TrendAviv Why is USD/ILS so important for Israeli markets?
Because it often reacts quickly to global dollar moves, local policy repricing and domestic risk sentiment, making it relevant beyond FX alone.
FX pairs
[Horizon: T+1 Close]
HOLD
USD / ILS USDILS=X
Forecasting and modeling
Latest reference level
3.1120
Active-horizon target
3.1120
0.00%
Raw interval (bands)
S1 3.0742
R1 3.1498
R1 3.1498
Volatility (σ)
8.8%
Assessment (Yesterday for Today): 3.1115
Model quality (out-of-sample)
84.4%
Out-of-sample sample: 200 sessions
Why this asset matters
USD/ILS (US Dollar vs Israeli Shekel) is one of the most closely watched currency pairs for the Israeli economy. The pair reflects Federal Reserve policy expectations, Bank of Israel decisions, global risk sentiment and capital flows. This page presents the TrendAviv model forecast including expected levels, support and resistance and volatility ranges.
What usually moves this asset
USD/ILS is usually driven by Fed policy expectations, Bank of Israel policy, global dollar strength, geopolitical risk, external funding conditions and broad risk sentiment. During stress, the pair can behave as a macro pressure valve for local markets.
How to read this page
On USD/ILS, the short-term signal is best treated as a directional lean into the currently displayed active horizon. When volatility is elevated, the range can matter more than the headline direction.
Methodology and dashboard reading (Model Card)
Model architecture:
Random Forest built on price-based returns, trend-distance, rolling volatility and selected macro market features (DXY, oil, VIX). The news layer is currently contextual and may be excluded from forecast updates.
Random Forest built on price-based returns, trend-distance, rolling volatility and selected macro market features (DXY, oil, VIX). The news layer is currently contextual and may be excluded from forecast updates.
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: Structural scenario layer derived from spot, rates, volatility and macro drift, shown separately from the short-horizon ML block.
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: Structural scenario layer derived from spot, rates, volatility and macro drift, shown separately from the short-horizon ML block.
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
Decline
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.
45.5 (Neutral)
Trend-bias proxyBearish
Macro / carry biasBelow SMA 50/200
Volatility (σ)8.8%
Display heuristics for current regime reading. Not a full classical technical-indicator calculation.
Volatility (σ)8.8%
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.
Forward tilt estimate (CIP + ML bias)
No-arbitrage forward estimate and ML premium (horizon τ = 1 month).
Drift estimate: 3.1083
Inputs: Fed funds rate: 5.25% | BoI policy rate: 4.50% (as of 25.10.2026)
No-arbitrage CIP Forward: F = S × (1 + r_Quote × τ) / (1 + r_Base × τ)
Drift estimate: CIP forward + ML correction (historical bias)
Latest reference level: 3.1120No-arbitrage CIP Forward: F = S × (1 + r_Quote × τ) / (1 + r_Base × τ)
Drift estimate: CIP forward + ML correction (historical bias)
Drift estimate: 3.1083
UndervaluedOvervalued
Spot deviation from estimate: 0.12% (Threshold ±1.5%)
Model verdict: Fairly valued
3. ML model assessment (Predictive Analytics)
Historical validation: model forecast vs reality
Bands are nominal (raw). Current empirical out-of-sample coverage: 82%. The model is still being calibrated.
For historical validation, this chart uses the same source as the model input: Bank of Israel · representative exchange rate. 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 (45.5) 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: 82%. Calibration is still required (fat tails).
Raw interval. Empirical OOS coverage: 82%. Calibration is still required (fat tails).
Directional model accuracy estimate 60%
Empirical coverage 82%
MAE edge Baseline (naive forecast) = tomorrow's price equals today's price. Edge = (MAE_naive - MAE_model) / MAE_naive.
