Ticker intelligence

Calculated universe · October 1, 2026

Ticker intelligence.

Every completed ticker regime calculation, with the production method, validation evidence, probability, score, and earnings controls retained for audit.

139

calculated tickers

104

bullish > +9

earnings window

Separate tickers with spaces, commas, AND, or OR.

45-day downside & efficiency

Loss probability measures a finish more than 15% below the starting price after 45 calendar days—not a drop at any point during the period. Efficiency is the pipeline’s opportunity score: 100 × (positive-return probability − loss probability). Higher is more favorable, but it is not expected return.

Risk snapshot: 2026-10-01 · 119 tickers calculated. Missing or differently dated estimates remain unavailable. Limited tail-event evidence means low probabilities deserve extra caution.

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How to read these metricsOpen guide

Regime score · −100 to +100

Bearish

−100 to −51

Moderately bearish

−50 to −10

Neutral

−9 to +9

Moderately bullish

+10 to +50

Bullish

+51 to +100

45D positive

Estimated probability of finishing above the starting price after 45 calendar days, using the selected positive-return model. Higher means a greater estimated chance of a gain, not a larger expected gain.

45D loss >15%

Estimated probability of finishing more than 15% below the starting price after 45 calendar days. Lower is more favorable. This is an end-of-period loss, not the chance of touching that level or suffering a peak-to-trough drawdown during the period.

Efficiency score

The pipeline’s opportunity score: 100 × [P(positive return) − P(loss greater than 15%)]. Higher is more favorable on this measure. For example, 70% positive probability and 10% severe-loss probability give a score of 60—not a forecast of a 60% return. It does not measure return per dollar invested.

Opportunity ratio

Shown in View evidence: P(positive return) ÷ P(loss greater than 15%). The same 70% and 10% example gives 7×. Higher is more favorable, but tiny loss estimates can inflate the ratio. It is not a gain-to-loss payoff ratio; neither metric accounts for the size of gains or losses.

Tail evidence

Counts severe-loss events in out-of-sample validation. Limited tail events means fewer than five events; Adequate event count means at least five. This is a sample-size warning, not a confidence percentage or proof that a low loss probability is reliable.

Not calculated / Date mismatch

Not calculated means no usable downside estimate was imported for that ticker. Date mismatch means its downside and regime snapshots differ. Missing values appear as a dash, are sorted last, and must not be interpreted as zero risk.

Selected model

The main table’s model and OOS Brier refer to positive returns. Downside candidates are selected separately by their lowest out-of-sample Brier score and shown in View evidence. QQQ’s positive-return score retains the standing market model.

OOS Brier

Average squared error between predicted probabilities and outcomes, tested on observations outside each model’s training sample. Lower is better; it is not a percentage accuracy. Compare candidates on the same outcome and validation sample. Rare losses can produce very low Brier errors even when crash prediction remains uncertain.

Downside model candidates

Historical baseline uses the ticker’s training-period severe-loss frequency. Market / QQQ applies the QQQ downside probability unchanged to the ticker. Ticker four-factor fits the four inputs to that ticker’s severe-loss outcome. For QQQ, the last two are the same model, not independent evidence.

Direct score

The ticker’s score from the four-factor model, retained for comparison even when another candidate wins production selection.

Market score

The current QQQ market-regime score used by the market-identity candidate.

Factor contribution

Each standardized factor’s addition to or subtraction from the model logit. Positive values raise probability; negative values lower it.

Validation rows / events

Rows are dated out-of-sample predictions used to evaluate the models. Events are the observations that actually ended with a loss greater than 15%. Overlapping 45-day windows are not independent trials and may reflect the same market downturn.

Risk snapshot

The analysis date of the imported downside estimates, not a live quote timestamp. Efficiency and the ratio require a downside estimate dated the same as the ticker’s positive-return estimate. Training observations fit the models; validation observations evaluate their forecasts.

Earnings window

Identifies when a ticker is within the model’s configured proximity period around a reported earnings date. It is event context, not an instruction to act or refrain from acting.

Data quality

Whether the inputs passed the production checks. The detail panel explains any unavailable or cautionary condition.

Regime score = 200 × P(positive return) − 100. A regime score of 0 means a 50% positive-return probability. Efficiency score uses a different formula: 100 × [P(positive return) − P(loss greater than 15%)]. An efficiency score of 0 means those two probabilities are equal. Neither score is a predicted return or a stand-alone trading instruction.

