RIMROCK MACRO
1,044 INDICATORS·15 CATEGORIES·PUBLIC DATA · FRED · U.S. TREASURY·UPDATED 2026-06-18
← Historical Crashes

2020 COVID Crash

S&P −34%

The fastest bear market ever: the S&P fell 34% in five weeks as the pandemic shut the economy. Emergency Fed facilities stabilized credit by April.

For a credit desk. A liquidity-then-credit freeze: HY OAS spiked above 1000bp, the TED spread jumped, and the Fed stood up corporate-credit facilities. · 2020

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S&P 500
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VIX (equity vol)
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Unemployment
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Baa–Treasury spread
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10-year Treasury
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Housing starts (YoY)
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