KNOWN HISTORICAL CRISES
| Event | Start Date | Peak Date | Drawdown | VIX Peak |
|---|---|---|---|---|
| Dot-com Crash | 2000-03-10 | 2002-10-09 | 49.1% | N/A |
| 2008 Financial Crisis | 2008-09-15 | 2009-03-09 | 56.8% | 80.86 |
| Flash Crash 2010 | 2010-05-06 | 2010-05-06 | 9.0% | N/A |
| European Debt Crisis | 2011-08-05 | 2011-10-03 | 19.4% | N/A |
| China Fears 2015 | 2015-08-18 | 2016-02-11 | 14.2% | N/A |
| COVID-19 Crash | 2020-02-20 | 2020-03-23 | 33.9% | 82.69 |
| 2022 Bear Market | 2022-01-03 | 2022-10-12 | 25.4% | N/A |
CURVATURE ANALYSIS
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METHODOLOGY
> The Geometrical Macroeconomics Framework analyzes market structure using:
- Correlation Networks: Assets as nodes, correlations as edges
- Ricci Curvature: Measures network "shape" - clustered vs fragmented
- Crisis Prediction: Negative curvature indicates fragile structure
> Key hypothesis: Curvature declines before crises as market structure becomes fragile