If you win a lump sum, studies show that the best time to put it in the market is all of it right now, not trying to time the market or DCAing it into the market. Of course, you could get unlucky, so that you're initially in the 2000->2013 style window, but you can't know that at the time.
Of course, most of us do / should invest smaller amounts over time, just because that is what our earning profile is like.