Macro Risk
Global risk state from yield curve and economic indicators
What Macro Risk Measures
Captures the broad macroeconomic risk environment. Currently tracks yield curve inversion (a historically reliable recession signal) and will expand to include high-volatility economic events.
Buckets
TradeOdds classifies each trading day into one of these buckets for Macro Risk. When you run an analysis, matching days must fall in the same bucket (or adjacent buckets if tolerance is set above 0).
How It's Calculated
Yield curve inversion detected from Treasury spread data. Clear Skies = normal curve. Risk Off = inverted. High Volatility Event = major economic releases (coming soon).
How to Use Macro Risk in TradeOdds
When you run an analysis on TradeOdds, Macro Risk is one of 17 conditions that can be active. If Macro Risk is toggled on, only historical days where Macro Risk was in the same bucket as today are included in the match.
For example, if today's Macro Risk reading puts it in the "Clear Skies" bucket, TradeOdds finds all historical days for that stock where Macro Risk was also classified as "Clear Skies" — then shows you what happened next.
Adding more conditions narrows the match (fewer but more specific historical days). Removing conditions widens the match (more historical days but less specific). The right balance depends on whether you want statistical significance (more matches) or precision (fewer but more similar matches).
See Macro Risk in Action
Run a free analysis on any stock and see how Macro Risk affects the historical base rate.
Run Free AnalysisNo account required. 5 free analyses per day.
All 17 Market Conditions
Market Trend
SPY position relative to key moving averages
VIX Level
CBOE Volatility Index current reading
VIX Move
Daily VIX percentage change
Month of Year
Calendar month seasonality
Price Move
Daily close-to-close percentage return
Move Intensity
Price move normalized by 14-day ATR
Relative Volume
Today's volume vs. 20-day average
RSI Zone
14-period RSI momentum classification
RSI Slope
3-day directional slope of RSI
Trend Structure
Price alignment with 9-day and 21-day EMA
Overnight Gap
Gap between today's open and yesterday's close
Analyst Trend
Net analyst sentiment over last 5 days
Earnings Performance
Latest earnings result vs. estimates
Earnings Proximity
Days until next earnings report
Price Streak
Consecutive up or down closing days
Volume Streak
Consecutive days above/below average volume