MAE Model: 0.0134
MAE Naive: 0.0143+6.2% Edge
MAE Model: 0.0134
MAE Naive: 0.0143+6.2% 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 (3.1498)13%
Level R2 (3.1965)4%
Close BELOW level (Downside)
Level S1 (3.0742)56%
Level S2 (3.0275)33%
Trading interpretation of the signal:
- Instrument: USDILS=X
- 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) | 3.1120 | [3.0887 - 3.1356] | HOLD |
| 27.10.2026 (Tue) | 3.1149 | [3.0819 - 3.1483] | HOLD |
| 28.10.2026 (Wed) | 3.1120 | [3.0717 - 3.1529] | HOLD |
| 29.10.2026 (Thu) | 3.1051 | [3.0587 - 3.1523] | SELL |
| 30.10.2026 (Fri) | 3.1138 | [3.0618 - 3.1668] | HOLD |
| 02.11.2026 (Mon) | 3.1134 | [3.0565 - 3.1715] | HOLD |
| 03.11.2026 (Tue) | 3.1149 | [3.0534 - 3.1776] | HOLD |
| 04.11.2026 (Wed) | 3.1233 | [3.0574 - 3.1906] | BUY |
| 05.11.2026 (Thu) | 3.1132 | [3.0436 - 3.1844] | HOLD |
| 06.11.2026 (Fri) | 3.1209 | [3.0474 - 3.1962] | BUY |
| 09.11.2026 (Mon) | 3.1259 | [3.0487 - 3.2050] | BUY |
| 10.11.2026 (Tue) | 3.1269 | [3.0463 - 3.2096] | BUY |
| 11.11.2026 (Wed) | 3.1272 | [3.0434 - 3.2133] | BUY |
| 12.11.2026 (Thu) | 3.1317 | [3.0446 - 3.2213] | BUY |
| 13.11.2026 (Fri) | 3.1346 | [3.0444 - 3.2275] | BUY |
| 16.11.2026 (Mon) | 3.1409 | [3.0477 - 3.2371] | BUY |
| 17.11.2026 (Tue) | 3.1452 | [3.0489 - 3.2444] | BUY |
| 18.11.2026 (Wed) | 3.1419 | [3.0431 - 3.2440] | BUY |
| 19.11.2026 (Thu) | 3.1399 | [3.0384 - 3.2448] | BUY |
| 20.11.2026 (Fri) | 3.1275 | [3.0239 - 3.2347] | BUY |
| 23.11.2026 (Mon) | 3.1330 | [3.0266 - 3.2431] | BUY |
| 24.11.2026 (Tue) | 3.1056 | [2.9977 - 3.2173] | HOLD |
| 25.11.2026 (Wed) | 3.1016 | [2.9915 - 3.2158] | SELL |
| 26.11.2026 (Thu) | 3.1123 | [2.9995 - 3.2294] | HOLD |
| 27.11.2026 (Fri) | 3.0915 | [2.9772 - 3.2102] | SELL |
| 30.11.2026 (Mon) | 3.0982 | [2.9814 - 3.2195] | SELL |
| 01.12.2026 (Tue) | 3.0885 | [2.9699 - 3.2118] | SELL |
| 02.12.2026 (Wed) | 3.0600 | [2.9404 - 3.1845] | SELL |
| 03.12.2026 (Thu) | 3.0652 | [2.9432 - 3.1921] | SELL |
Long-horizon structural expectations
| Horizon end | ML target | Delta | Raw interval (bands) | Signal |
|---|---|---|---|---|
| 25.01.2027 (1 quarter) | 3.0273 | -2.72% | [2.8538 - 3.2073] | SELL |
| 25.04.2027 (6 months) | 2.9762 | -4.36% | [2.7094 - 3.2588] | SELL |
| 25.10.2027 (1 year) | 2.8737 | -7.66% | [2.4946 - 3.2871] | SELL |
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 Bank of Israel · representative exchange rate. The chart below shows the TradingView feed (FX_IDC:USDILS), so small quote differences are possible.
Related market pages
FAQ
Does a BUY signal mean a long-term bullish dollar view?
No. On the public asset page it mainly reflects the currently displayed active horizon.
Why can USD/ILS move sharply during stress?
Because the pair is sensitive to dollar funding pressure, risk aversion, geopolitics and local hedging flows.
Why is validation shown together with the signal?
Because directional output should be interpreted together with model quality, interval coverage and volatility context.