Market Regime Forecast (1 Day to 3 Years)
The table below summarises the expected evolution of market regimes across multiple horizons.
| Horizon_steps | MostLikelyRegime | Restrictive/inflation | expansion | resilient recovery | recession |
|---|---|---|---|---|---|
| 1 | 0 | 99.32% | 0.28% | 0.28% | 0.11% |
| 5 | 0 | 96.69% | 1.45% | 1.40% | 0.46% |
| 20 | 0 | 87.77% | 5.96% | 5.22% | 1.04% |
| 60 | 0 | 69.75% | 16.37% | 12.80% | 1.08% |
| 120 | 0 | 53.18% | 26.83% | 19.12% | 0.87% |
| 365 | 1 | 34.31% | 41.03% | 24.04% | 0.63% |
| 900 | 1 | 32.20% | 43.49% | 23.71% | 0.60% |