	Regime					Tail evidence	Selected model		Earnings
ALAB	Very Strong Bull	+79.89	89.9%	0.50%	+89.44	Adequate event count	Market identity	0.2204	Outside window
AMZN	Very Strong Bull	+79.89	89.9%	4.57%	+85.37	Adequate event count	Market identity	0.2260	Outside window
APP	Very Strong Bull	+79.89	89.9%	0.50%	+89.44	Adequate event count	Market identity	0.2344	Outside window
ASML	Very Strong Bull	+79.89	89.9%	6.37%	+83.57	Limited tail events	Market identity	0.2404	Outside window
CDNS	Very Strong Bull	+79.89	89.9%	5.96%	+83.99	Adequate event count	Market identity	0.2614	Outside window
CLS	Very Strong Bull	+79.89	89.9%	7.89%	+82.05	Adequate event count	Market identity	0.1919	Outside window
COHR	Very Strong Bull	+79.89	89.9%	10.53%	+79.42	Adequate event count	Market identity	0.2485	Outside window
CRDO	Very Strong Bull	+79.89	89.9%	15.79%	+74.15	Adequate event count	Market identity	0.2153	Outside window
CRWV	Very Strong Bull	+79.89	89.9%	31.47%	+58.47	Adequate event count	Market identity	0.2227	Outside window
FER	Very Strong Bull	+79.89	89.9%	—	—	Not calculated	Market identity	0.1699	Outside window
GLD	Very Strong Bull	+79.89	89.9%	—	—	Not calculated	Market identity	0.2229	Outside window
GOOG	Very Strong Bull	+79.89	89.9%	2.35%	+87.59	Limited tail events	Market identity	0.1686	Outside window
GOOGL	Very Strong Bull	+79.89	89.9%	2.77%	+87.17	Limited tail events	Market identity	0.1648	Outside window
GRID	Very Strong Bull	+79.89	89.9%	0.55%	+89.39	Limited tail events	Market identity	0.2467	Outside window
ISRG	Very Strong Bull	+79.89	89.9%	4.43%	+85.51	Adequate event count	Market identity	0.3382	Outside window
KLAC	Very Strong Bull	+79.89	89.9%	5.82%	+84.13	Adequate event count	Market identity	0.2400	Outside window
MNST	Very Strong Bull	+79.89	89.9%	—	—	Not calculated	Market identity	0.2191	Outside window
MPWR	Very Strong Bull	+79.89	89.9%	10.66%	+79.28	Adequate event count	Market identity	0.1962	Outside window
NBIS	Very Strong Bull	+79.89	89.9%	17.26%	+72.68	Adequate event count	Market identity	0.2026	Outside window
ORLY	Very Strong Bull	+79.89	89.9%	—	—	Not calculated	Market identity	0.3331	Outside window
PANW	Very Strong Bull	+79.89	89.9%	6.23%	+83.71	Adequate event count	Market identity	0.2931	Outside window
PLTR	Very Strong Bull	+79.89	89.9%	1.23%	+88.71	Adequate event count	Market identity	0.2986	Outside window
PWR	Very Strong Bull	+79.89	89.9%	3.46%	+86.48	Limited tail events	Market identity	0.2423	Outside window
QQQ	Very Strong Bull	+79.89	89.9%	0.55%	+89.39	Limited tail events	Standing QQQ market model	0.1709	Outside window
RKLB	Very Strong Bull	+79.89	89.9%	7.40%	+82.54	Adequate event count	Market identity	0.1247	Outside window
SCHG	Very Strong Bull	+79.89	89.9%	0.55%	+89.39	Limited tail events	Market identity	0.2062	Outside window
SLV	Very Strong Bull	+79.89	89.9%	0.50%	+89.44	Adequate event count	Market identity	0.2303	Outside window
SPY	Very Strong Bull	+79.89	89.9%	0.55%	+89.39	Limited tail events	Market identity	0.2010	Outside window
TSLA	Very Strong Bull	+79.89	89.9%	14.13%	+75.82	Adequate event count	Market identity	0.2278	Outside window
TTWO	Very Strong Bull	+79.89	89.9%	1.94%	+88.00	Limited tail events	Market identity	0.2272	Outside window
VOLT	Very Strong Bull	+79.89	89.9%	1.20%	+88.74	Limited tail events	Market identity	0.1984	Outside window
WBD	Very Strong Bull	+79.89	89.9%	7.48%	+82.46	Limited tail events	Market identity	0.2621	Outside window
