---
title: Stock Market Cycles
url: https://www.ml-quant.com/papers/ssrn/7649303/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-23
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7649303
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7649303
featured: 2026-10-23
citations: unknown
topic: Trading, Microstructure & Execution
---


# Stock Market Cycles

A new methodology identifies bear and bull markets by bandwidth calibration, finding median durations of 74 and 294 days, and fits regime-switching models on cumulative rather than daily returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7649303
- Identifier: SSRN 7649303
- Released: 2026-10-21
- First featured: Quant Letter No. 136 (2026-10-23): https://www.ml-quant.com/issues/2026-10-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution
- Authors: Lieven Baele, Geert Bekaert

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