The Concentration-Fragility Nexus — Data and Code Repository (Record Concentration, Elusive Fragility)

Complete replication dataset and Python code for Version 3 of "The Concentration-Fragility Nexus: Record Concentration, Elusive Fragility in Three Decades of S&P 500 Evidence" (F1000Research, f1000research-15-557). This version adds the thirty-year reconstruction package (zenodo_v7_reconstruction.zip): the semiannual S&P 500 concentration series 1995–2026 (48 observations: HHI, CR10, CR1) parsed from SEC N-30D and NPORT-P filings of the SPDR S&P 500 Trust (CIK 0000884394); the 48 raw SEC filings and both format-specific parsers; the cross-validation table against independent NPORT-P parses (mean absolute difference 0.2%); daily S&P 500 and VIX data 1995–2026; FRED financial-conditions series (NFCI, STLFSI4, T10Y3M, DGS3MO, Baa/Aaa); and all analysis scripts (Python 3.11) reproducing every table and figure of article Version 3. The files of the previous versions (2020–2024 daily dataset, 47-fund NPORT-P panel) remain available in the version history of this record. All raw inputs come from publicly available sources: SEC EDGAR (public domain), Yahoo Finance, and FRED. License: CC0.