Bull market probability based on macro

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Predictions of probabilty of bull market in stocks in OMXS30, DAX and S&P500. The aglo tries to classify if we are in a bull market or bear market, and shown in the chart is the probabilty of a bull market the next 50 days (1.0 = 100% sure of bull market)

The machine learning algorithm is fed OECD leading indicators, business confindence, consumer confindence, unemploymment, yield curve, rates of different duration, inflation rate and shiller valuations. Algorithm has a cross validated F1 Score of 0.92 (accuracy).

Bull market probability based on Ta

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Predictions of probabilty of bull market in stocks in all major world indexes. The aglo tries to classify if we are in a bull market or bear market, and shown in the chart is the median probabilty of a bull market the next 50 days across the selected market indexes (1.0 = 100% sure of bull market). In addition to median probabilty of bull market, it also shows the most and least probable levels.

The machine learning algorithm is primarly fed stock market prices but is supported by OECD leading indicators, valuations and unemploymment. Algorithm has a cross validated F1 Score of 0.96 (accuracy).

Bull market probability based on ta/macro

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Predictions of probabilty of bull market in stocks in OMXS30, DAX and S&P500. The aglo tries to classify if we are in a bull market or bear market, and shown in the chart is the probabilty of a bull market the next 50 days (1.0 = 100% sure of bull market)

The machine learning algorithm is fed stock market prices, small cap index, OECD leading indicators, business confindence, consumer confindence, unemploymment, yield curve, inflation rate and shiller valuations. Algorithm has a cross validated F1 Score of 0.86 (accuracy).

A live portfolio using the algorithm output from this prediction can be found at shareville.se

Probability of stock outpreforming gold

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Predictions of probabilty of of OMXS30/S&P500 outpreforming gold. In the chart is the probabilty of a OMXS30/S&P500 outperforming Gold in next 50 days (1.0 = 100% sure of bull market) in local currencies (SEK/USD).

The machine learning algorithm is fed stock market prices, gold and the ration price of stock/gold as well as few macro indicators. Algorithm has a cross validated F1 Score of 0.84 (accuracy).