). references/VALUATION_METRICS.md
GICS reclassification — impacto de los cambios de sector GICS 2018
y 2023 en XLK y XLF. references/SECTOR_ETFS.md
Reconstitucion historica — los scripts permiten reconstruir
miembros historicos de S&P 500 y Nasdaq 100 a una fecha dada.
🚀 Quick start
# S&P 500 — century closes
curl https://historyofmarket.com/api/sp500/century.json
# Shiller CAPE
curl https://historyofmarket.com/api/sp500/pe.json
# Drawdowns historicos con causa
curl https://historyofmarket.com/api/sp500/drawdowns.json
# Constituyentes actuales S&P 500
curl https://historyofmarket.com/api/sp500/constituents.json
# Cambios historicos S&P 500 (adds/removes)
curl https://historyofmarket.com/api/sp500/changes.json
# Nasdaq 100 constituyentes actuales
curl https://historyofmarket.com/api/nasdaq/100.json
# Mag 7 concentracion en S&P 500
curl https://historyofmarket.com/api/mag7/concentration.json
# NBER recessions
curl https://historyofmarket.com/api/recessions.json
📁 File map
skills/historyofmarket/
├── SKILL.md
├── assets/
│ └── endpoints.json ← snapshot de todos los 88 endpoints
├── references/
│ ├── SP500_METHODOLOGY.md ← S&P 500: elegibilidad, earnings test, cambios
│ ├── NASDAQ_100_METHODOLOGY.md
│ ├── DRAWDOWN_VOLATILITY.md
│ ├── VALUATION_METRICS.md ← CAPE, forward PE, driver decomp, ROE
│ ├── SECTOR_ETFS.md ← XLK, XLF, GICS reclass, holdings
│ ├── MAGNIFICENT7.md ← Mag 7, concentration, AI capex, lineage
│ └── BROADER_MARKET.md ← Dow, SOX, recessions, yield curve
└── scripts/
├── reconstitute_sp500.py ← reconstruir miembros S&P 500 a fecha dada
├── reconstitute_ndx.py ← reconstruir miembros NDX a fecha dada
└── sector_rotation.py ← rotacion sectorial XLK vs XLF vs SPY
📚 Referencias
Para entender la teoria detras de los datos:
| Documento |
Contenido |
references/SP500_METHODOLOGY.md |
Elegibilidad, earnings test, market cap minimo, comite de indices, historial de cambios |
references/NASDAQ_100_METHODOLOGY.md |
Nasdaq 100 methodology, annual reconstitution, weight caps |
references/DRAWDOWN_VOLATILITY.md |
Drawdowns, intrayear vs year-end, volatilidad realizada, VIX/VXN |
references/VALUATION_METRICS.md |
Shiller CAPE, forward PE, trailing PE, EPS, ROE, driver decomp |
references/SECTOR_ETFS.md |
Sector ETFs XLK/XLF, GICS reclassification 2018/2023, holdings |
references/MAGNIFICENT7.md |
Mag 7 composite, concentration in SPX, correlation, AI capex, lineage |
references/BROADER_MARKET.md |
Dow Jones, SOX/SMH, NBER recessions, yield curve |
🐍 Scripts
| Script |
Proposito |
Uso |
scripts/reconstitute_sp500.py |
Reconstruir los 500 miembros del S&P 500 en una fecha historica |
py scripts/reconstitute_sp500.py 2020-01-01 |
scripts/reconstitute_ndx.py |
Reconstruir los 100 miembros del Nasdaq 100 en una fecha historica |
py scripts/reconstitute_ndx.py 2020-01-01 |
scripts/sector_rotation.py |
Analizar rotacion sectorial: rolling returns, correlacion, drawdowns sincronicos |
py scripts/sector_rotation.py |
🌐 Entry points
| Endpoint |
Descripcion |
/api/_manifest.json |
Catalogo completo de los 88 datasets |
/api/profile.json |
Perfil del sitio para AI agents |
/api/tools.json |
Lista machine-callable de 68 tools |
/llms.txt |
Resumen LLM-friendly |
/.well-known/llms.txt |
Well-known location |
/ai.txt |
AI agent instructions |
/sitemap.xml |
Sitemap completo (60+ panels × 6 locales) |
/robots.txt |
Robots.txt |
Ver assets/endpoints.json para el snapshot
completo de los 88 endpoints con descripcion.
