OUT-OF-SAMPLE FORECASTS
U.S. EQUITIES COVERED
YEARS MARKET DATA
EXPETED CALIBRATION ERROR
Pooled out-of-sample
Probability Trader Pro is not a stock-picking service. It is a cross-sectional probability engine that quantifies the likelihood of short-term equity moves across the U.S. market.
Each trading day, our models generate calibrated probability distributions for every stock in our universe, allowing portfolio managers to:
Rank opportunities by statistical edge
Size positions based on confidence
Control risk using probability bands
Allocate capital across regimes
The result is a systematic, repeatable signal layer that integrates directly into professional investment workflows.
From 2021 through today, our models have produced more than 214,000 out-of-sample forecasts across 261 equities. These predictions are grouped into probability bands and evaluated against realized outcomes.
Porbability - Realized Win Rate (Pooled, Ensemble only) - 95% Wilson Ci
| PROBABILITY BAND | WIN RATE | PROFIT FACTOR | SHARPE | SAMPLES |
|---|---|---|---|---|
|
55–65% |
59.4% |
1.72 |
1.32 |
28,730 |
|
65-75% |
69.8% |
3.19 |
2.84 |
30,987 |
|
75%+ |
82.9% |
8.60 |
5.18 |
46,012 |
Across the highest-confidence signals (predicted probability ≥ 75%), realized win rates average 83% with a Sharpe ratio of 5.18 — demonstrating strong, stable calibration in the region where capital is deployed.
Our pooled Expected Calibration Error (ECE) is 0.004, indicating that model probabilities closely match observed frequencies. This allows portfolio managers to treat model outputs as true probabilities rather than heuristic scores.
Probability Trader Pro is used as a probability overlay by:
Probability Trader Pro is used as a probability overlay by:
Use probability distributions to overweight higher-confidence names and underweight lower-confidence names while respecting sector, factor, and risk constraints.
Aggregate stock-level probabilities into sector- or portfolio-level indicators to adjust gross and net exposure as near-term opportunity and risk change.
Prioritize entry, exit, and rebalance activity in names where near-term probabilities imply elevated adverse-move risk or opportunity.
Map probability bands to systematic option overwrites, downside protection, and index or sector hedges at the security or sleeve level.
Use probability outputs as an independent signal within in-house alpha, ranking, or risk models to measure incremental performance and timing fit.
Evaluate historical trading and portfolio decisions by probability band to determine whether capital was deployed in high- or low-confidence regimes.
Institutional partners receive:
Feeds are designed to integrate directly into portfolio management, research, and execution systems.
To request our institutional tear sheet, validation report, or a sample probability feed, contact us below.
Or email directly: ir@probabilitytraderpro.com
