Predicting Stock Markets Using Binary Logistic Regression Based on Bry-Boschan Algorithm

In the stock market, there are bullish and bearish terms that reflected in movement of price index. One indexes listed on Indonesia Stock Exchange (IDX) is IDX Composite. market conditions fluctuate along with changes prices move randomly, while investors expect to be active (bullish market). Several factors influence Composite, one which macroeconomic factors. The purpose this research find out condition as well predict its using macroeconomics indicators. method used determine or bearish) Bry-Boschan algorithm, indicators binary logistic regression method. algorithm widely detect peaks troughs business cycle analysis. Binary model data responses have two categories form numbers. Results show Composite experienced 42 times (month) periods 191 periods. obtained has an accuracy value 81.55%.