The CNN's Fear and Greed website doesn't offer a historical dataset and the datasets that do exist have different values.
I tried to collect the most accurate data I could find combining three different sources into one file. I have included where i found the data and the csv/json.
I have pulled multiple datasets and json files from different websites that had historical Fear and Greed data. I've included them in the datasets and json folder.
- Data is from 2015-2022
- https://openstockalert.com/FearGreedChart.php
- Note: https://openstockalert.com/GetFnGMktIndex.php - Pulled json from here in response
- File: openstockalert_fear_greed_data.csv
- Data is from 2011-2020
- https://raw.githubusercontent.com/hackingthemarkets/sentiment-fear-and-greed/master/datasets/fear-greed.csv
- File: hackingthemarkets_fear_greed_data.csv
- Data is from 2011-2022 and is expanded from hackingthemarkets
- https://raw.githubusercontent.com/alexey-formalmethods/datasets/main/money.cnn%20fear-and-greed/data.csv
- File: alexey-formalmethods_fear_greed_data.csv
- Data is from 2021-current
- https://en.macromicro.me/collections/34/us-stock-relative/50108/cnn-fear-and-greed
- Note: https://en.macromicro.me/charts/data/50108 - the data saved as macromicro.json from the response
- File: macromicro_fear_greed_data.csv
- See json folder
- Data from 2021-02-01 is accurate, however before that date data is not accurate.
- See https://izy.codes/backtest-strategy-fear-and-greed-index-en/
- See https://github.com/gman4774/fear_and_greed_index github issues
- Data scraped from https://production.dataviz.cnn.io/index/fearandgreed/graphdata/2021-03-01
- See json folder
- Scraped available data from 2012-2022 from waybackmachine
- Not everyday is covered
- File: archive_org_fear_greed_data.csv
Higher the coefficent the more correlated with archive.org data:
| DATASET | CORRELATION |
|---|---|
| openstockalert_fear_greed_data: | 0.4078 |
| alexey-formalmethods_fear_greed_data: | 0.4029 |
| macromicro_fear_greed_data: | 0.3437 |
I've combined the early data from Hackingthemarket (2011-2016) with openstockalert data (2016-2022) then combined with latest data from CNN (2022-2023).
- File: fear-greed-2011-2023.csv
As a general rule these are the ranges for the data
| EMOTION | RANGE |
|---|---|
| Extreme Fear | 0-24 |
| Fear | 25-49 |
| Neutral | 50 |
| Greed | 51-74 |
| Extreme Greed | 75-100 |
Number of total days in each range from 2011-2023
| Range | Days |
|---|---|
| Extreme Fear | 503 days |
| Fear | 1072 days |
| Neutral | 1283 days |
| Greed | 240 days |
| Extreme Greed | 154 days |
Average number of days in each range from 2011-2023
| Range | Average Duration (Days) |
|---|---|
| Extreme Fear | 41.6 |
| Fear | 56.8 |
| Neutral | 16.0 |
| Greed | 11.8 |
| Extreme Greed | 7.7 |