History of Market · The Chronicle of the U.S. Stock Market Nasdaq
Gathering II · leaf 2 of 22
Nasdaq · Log YoY

Nasdaq · Log YoY — Nasdaq Bull/Bear — Log Year-Over-Year

Bull/bear regimes — Nasdaq bull and bear regimes through the log-YoY lens.

The Nasdaq's record only starts in 1971, so it has fewer crossings than the S&P outright — but more of them per decade, and each one cuts deeper. The dot-com unwind of 2000 and the tightening of 2022 are the two deepest negative stretches: this index turns from bull to bear more sharply than the market as a whole.

View the interactive chart Download raw JSON

What this page answers

This static page is built to answer searches for Nasdaq · Log YoY. It summarizes the live dataset behind the Nasdaq Bull/Bear — Log Year-Over-Year panel and links to the full interactive chart.

The Nasdaq's record only starts in 1971, so it has fewer crossings than the S&P outright — but more of them per decade, and each one cuts deeper. The dot-com unwind of 2000 and the tightening of 2022 are the two deepest negative stretches: this index turns from bull to bear more sharply than the market as a whole. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

The plate

Nasdaq · Log YoY — Nasdaq Bull/Bear — Log Year-Over-Year-50%0%50%100%19801990200020102020
Plate II.2 The Nasdaq's record only starts in 1971, so it has fewer crossings than the S&P outright — but more of them per decade, and each one cuts deeper. The dot-com unwind of 2000 and the tightening of 2022 are the two deepest negative stretches: this index turns from bull to bear more sharply than the market as a whole. 2026-08-29

Latest Snapshot

Updated
2026-08-29
Observations
14,008
Sample
1971-02-05 – 2026-08-28

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.