WMT	Very Strong Bull	+79.89	89.9%	1.39%	+88.56	Limited tail events	Market identity	0.2414	Outside window
LRCX	Very Strong Bull	+78.80	89.4%	7.48%	+81.92	Adequate event count	Direct four-factor	0.2052	Outside window
QTUM	Very Strong Bull	+75.76	87.9%	1.25%	+86.64	Limited tail events	Direct four-factor	0.1723	Outside window
XLK	Very Strong Bull	+73.97	87.0%	0.83%	+86.15	Limited tail events	Direct four-factor	0.1915	Outside window
TSM	Very Strong Bull	+68.12	84.1%	3.88%	+80.18	Limited tail events	Direct four-factor	0.2229	Outside window
SOXX	Very Strong Bull	+63.43	81.7%	4.02%	+77.70	Adequate event count	Direct four-factor	0.2214	Outside window
QCOM	Very Strong Bull	+63.14	81.6%	2.34%	+79.23	Adequate event count	Direct four-factor	0.2473	Outside window
SMH	Very Strong Bull	+63.09	81.5%	3.19%	+78.36	Limited tail events	Direct four-factor	0.1963	Outside window
SOXL	Bullish	+55.95	78.0%	11.10%	+66.88	Adequate event count	Direct four-factor	0.2413	Outside window
SNDK	Bullish	+53.76	76.9%	13.82%	+63.06	Adequate event count	Historical baseline	0.1568	Outside window
WDC	Bullish	+50.07	75.0%	9.28%	+65.76	Adequate event count	Historical baseline	0.2133	Outside window
GEV	Bullish	+47.13	73.6%	3.59%	+69.98	Adequate event count	Historical baseline	0.2245	Outside window
STX	Bullish	+46.69	73.3%	4.57%	+68.77	Adequate event count	Historical baseline	0.2356	Outside window
AXP	Bullish	+44.71	72.4%	0.50%	+71.86	Adequate event count	Historical baseline	0.2350	Outside window
TER	Bullish	+42.74	71.4%	12.05%	+59.32	Adequate event count	Direct four-factor	0.2417	Outside window
NXPI	Bullish	+42.64	71.3%	0.94%	+70.38	Adequate event count	Direct four-factor	0.2089	Outside window
MPLX	Bullish	+42.17	71.1%	—	—	Not calculated	Historical baseline	0.2553	Outside window
MU	Bullish	+41.89	70.9%	11.08%	+59.86	Adequate event count	Historical baseline	0.2340	Outside window
ROST	Bullish	+39.63	69.8%	1.66%	+68.15	Limited tail events	Historical baseline	0.2273	Outside window
AMAT	Bullish	+38.79	69.4%	9.56%	+59.84	Adequate event count	Historical baseline	0.2411	Outside window
LITE	Bullish	+38.79	69.4%	11.08%	+58.31	Adequate event count	Historical baseline	0.2263	Outside window
AVGO	Bullish	+38.25	69.1%	4.57%	+64.56	Adequate event count	Direct four-factor	0.1767	Outside window
CTAS	Bullish	+37.09	68.5%	1.94%	+66.61	Limited tail events	Historical baseline	0.2940	Outside window
FAST	Bullish	+37.09	68.5%	1.66%	+66.89	Limited tail events	Historical baseline	0.2421	Outside window
ODFL	Bullish	+37.05	68.5%	9.42%	+59.11	Limited tail events	Direct four-factor	0.2598	Outside window
ASX	Bullish	+36.81	68.4%	5.26%	+63.14	Limited tail events	Historical baseline	0.2246	Outside window
CRWD	Bullish	+36.53	68.3%	8.03%	+60.23	Adequate event count	Historical baseline	0.2518	Outside window
SNPS	Bullish	+34.60	67.3%	13.02%	+54.28	Adequate event count	Direct four-factor	0.2226	Outside window
VRT	Bullish	+33.15	66.6%	11.36%	+55.22	Adequate event count	Historical baseline	0.2779	Outside window
DASH	Bullish	+32.02	66.0%	0.50%	+65.51	Adequate event count	Historical baseline	0.2536	Outside window
MAR	Bullish	+31.17	65.6%	3.74%	+61.85	Limited tail events	Historical baseline	0.2296	Outside window
ANET	Bullish	+31.10	65.5%	7.62%	+57.93	Adequate event count	Direct four-factor	0.2396	Outside window
MRVL	Bullish	+30.32	65.2%	11.08%	+54.08	Adequate event count	Historical baseline	0.2677	Outside window
CCEP	Moderately Bullish	+28.63	64.3%	—	—	Not calculated	Historical baseline	0.2642	Outside window
