TrendAviv Active benchmark and sector indices with linked asset pages.
This page focuses on forecasts for the main Israeli stock market indices including TA-35 and TA-125. The TrendAviv model analyzes macro trends, volatility regimes and global equity signals to estimate the short-term and medium-term direction of the Israeli market.
A compact read of the current indices universe: how broad coverage is, how signals are distributed, how much volatility is present, and which index currently carries the strongest active-horizon tilt.
Active benchmark and sector indices with linked asset pages.
Bullish / neutral / bearish split on the active public horizon.
Stable risk regime
Largest absolute active-horizon tilt right now: +3.05%
Each card is a fast-entry layer into the corresponding index page. Use it to scan active-horizon direction, expected level, support and resistance, forecast range, volatility and the latest model date before opening the full page.
This page should be more useful than a simple list of indices. The TrendAviv indices layer sits between raw index movement and the deeper asset page by highlighting the market drivers that matter most when reading a short-horizon signal on TA-125, TA-35 or sector benchmarks.
An index is not a single stock. Sector weight, concentration and the balance between banks, defensives, cyclicals and technology can all change how an index reacts to the same macro input.
Bank of Israel policy, local funding conditions and the domestic rate path often shape how far an index move can extend, especially when valuation sensitivity is high.
Israeli indices do not trade in isolation. U.S. equity tone, global risk appetite and the shekel backdrop can amplify or soften local price action on a short horizon.
Geopolitical headlines, regulation, earnings clusters and domestic political developments can temporarily dominate fair-value logic and widen forecast ranges.
TrendAviv is not trying to replace a terminal. This page exists to connect index-level movement with a transparent model layer: active-horizon tilt, forecast range, volatility and direct links into each full asset page.
For Israeli-market users, a dedicated indices page is useful because broad indices often sit between macro context and stock-specific narratives. They can show whether pressure is market-wide, sector-led, or concentrated in a narrow part of the tape.
The percentages shown here summarize the active short public horizon. They are not medium-term regime statements and should not be stretched beyond the stated forecast window.
An index card shows where the latest public signal leans. The full asset page is where you check validation, intervals and the wider market narrative before drawing stronger conclusions.
A positive signal on a headline index can still mask weak participation under the surface. Breadth, volatility and concentration should be read together, especially when sector dispersion rises.
Use these market hubs to move between major coverage layers and compare how TrendAviv structures signals across asset classes.
Cross-market hub that compares active signals, breadth, volatility and recent refreshes across the public TrendAviv coverage universe.
Open market pageCoverage of ILS-linked FX pairs and related currency instruments with active-horizon tilt, range context and policy-sensitive interpretation.
Open market pageCoverage of Israeli fixed-income instruments with rate-sensitive interpretation, range context and yield-linked forecasting cues.
Open market pageCoverage of commodity assets with a focus on macro shocks, dollar sensitivity, inflation hedging and volatility regime.
Open market pageCoverage layer for Israeli equities, including future stock-level model pages as they become available in the public TrendAviv universe.
Open market pageA few practical questions that clarify what this page is and how it should be used inside the broader product.
No. This page is an indices hub. It helps you scan coverage and compare benchmark and sector signals quickly, but the full asset page remains the place for complete reading.
Because this page emphasizes the active short public horizon, the currently displayed active public horizon. A short-term rebound or squeeze can coexist with a mixed or weaker medium-term backdrop.
When volatility widens, the distance between support, resistance and the forecast range matters more. Index-level signals become less useful when read without their risk envelope.
Treat them as model-based active-horizon tilt, not as guaranteed return. The full asset page should always be read before acting on the signal.