See how markets have actually behaved under your scenario
Set a macro view — rates, oil, inflation, the dollar — and Historacle replays the historical episodes that match it, then shows what the relationships imply. Two projection cones, Bayesian regime detection, and full transparency on every match.
Private beta · Macro data from FRED & EIA, refreshed daily · Invite-only access
Built on authoritative data sources
Evidence-based macro projection, not point forecasts
Consensus hands you a single number. Markets have fat tails and regime shifts. Historacle shows the full distribution — grounded in what actually happened before.
Dual projection cones
An analog cone replays the actual paths of matched historical episodes, while a decomposed cone isolates each macro driver's independent effect via kernel regression. See both — and the smart blend between them.
Bayesian regime detection
A Markov regime-switching model (Hamilton filter calibrated on ~39 years of data) infers whether we're in a crash, rebound, recovery, expansion, or late-cycle phase — and weights your scenario accordingly.
Transparent historical analogs
Every projection shows the episodes it's built on — with a match score, a phase badge, and a plain-English 'why it matched'. No black box; just evidence you can interrogate.
Nine indicators, one scenario
Stress-test equities, the 10Y yield, the dollar, unemployment, CPI, oil, natural gas, gold, and copper simultaneously under a single coherent macro view.
Equity scenario analysis
Layer a market scenario with sector sensitivities and optional company events to project any stock 12 months out — with expected return, a 10–90 range, and probability of loss.
Shareable scenarios
Every scenario encodes to a URL. Copy a link and your colleague opens the exact sliders, flags, and selected analog — ready to discuss, no export required.
From a macro view to a grounded projection in seconds
Set your scenario
Move six macro sliders — Fed policy, oil, natural gas, CPI, the dollar, unemployment — and toggle condition flags like recession, stagflation, or an energy shock. Or start from a preset like 2008 GFC or 1995 Goldilocks.
Match 45 years of history
Historacle searches 54+ historical episodes for the closest matches, weights them by similarity across every dimension, and runs a Bayesian regime filter to read today's cycle phase.
Read the cone
Get a projection cone for all nine indicators with 10–90 percentile bands, a regime-probability strip 24 months out, and the matched episodes laid bare beneath the chart.
Real quantitative methods under the hood
Historacle isn't a toy chart. It's a transparent, statistically grounded engine designed for analysts, risk teams, and macro investors who need to defend a view.
Bayesian Markov regime-switching
A Hamilton filter with Cholesky-based multivariate likelihoods infers a full posterior over six cycle phases — not a single point estimate.
Kernel-regression decomposition
Gaussian-kernel conditional expectation estimates each macro driver's independent effect, with leave-one-out bandwidth selection and an explicit support diagnostic.
Bootstrap percentile cones
300-sample bootstrap resampling across matched episodes produces realistic, fat-tailed 10–90 bands — not a normal-distribution approximation.
Correlation-aware variance
Uncertainty is computed with a regime-conditioned correlation matrix across all six channels, so cones don't over-widen when drivers move together.
Nine markets, projected under the same scenario
Switch between indicators instantly — each one re-projected against the historical episodes that match your macro view.
Join the Historacle beta
We’re opening access in small, hand-picked batches so we can support every tester properly. Request access and we’ll email your invite when it’s ready.
- Full scenario engine — all macro sliders, condition flags, and the Bull/Bear/custom cones
- Bayesian regime detection and transparent historical-analog matching across nine markets
- Founding-tester pricing locked in when paid plans launch
Be first to run your scenarios
Historacle is in private beta. Request access and we’ll bring you in as we open the next batch — with founding-tester pricing locked in.