What problem does it solve? Accessing long-run historical US market data (S&P 500 since 1928, Shiller CAPE since 1871, drawdowns, constituents, sector ETFs) usually requires paid APIs, API keys, or fragmented sources. This Skill provides a single public API with 88 pre-generated static JSON datasets, no authentication, free CORS, and a CC BY 4.0 license. ## Core Features & Use Cases - Historical index data: Daily closes for S&P 500 (1928), Dow Jones (1914), Nasdaq Composite (1971), Nasdaq 100 (1985), SOX semiconductors (1994), plus XLK/XLF sector ETFs. - Valuation and risk analytics: Shiller CAPE since 1871, forward/trailing PE, EPS, ROE, driver decomposition (rerating vs revision), drawdowns with cause and recovery days, VIX/VXN, realized volatility. - Structure and macro: Current and historical S&P 500/Nasdaq 100 constituents, GICS 2018/2023 reclassifications, Magnificent 7 concentration and AI capex, NBER recessions, yield curve, AIAE. - Use Case: Reconstruct the S&P 500 membership as of 2020-01-01 by running the reconstitute_sp500.py script, which applies the changes.json history in reverse from today's constituents. ## Quick Start Ask the assistant to fetch the Shiller CAPE history from https://historyofmarket.com/api/sp500/pe.json and summarize the current valuation level versus historical ranges.