DELL	Moderately Bullish	+28.63	64.3%	9.70%	+54.62	Adequate event count	Historical baseline	0.2813	Outside window
ETN	Moderately Bullish	+28.63	64.3%	3.32%	+60.99	Adequate event count	Historical baseline	0.2761	Outside window
HPE	Moderately Bullish	+28.35	64.2%	7.06%	+57.11	Adequate event count	Historical baseline	0.2484	Outside window
AAPL	Moderately Bullish	+26.09	63.0%	1.80%	+61.25	Limited tail events	Historical baseline	0.2423	Outside window
AEP	Moderately Bullish	+26.09	63.0%	—	—	Not calculated	Historical baseline	0.2506	Outside window
NVDA	Moderately Bullish	+25.15	62.6%	3.88%	+58.70	Limited tail events	Direct four-factor	0.2354	Outside window
META	Moderately Bullish	+24.96	62.5%	6.65%	+55.83	Adequate event count	Historical baseline	0.2766	Outside window
ADI	Moderately Bullish	+24.58	62.3%	2.22%	+60.07	Limited tail events	Direct four-factor	0.2508	Outside window
PCAR	Moderately Bullish	+23.84	61.9%	2.22%	+59.70	Limited tail events	Historical baseline	0.2650	Outside window
CSX	Moderately Bullish	+23.55	61.8%	0.55%	+61.22	Limited tail events	Historical baseline	0.2521	Outside window
ORCL	Moderately Bullish	+23.47	61.7%	12.03%	+49.70	Adequate event count	Direct four-factor	0.2605	Outside window
SHOP	Moderately Bullish	+22.99	61.5%	11.22%	+50.28	Adequate event count	Historical baseline	0.2838	Outside window
AMD	Moderately Bullish	+22.04	61.0%	0.50%	+60.52	Adequate event count	Direct four-factor	0.2568	Outside window
AXON	Moderately Bullish	+21.86	60.9%	12.74%	+48.19	Adequate event count	Historical baseline	0.3052	Outside window
LIN	Moderately Bullish	+20.73	60.4%	—	—	Not calculated	Historical baseline	0.2312	Outside window
GILD	Moderately Bullish	+20.45	60.2%	0.50%	+59.73	Limited tail events	Historical baseline	0.3142	Outside window
LNVGY	Moderately Bullish	+20.45	60.2%	12.47%	+47.76	Adequate event count	Historical baseline	0.2647	Outside window
TXN	Moderately Bullish	+19.63	59.8%	0.60%	+59.21	Adequate event count	Direct four-factor	0.2630	Outside window
MSTR	Moderately Bullish	+19.42	59.7%	26.14%	+33.57	Adequate event count	Direct four-factor	0.1972	Outside window
FTNT	Moderately Bullish	+18.48	59.2%	4.71%	+54.53	Adequate event count	Historical baseline	0.2507	Outside window
VRTX	Moderately Bullish	+18.48	59.2%	4.02%	+55.22	Adequate event count	Historical baseline	0.2600	Outside window
VICR	Moderately Bullish	+17.63	58.8%	14.54%	+44.27	Adequate event count	Historical baseline	0.2252	Outside window
XEL	Moderately Bullish	+17.07	58.5%	0.50%	+58.03	Limited tail events	Historical baseline	0.2515	Outside window
BKNG	Moderately Bullish	+16.78	58.4%	0.50%	+57.89	Adequate event count	Historical baseline	0.2779	Outside window
ALNY	Moderately Bullish	+16.69	58.3%	10.26%	+48.08	Adequate event count	Direct four-factor	0.2985	Outside window
XLE	Moderately Bullish	+16.50	58.3%	—	—	Not calculated	Historical baseline	0.2454	Outside window
ARM	Moderately Bullish	+16.03	58.0%	21.40%	+36.62	Adequate event count	Historical baseline	0.2541	Outside window
BKR	Moderately Bullish	+15.94	58.0%	3.60%	+54.37	Adequate event count	Historical baseline	0.2805	Outside window
CSCO	Moderately Bullish	+15.94	58.0%	0.42%	+57.55	Limited tail events	Historical baseline	0.2221	Outside window
CEG	Moderately Bullish	+15.37	57.7%	10.25%	+47.44	Adequate event count	Historical baseline	0.2591	Outside window
AMGN	Moderately Bullish	+14.53	57.3%	1.66%	+55.60	Limited tail events	Historical baseline	0.2792	Outside window
