Research and educational content only. Forecasts and backtests are not guarantees and are not investment advice. Read full risk disclosure
Data snapshot: 24.10.2026 21:00 UTC
Model calculation: 25.10.2026 02:30 UTC / 04:30 Jerusalem (UTC+2)
Timezone: Unified (UTC)
Core status: ● Validation active
Indices
[Horizon: H5 Close]
BUY

Index of Banks (TA-Banks5) BANKS.TA

Forecasting and modeling

Model input: TASE / Yahoo Finance
Chart feed: TradingView / exchange feed
Rates: N/A | Macro sentiment: GDELT Project
Latest reference level 7,346.00
Active-horizon target (H5 forecast) 7,454.95 +1.48%
Raw interval (bands) S1 7,021.01
R1 7,670.99
Volatility (σ) 32.0% Previous completed assessment (H5): 7,821.65
Model quality (out-of-sample) 86.9% Out-of-sample sample: 200 sessions
Why this asset matters

The TA-Banks sector is often a high-signal segment for the broader Israeli equity market because it sits at the intersection of rates, domestic growth expectations and risk appetite. A move here can sometimes say more about local macro confidence than a headline index alone.

What usually moves this asset

Israeli bank shares are commonly influenced by local rates, credit expectations, domestic growth, market liquidity and shifts in broad equity risk appetite.

How to read this page

On bank stocks and bank indices, signals should be read with attention to rates, domestic macro tone and the possibility that sector leadership can move faster than the broader index.

Methodology and dashboard reading (Model Card)
Model architecture:
Tree-ensemble architecture (Random Forest / gradient-boosted logic) built on price structure, volatility regime, macro-relative features, cross-asset context and sentiment inputs. For non-FX assets, the model is not centered on rate differentials alone.
Horizons (Targets):
H5: Direct forecast for the 5-session close (H5).
T+30: Direct horizon forecasts for each trading day up to T+30, displayed as a path.
1M-1Y: asset_model_targets_1m_1y_nonfx
Validation:
Walk-forward testing on expanding history without future leakage. Retraining is performed inside each evaluation step.
Trading definition of the signal:
  • Entry: At spot price (snapshot before model calculation). Exit: At the 5-session close (H5).
  • Divergence: If the technical trend is falling but the signal is BUY, the model has detected a local oversold condition and is trading a rebound (mean reversion).
  • Execution risk: The signal is not investment advice and does not include sizing. The model does not account for broker spreads, slippage, or carry costs (swap/rollover for FX).
  • News risk: At extreme risk sentiment (GDELT), raw bands are not calibrated for outliers. The probability of fat tails increases.

1. Current market regime (Technical & Macro View)

Heuristic regime gauges
1W
Strong growth
1M
Strong growth
6M
Neutral
Heuristic regime display for page context, not a price-return backfill.
Heuristic regime indicators
Regime oscillator Displayed as a heuristic regime oscillator for page context. In the current version, this is not a full classical RSI calculation from the complete indicator pipeline. 90.0 (Overbought)
Trend-bias proxyBullish
Macro / carry biasBelow SMA 50/200
Volatility (σ)32.0%
Display heuristics for current regime reading. Not a full classical technical-indicator calculation.
Volatility (σ)32.0%
Macro factors (Percentile Score)
Values are normalized from 0 to 100
Sentiment (GDELT NLP)
Tension indexN/A
StatusData unavailable
Source: GDELT Project API
Coverage: ~400 media / 24h
Updated: 25.10.2026 02:30 UTC
News-tone classification, not a factual confirmation of the event.

2. Deep quantitative analytics

Historical seasonality
This panel is temporarily hidden while historical monthly returns are being rebuilt from the same source-aligned series used by the model.
A real seasonality heatmap will return after monthly returns are recalculated from the same source-aligned history used by the model.
Medium-term continuation estimate
For indices, equities, bonds and commodities, the 1M-1Y block is shown as a continuation of the 30-trading-day ML anchor, not as an FX-style CIP fair-value model.
Inputs: 30-trading-day ML anchor + medium-term continuation profile
30D anchor: 8,024.44
Extension profile: Anchor continuation with volatility widening
Current level: 7,346.00
Medium-term scenario: 8,024.44
Mean-revertContinue
Gap versus 30D anchor: 0.00%
Model verdict: Balanced continuation

3. ML model assessment (Predictive Analytics)

Historical validation: H5 forecast vs reality
Bands are nominal (raw). Current empirical out-of-sample coverage: 96%. The model is still being calibrated.
For historical validation, this chart uses the same source as the model input: TASE / Yahoo Finance. This removes cross-source shift.
Return-space check: predicted vs realized H5 move
This view removes the false level-lag effect and shows the predicted change from the horizon start close.
ML model summary (tree ensemble)
Analyzing macroeconomic data, the ML model detects a confident bullish (uptrend) regime on the medium-term horizon. The news-sentiment layer is unavailable in this refresh and is excluded from the narrative interpretation. RSI (90.0) confirms the local structure.
H5 signal: BUY
Return to target: +1.48%
Attention (Risk calibration):
Raw interval. Empirical OOS coverage: 96%. Calibration is still required (fat tails).
Directional model accuracy estimate 59%
Empirical coverage 96%
MAE edge Baseline (naive forecast) = tomorrow's price equals today's price. Edge = (MAE_naive - MAE_model) / MAE_naive.

