TrendAviv Why watch the 0-2 year government segment?
Because it often reflects the market’s cleanest read on the near-term policy path.
Bonds
[Horizon: T+1 Close]
HOLD
Tel Gov Shekel 0-2 ILGOVS02
Forecasting and modeling
Latest reference level
368.45
Active-horizon target
368.45
0.00%
Raw interval (bands)
S1 368.10
R1 368.80
R1 368.80
Volatility (σ)
0.7%
Assessment (Yesterday for Today): 368.63
Model quality (out-of-sample)
78.2%
Out-of-sample sample: 200 sessions
Why this asset matters
Tel Gov Shekel 0-2 represents the short end of the Israeli government shekel curve and is one of the cleanest market reads on near-term policy expectations. It helps show how the market is pricing the immediate path of rates rather than the longer-term inflation and term-premium story.
What usually moves this asset
The short end is usually driven by Bank of Israel policy expectations, near-term inflation surprises, front-end global rate moves and repricing in domestic policy credibility.
How to read this page
Treat this page as a short-horizon read on front-end policy repricing. It is most useful when read together with longer-duration bond pages and the FX layer.
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.
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):
T+1: Direct forecast for the currently displayed horizon close.
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
T+1: Direct forecast for the currently displayed horizon close.
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.
Walk-forward testing on expanding history without future leakage. Retraining is performed inside each evaluation step.
- Entry: At spot price (snapshot before model calculation). Exit: At active-horizon close.
- 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
Neutral
1M
Neutral
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.
50.0 (Neutral)
Trend-bias proxyBearish
Macro / carry biasBelow SMA 50/200
Volatility (σ)0.7%
Display heuristics for current regime reading. Not a full classical technical-indicator calculation.
Volatility (σ)0.7%
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.
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.
Medium-term scenario: 368.45
Inputs: 30-trading-day ML anchor + medium-term continuation profile
30D anchor: 368.45
Extension profile: Anchor continuation with volatility widening
Current level: 368.4530D anchor: 368.45
Extension profile: Anchor continuation with volatility widening
Medium-term scenario: 368.45
Mean-revertContinue
Gap versus 30D anchor: 0.00%
Model verdict: Balanced continuation
3. ML model assessment (Predictive Analytics)
Historical validation: model forecast vs reality
Bands are nominal (raw). Current empirical out-of-sample coverage: 90.5%. 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 active-horizon move
This view removes the false level-lag effect and shows the predicted change from the previous close.
ML model summary (tree ensemble)
Analyzing macroeconomic data, the ML model detects a mild bearish (downtrend) regime on the medium-term horizon. The news-sentiment layer is unavailable in this refresh and is excluded from the narrative interpretation. RSI (50.0) confirms the local structure.
Active-horizon signal: HOLD
Return to target: 0.00%
Return to target: 0.00%
Attention (Risk calibration):
Raw interval. Empirical OOS coverage: 90.5%. Calibration is still required (fat tails).
Raw interval. Empirical OOS coverage: 90.5%. Calibration is still required (fat tails).
Directional model accuracy estimate 33.5%
Empirical coverage 90.5%
MAE edge Baseline (naive forecast) = tomorrow's price equals today's price. Edge = (MAE_naive - MAE_model) / MAE_naive.
MAE Model: 0.0915
MAE Naive: 0.09150.0% Edge
MAE Model: 0.0915
MAE Naive: 0.09150.0% 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 (368.80)32%
Level R2 (374.33)1%
Close BELOW level (Downside)
Level S1 (368.10)32%
Level S2 (362.57)1%
Trading interpretation of the signal:
- Instrument: ILGOVS02
- Entry: At current session close (04:30).
- Exit: At active-horizon close (26.10).
- Model: HOLD (Expected return: 0.00%)
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)
| Date | ML target | Raw interval (bands) | Signal |
|---|---|---|---|
| 26.10.2026 (Mon) | 368.45 | [368.00 - 368.90] | HOLD |
| 27.10.2026 (Tue) | 368.45 | [367.82 - 369.09] | HOLD |
| 28.10.2026 (Wed) | 368.45 | [367.67 - 369.23] | HOLD |
| 29.10.2026 (Thu) | 368.45 | [367.55 - 369.35] | HOLD |
| 30.10.2026 (Fri) | 368.45 | [367.45 - 369.46] | HOLD |
| 02.11.2026 (Mon) | 368.45 | [367.35 - 369.55] | HOLD |
| 03.11.2026 (Tue) | 368.45 | [367.26 - 369.64] | HOLD |
| 04.11.2026 (Wed) | 368.45 | [367.18 - 369.72] | HOLD |
| 05.11.2026 (Thu) | 368.45 | [367.10 - 369.80] | HOLD |
| 06.11.2026 (Fri) | 368.45 | [367.03 - 369.87] | HOLD |
| 09.11.2026 (Mon) | 368.45 | [366.96 - 369.94] | HOLD |
| 10.11.2026 (Tue) | 368.45 | [366.90 - 370.01] | HOLD |
| 11.11.2026 (Wed) | 368.45 | [366.83 - 370.07] | HOLD |
| 12.11.2026 (Thu) | 368.45 | [366.77 - 370.14] | HOLD |
| 13.11.2026 (Fri) | 368.45 | [366.71 - 370.19] | HOLD |
| 16.11.2026 (Mon) | 368.45 | [366.66 - 370.25] | HOLD |
| 17.11.2026 (Tue) | 368.45 | [366.60 - 370.31] | HOLD |
| 18.11.2026 (Wed) | 368.45 | [366.55 - 370.36] | HOLD |
| 19.11.2026 (Thu) | 368.45 | [366.50 - 370.41] | HOLD |
| 20.11.2026 (Fri) | 368.45 | [366.45 - 370.47] | HOLD |
| 23.11.2026 (Mon) | 368.45 | [366.40 - 370.52] | HOLD |
| 24.11.2026 (Tue) | 368.45 | [366.35 - 370.56] | HOLD |
| 25.11.2026 (Wed) | 368.45 | [366.30 - 370.61] | HOLD |
| 26.11.2026 (Thu) | 368.45 | [366.26 - 370.66] | HOLD |
| 27.11.2026 (Fri) | 368.45 | [366.21 - 370.70] | HOLD |
| 30.11.2026 (Mon) | 368.45 | [366.17 - 370.75] | HOLD |
| 01.12.2026 (Tue) | 368.45 | [366.12 - 370.79] | HOLD |
| 02.12.2026 (Wed) | 368.45 | [366.08 - 370.84] | HOLD |
| 03.12.2026 (Thu) | 368.45 | [366.04 - 370.88] | HOLD |
Long-horizon structural expectations
| Horizon end | ML target | Delta | Raw interval (bands) | Signal |
|---|---|---|---|---|
| 25.01.2027 (1 quarter) | 368.45 | 0.00% | [358.13 - 379.01] | HOLD |
| 25.04.2027 (6 months) | 368.45 | 0.00% | [352.24 - 385.26] | HOLD |
| 25.10.2027 (1 year) | 368.45 | 0.00% | [344.44 - 393.81] | HOLD |
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).
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:702), so small quote differences are possible.
Related market pages
FAQ
How should I read an active-horizon signal here?
As a short-horizon tilt in front-end rate pricing into the currently displayed horizon close.
Why compare it with IL10Y or 5-10 year bonds?
Because the curve shape often says more than one point alone.
Why can this page react quickly to data?
Because short-end instruments reprice quickly when policy expectations shift.