Select Stock
Price Movement
Prediction Analysis
Market Performance
Backtest Statistics & Stock Information
Economic Conditions
Model Variables
The model uses the following key variables:
1. Stock's Own History (AR1-like): Historical price movements, returns (1, 5, 15, 30 day), momentum, volatility, RSI, drawdown
2. Overall Market Conditions: S&P 500 (^GSPC) performance and volatility
3. Industry Conditions: Via ETFs (XLK, XLF, etc.) and sector performance
4. Economic Variables: Interest rates, inflation, unemployment rate