Sounds interesting (though "wild", IMO), can you say more about it, maybe with a real-world example?
Do you rather mean the tails at "z=-inf to z=-3" and "z=+3 to z=+inf" ?
They make up each just 0.1% or so, why do you think they are important? IMO not.
Because 0.1% are the ones who make any meaningful profits in the markets, hence everyone has to believe "IMO not", otherwise they are selling services and dreams in to the peak of the normal distribution to pay their bills, and again only 0.1% have anything meaningful to provide.