Macro Model for Stocks, ETFs, Crypto & Forex
Check whether the 12-month backdrop still leans bullish, bearish, or mixed — with net score, scenario probabilities, confidence, and macro context in one view.
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When investors come back to Macro Model
Macro Model is most useful when the longer-horizon backdrop may have changed and you want to re-check whether the 12-month stance still looks constructive, defensive, or mixed.
Before monthly or quarterly rebalancing
Refresh the 12-month stance before making broader allocation changes across your watchlist.
After Fed meetings, CPI prints, or major rate-path changes
Re-run the model when macro expectations shift and you want to see whether the outlook still supports the same positioning.
When price action and macro backdrop disagree
Use it when charts look strong but macro context weakens, or when price looks soft while the broader regime still leans constructive.
When comparing risk-on versus defensive assets
Run the same 12-month framework across multiple assets to compare where the broader backdrop still deserves more conviction.
See whether the longer-horizon backdrop still deserves conviction
Macro Model helps you frame the next 12 months through net score, probability distribution, confidence, and macro context. It turns noisy long-horizon uncertainty into a cleaner research read.
Use Macro Model when the longer-horizon picture is still unclear
Macro Model helps most when short-term charts are not enough and you need a broader view of regime, scenario profile, and 12-month directional context.
Constructive regime
Use Macro when probabilities, expected value, and broader market context all lean supportive enough to justify longer-horizon conviction.
Mixed macro backdrop
Use Macro when the long-horizon picture is not clearly bullish or bearish and the regime still needs more context before acting with confidence.
Defensive regime
Use Macro when expected value deteriorates, volatility rises, or the longer-horizon profile looks less favorable than recent price action suggests.
Low-confidence outlook
Use Macro when the forecast is too diffuse to trust strongly and you need to understand whether the setup is actually weak or just noisy.
Continue your research with the rest of the TSL stack
Use Macro Model for 12-month regime context, then layer in timing, trend quality, and durability with the rest of the toolkit.
Trend Detector
Check whether the current move still looks healthy, aging, stretched, or structurally fragile.
Open tool →Trend Persistence
Judge whether a move looks durable, weakening, regime-shifting, or vulnerable to reversal.
Open tool →Timing Model
See whether a breakout still deserves respect, or whether failure, retest, or chop is more likely.
Open tool →Risk Simulation
Stress-test possible downside paths and see how fragile the reward profile may look under uncertainty.
Open tool →TSL Macro Model FAQ
Quick answers on what the tool measures, how to read it, and which symbols it supports.
What is the Macro Model?
▼The TradingSimuLab Macro Model uses Random Forest machine learning for 12‑month (≈252 trading‑day) macro forecasts. It combines technical inputs (e.g. RSI, MACD, ATR) with macro factors such as policy rate, inflation, yield curve, sentiment, and credit spread—surfacing probability‑weighted outcomes for long‑horizon research.
How does the model make 12-month predictions?
▼The model analyzes historical price data over a 252-trading-day horizon (approximately 1 year). It uses sliding windows with monthly steps to create training samples, then predicts one of four outcome classes: Strong Bullish (+2), Mild Bullish (+1), Mild Bearish (-1), or Strong Bearish (-2) based on forward returns.
What does the Net Score mean?
▼The Net Score shows overall market sentiment based on the model’s probability-weighted analysis. Positive values indicate bullish sentiment, while negative values indicate bearish sentiment. Higher absolute values indicate stronger signals.
What are the probability distributions?
▼The model outputs four probabilities: P(-2) for Strong Bearish, P(-1) for Mild Bearish, P(1) for Mild Bullish, and P(2) for Strong Bullish. These probabilities sum to 100% and show the likelihood of each outcome over the 12-month horizon.
What macro factors does the model use?
▼The model can incorporate Policy Rate (Federal Funds Rate), Inflation Rate (CPI), Yield Curve (10Y-2Y spread), Consumer Sentiment, and Credit Spread. These are optional features you can toggle on or off. The model also always uses MA10, ATR, and MACD (locked features) along with other technical indicators like RSI, Bollinger Bands, Stochastic RSI, ADX, OBV, Williams %R, Ichimoku Cloud, CCI, ROC, and PSAR.
How is Expected Value calculated?
▼Expected Value is best read here as a scenario-weighted return profile, not as a precise promised 12-month return. It combines the model’s probability distribution with the current upside and downside scenario assumptions to summarize whether the overall profile looks more favorable, less favorable, or mixed.
What is Model Confidence?
▼Model Confidence shows how certain the model is about its predictions. It’s calculated as the maximum probability from the probability distribution.
Which symbols can I analyze?
▼Supports stocks (e.g. AAPL), ETFs (e.g. SPY), crypto (e.g. BTC‑USD), and forex (e.g. EURUSD=X).
Is this tool for educational purposes only?
▼Yes, TSL is designed for educational purposes. All tools are for learning and simulation. We do not provide financial advice, and past performance does not guarantee future results.
