Nasdaq Market Cycles: Momentum and Regime Transitions
Nasdaq Momentum Regimes — Log YoY momentum cycles in the Nasdaq, displaying amplified cyclical swings and deeper drawdown troughs than the broad market.
The plate
Latest Snapshot
- Observations
- 14,032
- Sample
- 1971-02-05 – 2026-10-02
- Latest value
- 27,190.862026-10-02
Measuring 12-month log price momentum for the Nasdaq Composite since 1971. Crossing zero fewer times than the broad market, the index exhibits sharper cyclical swings, with the 2000 tech bust and the 2022 rate-hiking cycle marking its deepest contractions.
What this page answers
This static page is built to answer searches for Nasdaq · Log YoY. It summarizes the live dataset behind the Nasdaq Market Cycles: Momentum and Regime Transitions panel and links to the full interactive chart.
Measuring 12-month log price momentum for the Nasdaq Composite since 1971. Crossing zero fewer times than the broad market, the index exhibits sharper cyclical swings, with the 2000 tech bust and the 2022 rate-hiking cycle marking its deepest contractions. 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/nasdaq/composite.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.