MAE Model: 165.0134
MAE Naive: 172.3900
+9.1% Edge
Out-of-sample sample Based on 200 recent out-of-sample sessions shown on this page. Small samples can materially overstate or understate stability.200 sessions

4. Probabilities and trading signals

Close probability over a 30-trading-day horizon Mode: Normal (Calm)
Estimate of the probability that price closes above or below target levels exactly after 30 trading days (T+30 sessions). Calculated via Gaussian CDF N(μ, σ). Does not account for skewness or fat tails during geopolitical FX shocks.
Close ABOVE level (Upside)
Level R1 (7,670.99)70%
Level R2 (7,781.18)64%
Close BELOW level (Downside)
Level S1 (7,021.01)7%
Level S2 (6,910.82)5%
Trading interpretation of the signal:
  • Instrument: BANKS.TA
  • Entry: At current session close (04:30).
  • Exit: At active-horizon close (30.10).
  • Model: BUY (Expected return: +1.48%)
Signals are produced exclusively by the ML core and are not investment advice.
Attention: The daily forecast (left) is displayed as direct horizon estimates for each trading day up to T+30. The long-horizon block (right) is a structural scenario layer, so the trajectories can diverge.
Short-horizon ML expectations (daily)
DateML targetRaw interval (bands)Signal
26.10.2026 (Mon) 7,367.66 [7,130.11 - 7,613.13] BUY
27.10.2026 (Tue) 7,389.39 [7,054.72 - 7,739.94] BUY
28.10.2026 (Wed) 7,411.18 [7,002.20 - 7,844.04] BUY
29.10.2026 (Thu) 7,433.03 [6,961.45 - 7,936.57] BUY
30.10.2026 (Fri) 7,454.95 [6,928.17 - 8,021.79] BUY
02.11.2026 (Mon) 7,476.94 [6,900.16 - 8,101.92] BUY
03.11.2026 (Tue) 7,498.98 [6,876.14 - 8,178.25] BUY
04.11.2026 (Wed) 7,521.10 [6,855.25 - 8,251.62] BUY
05.11.2026 (Thu) 7,543.28 [6,836.92 - 8,322.62] BUY
06.11.2026 (Fri) 7,565.52 [6,820.70 - 8,391.67] BUY
09.11.2026 (Mon) 7,587.83 [6,806.30 - 8,459.10] BUY
10.11.2026 (Tue) 7,610.21 [6,793.46 - 8,525.15] BUY
11.11.2026 (Wed) 7,632.65 [6,781.98 - 8,590.02] BUY
12.11.2026 (Thu) 7,655.16 [6,771.70 - 8,653.86] BUY
13.11.2026 (Fri) 7,677.73 [6,762.50 - 8,716.82] BUY
16.11.2026 (Mon) 7,700.37 [6,754.27 - 8,778.99] BUY
17.11.2026 (Tue) 7,723.08 [6,746.91 - 8,840.48] BUY
18.11.2026 (Wed) 7,745.85 [6,740.35 - 8,901.35] BUY
19.11.2026 (Thu) 7,768.69 [6,734.52 - 8,961.68] BUY
20.11.2026 (Fri) 7,791.60 [6,729.36 - 9,021.52] BUY
23.11.2026 (Mon) 7,814.58 [6,724.82 - 9,080.94] BUY
24.11.2026 (Tue) 7,837.62 [6,720.85 - 9,139.96] BUY
25.11.2026 (Wed) 7,860.73 [6,717.42 - 9,198.64] BUY
26.11.2026 (Thu) 7,883.91 [6,714.50 - 9,257.00] BUY
27.11.2026 (Fri) 7,907.16 [6,712.04 - 9,315.09] BUY
30.11.2026 (Mon) 7,930.48 [6,710.02 - 9,372.93] BUY
01.12.2026 (Tue) 7,953.87 [6,708.42 - 9,430.54] BUY
02.12.2026 (Wed) 7,977.32 [6,707.21 - 9,487.95] BUY
03.12.2026 (Thu) 8,000.84 [6,706.37 - 9,545.19] BUY
Long-horizon structural expectations
Horizon endML targetDeltaRaw interval (bands)Signal
25.01.2027 (1 quarter) 8,265.42 +12.52% [6,358.51 - 10,565.42] BUY
25.04.2027 (6 months) 8,640.53 +17.62% [5,663.51 - 12,640.85] BUY
25.10.2027 (1 year) 9,465.91 +28.86% [4,957.59 - 16,457.57] BUY
Long horizons are shown as a structural scenario layer built from spot, rates, volatility and macro drift. Read them separately from the short-horizon ML forecast.

5. Research sandbox (Illustrative sensitivity)

Stress-test calculator (What-If Analysis)
Illustrates linear sensitivity to shocks (based on heuristic weights). Under stress, the risk corridor widens (volatility).
Crisis (-1)Peace (+1)
DXY down (-10%)DXY up (+10%)
Short-horizon ML forecast (up to 30 trading days)
Long-horizon structural scenario (up to 1 year)

6. Interactive chart (TradingView)

Attention: the base model calculation uses TASE / Yahoo Finance. The chart below shows the TradingView feed (TASE:TELBANK5), so small quote differences are possible.
Related market pages
FAQ

Why watch the TA-Banks sector?

Because bank leadership can offer a useful read on rates, domestic growth expectations and broad local market confidence.

Can TA-Banks diverge from TA-125?

Yes. Sector leadership can strengthen or weaken before the broader index fully reflects it.

How should I read an active-horizon signal here?

As a short-horizon directional lean on the banking sector, not as a full long-term view on all financials.

Why are rates especially important for this page?

Because local bank shares are sensitive to policy expectations, yield dynamics and domestic credit conditions.