COUNTERPOINT · PEAKS & TROUGHS — Temporal Clustering: Dispersed Cycle Peaks and Concentrated Troughs
Market Timing & Exit Costs — Empirical quantification of capital erosion incurred by attempting to time market troughs versus disciplined rebalancing.
The plate
Mapping individual stock peak months against trough months. While market tops scatter widely over time, cyclical bottoms cluster tightly during systemic liquidity crises (2000–02, 2008–09, 2020, 2022).
What this page answers
This static page is built to answer searches for COUNTERPOINT · PEAKS & TROUGHS. It summarizes the live dataset behind the Temporal Clustering: Dispersed Cycle Peaks and Concentrated Troughs panel and links to the full interactive chart.
Mapping individual stock peak months against trough months. While market tops scatter widely over time, cyclical bottoms cluster tightly during systemic liquidity crises (2000–02, 2008–09, 2020, 2022). The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
Data & Source
GET /api/latest/dd-study.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.