1---2name: historyofmarket3description: History of Market (historyofmarket.com) — API publica con 88 datasets historicos de indices US desde 1871. S&P 500 (price, CAPE, EPS, drawdowns, changes, constituents), Nasdaq Composite/Nasdaq 100 (price, volatility, VXN, changes), Dow Jones, SOX/SMH, sector ETFs (XLK, XLF), Magnificent 7 y macro. Sin API key, CORS libre, CC BY 4.0.4license: MIT5---67# History of Market89Skill para acceder a la API publica **historyofmarket.com** — 88 datasets10pre-generados (JSON estatico) sobre la historia de los mercados financieros11de EE.UU. desde 1871. Sin API key, sin autenticacion, CORS libre, licencia12CC BY 4.0.1314Cada dataset es un archivo JSON pre-generado (sin parametros). Cache:15`max-age=300` con `stale-while-revalidate=3600`. Soporta ETag.1617---1819## 🎯 Que datos cubre2021| Categoria | Indices / ETFs | Datos disponibles |22|-----------|----------------|-------------------|23| **S&P 500** | SPX | Daily desde 1928, CAPE desde 1871, EPS, drawdowns, volatilidad, VIX, constituents, changes, sectors, forward PE, ROE, driver decomp, return details |24| **Nasdaq Composite** | COMP | Daily desde 1971 |25| **Nasdaq 100** | NDX | Daily desde 1985, constituents, annual returns, drawdowns, VXN, forward PE, driver decomp, rolling 5y, changes |26| **QQQ** | QQQ | Return details (price + dividend + buyback) |27| **Dow Jones** | DJIA | Daily desde 1914 |28| **Philadelphia Semi** | SOX | Daily desde 1994, 30 constituents, SMH holdings, memory valuation, ratios SOX/SPX, ETF compare |29| **Sector ETFs** | XLK, XLF | Price, annual returns, drawdowns, volatility, holdings, GICS reclassifications (2018/2023) |30| **Mag 7** | AAPL/MSFT/NVDA/GOOGL/AMZN/META/TSLA | Equal-weighted composite, concentration, correlation, AI valuation, AI capex, lineage |31| **Macro** | — | AIAE (equity allocation), NBER recessions, yield curve, forward PE by sector |3233---3435## ⚡ Singularidades de este skill36371. **CAPE (Shiller PE) desde 1871** — el unico skill del repo con PE1038 historico. `references/VALUATION_METRICS.md`39402. **Drawdowns con causa** — cada drawdown incluye el evento que lo41 desencadeno y dias de recuperacion. `references/DRAWDOWN_VOLATILITY.md`42433. **Driver decomposition** — descompone el retorno anual en rerating44 (cambio de PE) vs revision (cambio de EPS). `references/VALUATION_METRICS.md`45464. **GICS reclassification** — impacto de los cambios de sector GICS 201847 y 2023 en XLK y XLF. `references/SECTOR_ETFS.md`48495. **Reconstitucion historica** — los scripts permiten reconstruir50 miembros historicos de S&P 500 y Nasdaq 100 a una fecha dada.5152---5354## 🚀 Quick start5556```bash57# S&P 500 — century closes58curl https://historyofmarket.com/api/sp500/century.json5960# Shiller CAPE61curl https://historyofmarket.com/api/sp500/pe.json6263# Drawdowns historicos con causa64curl https://historyofmarket.com/api/sp500/drawdowns.json6566# Constituyentes actuales S&P 50067curl https://historyofmarket.com/api/sp500/constituents.json6869# Cambios historicos S&P 500 (adds/removes)70curl https://historyofmarket.com/api/sp500/changes.json7172# Nasdaq 100 constituyentes actuales73curl https://historyofmarket.com/api/nasdaq/100.json7475# Mag 7 concentracion en S&P 