Stock Lists · Stage 1 of 3
Full ML Table
Every stock in the PTP universe, scored after each close for the probability of closing higher five trading days later. No screens applied. This is the raw model output that the fundamental screen and the Four-Gate review start from.
Posted before the open|Sorted by ticker, A to Z · # column = probability rank
Sample from · not today’s listHow to read this table
SAMPLE — table from . Not today’s data.
| Prob. rank | Ticker | 5-day probability | Win rate | Expected return | Profit factor | Sharpe | Sortino | Max DD |
|---|---|---|---|---|---|---|---|---|
| 5 | CAT | 92.8% | 91.0% | 3.5% | 27.98 | 7.69 | 13.56 | 0.09% |
| 8 | HPE | 91.6% | 93.2% | 5.8% | 34.21 | 8.07 | 19.27 | 0.05% |
| 7 | LRCX | 91.8% | 95.1% | 5.2% | 35.78 | 7.84 | 13.53 | 0.09% |
| 2 | NVDA | 97.9% | 94.6% | 4.6% | 86.68 | 7.86 | 43.34 | 0.02% |
| 4 | QQQ | 95.1% | 92.7% | 1.6% | 21.37 | 7.45 | 12.91 | 0.02% |
Glossary
How to read this table
The probability is today’s forecast for this stock. The other columns come from backtesting and describe how stocks in the same probability band have performed over the 5-day hold. They are not a forecast for this stock.
- 5-day probability
- The model’s probability that the stock closes higher five trading days after the most recent close.
- Prob. rank
- Where the stock’s probability ranks among all stocks in today’s table (1 = highest).
- Win rate
- The share of past signals in this probability band that closed higher at the 5-day mark.
- Expected return
- The average 5-day return for this probability band, winners and losers combined.
- Profit factor
- Gross gains divided by gross losses for this band. Above 1 means gains exceeded losses.
- Sharpe / Sortino
- Average return per unit of volatility for this band. Sortino counts only downside volatility.
- Max DD
- The expected worst drawdown during the 5-day hold for stocks in this probability band.
- The 75% line
- Stocks at 75% or above go on to the fundamental screen. The rest stay on this table only.
Probabilities describe odds, not outcomes. A low probability is not a short signal. Not investment advice.