I decided to take the data analysis on Black Swan and Extreme Loss Modeling to the next level and examine the time distribution of extreme losses across the entire S&P 500 universe of traded stocks.
Previously, we were interested, first, in finding the maximum loss among all trading days for a given stock in a specified time interval (stock life-time on the trading floor),
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![[TLV]: Timings at Market Highs and Lows Price Extremes, Exhaustion, and Timing Reactions](https://c.mql5.com/6/1006/splash-preview-770296.jpg "[TLV]: Timings at Market Highs and Lows Price Extremes, Exhaustion, and Timing Reactions")
![[TLV]: When a Timing Should Be Ignored Liquidity Activation Point ≠ automatic entry](https://c.mql5.com/6/1006/splash-preview-770298.png "[TLV]: When a Timing Should Be Ignored Liquidity Activation Point ≠ automatic entry")