S&P 500 Outlook
This page aligns US growth, rates, labour, sentiment, and commodity data and shows both one-week-ahead and one-month-ahead outlooks. Return magnitude comes from a regression ensemble, while direction comes from direct classification.
One-week-ahead predicted and realized returns
The blue line is the one-week-ahead return forecast from each week-end information set, the pale blue bars are the realized weekly returns, and the orange line shows the probability of an up week.
Equity curve if the 1W signal were traded
Long + short
Go long for the next forecast horizon when the return forecast is positive, and short when it is negative.
The top panel shows cumulative equity curves for each strategy; the lower panel shows weekly returns for the selected strategy against buy & hold. Both curves start at 100.
Performance by strategy
| Strategy | Cumulative return | Annualized | Max drawdown | Hit rate | Active entries | Trades |
|---|
Upside drivers
The indicators that pushed the current return forecast higher.
Downside drivers
The indicators that pushed the current return forecast lower.
Model setup
This is a statistical read on macro and market conditions, not a direct trading signal.
- The target is the next one-week S&P 500 return.
- The weekly view is aligned to Friday closes and the monthly view to month-end closes. Monthly and quarterly indicators are lagged to reflect release timing before they enter the feature set.
- Each run retrains the regression ensemble for return size and the direct classifiers for direction using 34 engineered features built from 16 input series.
- The one-week and one-month models use different training windows and feature mixes. The one-month model also layers KMeans-based regime experts on top of the global model. Return magnitude blends tree 70%, linear 20%, and sign-conditioned return 10%; up-probability blends the tree classifier 60% and linear classifier 40%.