Market Epochs
Market Epochs identify recurring structural market states from decades of consistently classified weekly Stock Trends observations.
They provide context around a strategy, not a trade signal, forward-return forecast, causal AI, or replacement for a user’s own process.
A consistent structural state for every week
Market Epochs classify each week into one of three recurring structural market states using six aggregate market features. The v1 model definition is fixed, so historical Epoch classifications remain consistent and reproducible over time.
Model version: epoch_v1_2026-09-25
Access: Subscription · x402 · MPP. GET /v1/pricing/catalog is authoritative for current endpoint pricing.
A weekly structural market state
Market Epoch v1 groups aggregate weekly Stock Trends observations into three persisted descriptive cluster labels. The production population uses A/N/Q/T reporting exchanges, CS+UN equities, classified directional Stock Trends states, and weekly Friday observations.
| Frozen state | Description |
|---|---|
BROAD_BULLISHBroad Bullish | A persisted descriptive cluster label. |
BEARISH_MATURITYBearish Maturity | A persisted descriptive cluster label. |
BULLISH_MATURITYBullish Maturity | A persisted descriptive cluster label. |
“Maturity” is descriptive. It does not imply a reversal must follow.
Six frozen aggregate features
bullish_ratio: share of the classified equity population that is bullish.avg_mt_cnt_bull: average bullish trend maturity.avg_mt_cnt_bear: average bearish trend maturity.avg_trend_cnt: average trend persistence.pct_trend_cnt_ge_4: share of classified trends persisting at least four weeks.rsi_median: median Stock Trends RSI, the framework’s relative-performance measure.
Market Epoch vs Market Regime
| Market Epoch | Market Regime | |
|---|---|---|
| Method | Frozen unsupervised K=3 classifier using six weekly aggregate features. | Deterministic classification from canonical bullish and bearish participation. |
| Labels | Broad Bullish, Bearish Maturity, Bullish Maturity. | bullish, bearish, mixed. |
| Use | Structural-state persistence and historical segmentation. | Directional participation and regime score. Its forecast is deterministic from recent score direction and consistency, with no ML. |
| Forecast | Epoch itself is not a forecast. | Separate deterministic regime forecast endpoint. |
Use both together: Epoch provides a broader six-dimensional structural state, while Regime provides current directional participation context.
GET /v1/market/epoch/latest
Returns the latest persisted frozen Epoch v1 snapshot. Use epoch_id and epoch_name for the descriptive state, weeks_in_epoch for consecutive persistence, changed_this_week for the persisted 0/1 state-change flag, and previous_epoch_id for the immediately previous official weekly Epoch.
The response also includes the six feature values, distance diagnostics (assigned_distance, second_nearest_distance, and separation_margin), and model and provenance fields.
assigned_distance is distance to the assigned frozen centroid in standardized feature space. second_nearest_distance is distance to the next closest centroid. separation_margin = second_nearest_distance - assigned_distance; it is not a probability or forecast confidence.
GET /v1/market/epoch/history
History is newest first. The default limit is 52 and the maximum is 2600. Optional start_date and end_date are inclusive, and no default date window is applied. applied_bounds reports actual bounds and truncation information.
Official persisted Epoch v1 history begins 1981-03-20.
Use Epoch as context
- Segment research across comparable structural market states.
- Identify persistence and transitions with
weeks_in_epochandchanged_this_week. - Contextualize how a strategy behaves across recurring environments.
- Read Epoch alongside Market Regime, Breadth, Leadership, instrument context, ST-IM, and portfolio workflows.
Market Epoch is not a trade signal or a forward-return forecast. A larger separation margin is not higher forecast confidence, and a Maturity label does not guarantee reversal.