50076curl https://historyofmarket.com/api/mag7/concentration.json7778# NBER recessions79curl https://historyofmarket.com/api/recessions.json80```8182---8384## 📁 File map8586```87skills/historyofmarket/88├── SKILL.md89├── assets/90│ └── endpoints.json ← snapshot de todos los 88 endpoints91├── references/92│ ├── SP500_METHODOLOGY.md ← S&P 500: elegibilidad, earnings test, cambios93│ ├── NASDAQ_100_METHODOLOGY.md94│ ├── DRAWDOWN_VOLATILITY.md95│ ├── VALUATION_METRICS.md ← CAPE, forward PE, driver decomp, ROE96│ ├── SECTOR_ETFS.md ← XLK, XLF, GICS reclass, holdings97│ ├── MAGNIFICENT7.md ← Mag 7, concentration, AI capex, lineage98│ └── BROADER_MARKET.md ← Dow, SOX, recessions, yield curve99└── scripts/100 ├── reconstitute_sp500.py ← reconstruir miembros S&P 500 a fecha dada101 ├── reconstitute_ndx.py ← reconstruir miembros NDX a fecha dada102 └── sector_rotation.py ← rotacion sectorial XLK vs XLF vs SPY103```104105---106107## 📚 Referencias108109Para entender la teoria detras de los datos:110111| Documento | Contenido |112|-----------|-----------|113| [`references/SP500_METHODOLOGY.md`](./references/SP500_METHODOLOGY.md) | Elegibilidad, earnings test, market cap minimo, comite de indices, historial de cambios |114| [`references/NASDAQ_100_METHODOLOGY.md`](./references/NASDAQ_100_METHODOLOGY.md) | Nasdaq 100 methodology, annual reconstitution, weight caps |115| [`references/DRAWDOWN_VOLATILITY.md`](./references/DRAWDOWN_VOLATILITY.md) | Drawdowns, intrayear vs year-end, volatilidad realizada, VIX/VXN |116| [`references/VALUATION_METRICS.md`](./references/VALUATION_METRICS.md) | Shiller CAPE, forward PE, trailing PE, EPS, ROE, driver decomp |117| [`references/SECTOR_ETFS.md`](./references/SECTOR_ETFS.md) | Sector ETFs XLK/XLF, GICS reclassification 2018/2023, holdings |118| [`references/MAGNIFICENT7.md`](./references/MAGNIFICENT7.md) | Mag 7 composite, concentration in SPX, correlation, AI capex, lineage |119| [`references/BROADER_MARKET.md`](./references/BROADER_MARKET.md) | Dow Jones, SOX/SMH, NBER recessions, yield curve |120121---122123## 🐍 Scripts124125| Script | Proposito | Uso |126|--------|-----------|-----|127| `scripts/reconstitute_sp500.py` | Reconstruir los 500 miembros del S&P 500 en una fecha historica | `py scripts/reconstitute_sp500.py 2020-01-01` |128| `scripts/reconstitute_ndx.py` | Reconstruir los 100 miembros del Nasdaq 100 en una fecha historica | `py scripts/reconstitute_ndx.py 2020-01-01` |129| `scripts/sector_rotation.py` | Analizar rotacion sectorial: rolling returns, correlacion, drawdowns sincronicos | `py scripts/sector_rotation.py` |130131---132133## 🌐 Entry points134135| Endpoint | Descripcion |136|----------|-------------|137| `/api/_manifest.json` | Catalogo completo de los 88 datasets |138| `/api/profile.json` | Perfil del sitio para AI agents |139| `/api/tools.json` | Lista machine-callable de 68 tools |140| `/llms.txt` | Resumen LLM-friendly |141| `/.well-known/llms.txt` | Well-known location |142| `/ai.txt` | AI agent instructions |143| `/sitemap.xml` | Sitemap completo (60+ panels × 6 locales) |144| `/robots.txt` | Robots.txt |145146Ver [`assets/endpoints.json`](./assets/endpoints.json) para el snapshot147completo de los 88 endpoints con descripcion.