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Market Cycle Detection

Cycle phase classification from macro and market indicators

Indicator-Based Composite

The model combines economic and market indicators into a single normalized score. Inputs include growth, inflation, rates, and risk measures, resampled to a common frequency.

Phase Classification

Each period is tagged as Early, Mid-Late, Decline, or Uncertain based on composite indicators. The classification is displayed across history, allowing direct comparison with S&P 500 behavior.

Controls and Methodology

Users can adjust smoothing, slope thresholds, and minimum run lengths. These controls affect phase persistence and reduce short-lived flips, making the framework transparent and testable.

Key Features

  • Phase classification: Early, Mid-Late, Decline, Uncertain.

  • Composite score derived from macro inputs.

  • S&P 500 YoY overlay for context.

  • Smoothing and persistence filters to reduce noise.

  • Adjustable thresholds and parameters.

  • Historical review of phase shifts with input grid.

  • Clear mapping between score dynamics and cycle labeling.

Market Cycle Tool 2 AVIF
Market Cycle Tool 1 AVIF

70,000+ Assets

Driving Analytics for Retail Investors

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Monthly

$8/month

Annual

$99 $75/Year

Free

Free