Stock Lists · Stage 2 of 3
ML + Fundamentals
The stocks whose 5-day ML probability cleared the 75% threshold and then passed the fundamental screen. Posted before the open. From this list, the AI catalyst review and final human review produce the day’s Four-Gate selections.
Posted before the open|Sorted by 5-day probability, highest first
Sample from · not today’s listWhat the columns mean
SAMPLE — table from . Not today’s data.
| Ticker | 5-day probability | Win rate | Expected return | Profit factor | Sharpe | Sortino | Max drawdown |
|---|---|---|---|---|---|---|---|
| XLI | 99.7% | 85.8% | 1.2% | 15.80 | 6.77 | 17.28 | 0.03% |
| NVDA | 97.9% | 94.6% | 4.6% | 86.68 | 7.86 | 43.34 | 0.02% |
| XLC | 95.3% | 100.0% | 1.8% | 0.15 | 10.22 | -7.78 | 0.00% |
| QQQ | 95.1% | 92.7% | 1.6% | 21.37 | 7.45 | 12.91 | 0.02% |
| CAT | 92.8% | 91.0% | 3.5% | 27.98 | 7.69 | 13.56 | 0.09% |
Glossary
What the columns mean
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.
- 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
- Average return per unit of volatility for this band.
- Sortino
- Like Sharpe, but counts only downside volatility.
- Max DD
- The expected worst drawdown during the 5-day hold for stocks in this probability band.
- Fundamental screen
- The rules a stock must pass, after clearing the 75% probability threshold, to appear on this list. Described in full on the Method page.
Probabilities describe odds, not outcomes. Not investment advice.