INTC	Moderately Bullish	+13.96	57.0%	15.79%	+41.19	Adequate event count	Historical baseline	0.2300	Outside window
ABNB	Moderately Bullish	+13.68	56.8%	7.48%	+49.36	Limited tail events	Historical baseline	0.2572	Outside window
DDOG	Moderately Bullish	+12.55	56.3%	11.63%	+44.64	Adequate event count	Historical baseline	0.2797	Outside window
COST	Moderately Bullish	+11.71	55.9%	—	—	Not calculated	Historical baseline	0.2795	Outside window
FANG	Moderately Bullish	+11.42	55.7%	3.32%	+52.39	Limited tail events	Historical baseline	0.2675	Outside window
ADP	Moderately Bullish	+11.14	55.6%	0.50%	+55.07	Limited tail events	Historical baseline	0.3083	Outside window
KDP	Moderately Bullish	+10.30	55.1%	3.74%	+51.41	Limited tail events	Historical baseline	0.2679	Outside window
MELI	Neutral	+7.76	53.9%	0.50%	+53.38	Adequate event count	Historical baseline	0.2888	Outside window
MCHP	Neutral	+7.41	53.7%	5.40%	+48.30	Adequate event count	Direct four-factor	0.2414	Outside window
GEHC	Neutral	+7.19	53.6%	4.02%	+49.58	Adequate event count	Historical baseline	0.2865	Outside window
PAYX	Neutral	+6.63	53.3%	1.39%	+51.93	Limited tail events	Historical baseline	0.3145	Outside window
REGN	Neutral	+5.78	52.9%	12.19%	+40.70	Adequate event count	Historical baseline	0.2821	Outside window
TMUS	Neutral	+3.53	51.8%	0.42%	+51.35	Limited tail events	Historical baseline	0.3349	Outside window
HON	Neutral	+2.96	51.5%	—	—	Not calculated	Historical baseline	0.2797	Outside window
DXCM	Neutral	+1.55	50.8%	12.47%	+38.31	Adequate event count	Historical baseline	0.2647	Outside window
EXC	Neutral	+1.55	50.8%	—	—	Not calculated	Historical baseline	0.2578	Outside window
PYPL	Neutral	+0.71	50.4%	0.50%	+49.85	Adequate event count	Historical baseline	0.2869	Outside window
SBUX	Neutral	+0.42	50.2%	4.02%	+46.19	Limited tail events	Historical baseline	0.2622	Outside window
MSFT	Neutral	-0.42	49.8%	0.50%	+49.29	Limited tail events	Direct four-factor	0.1759	Outside window
TRI	Neutral	-0.42	49.8%	0.50%	+49.29	Adequate event count	Historical baseline	0.2794	Outside window
PTON	Neutral	-0.99	49.5%	0.50%	+49.01	Adequate event count	Historical baseline	0.2873	Outside window
MDLZ	Neutral	-2.96	48.5%	—	—	Not calculated	Historical baseline	0.2827	Outside window
PDD	Neutral	-3.81	48.1%	16.62%	+31.48	Adequate event count	Historical baseline	0.2575	Outside window
IDXX	Neutral	-5.22	47.4%	2.08%	+45.31	Limited tail events	Historical baseline	0.2915	Outside window
ROP	Moderately Bearish	-10.30	44.9%	0.50%	+44.35	Limited tail events	Historical baseline	0.2438	Outside window
ADSK	Moderately Bearish	-10.79	44.6%	7.62%	+36.99	Adequate event count	Direct four-factor	0.2603	Outside window
WDAY	Moderately Bearish	-12.55	43.7%	0.50%	+43.22	Adequate event count	Historical baseline	0.2507	Outside window
PEP	Moderately Bearish	-13.68	43.2%	—	—	Not calculated	Historical baseline	0.2558	Earnings window
CPRT	Moderately Bearish	-16.78	41.6%	0.50%	+41.11	Adequate event count	Historical baseline	0.2485	Outside window
NFLX	Moderately Bearish	-17.89	41.1%	7.00%	+34.05	Adequate event count	Direct four-factor	0.3020	Outside window
KHC	Moderately Bearish	-18.19	40.9%	—	—	Not calculated	Historical baseline	0.2496	Outside window
UNG	Moderately Bearish	-19.61	40.2%	28.34%	+11.86	Adequate event count	Historical baseline	0.2855	Outside window
QS	Moderately Bearish	-22.14	38.9%	11.09%	+27.84	Adequate event count	Historical baseline	0.2612	Outside window
ADBE	Moderately Bearish	-28.91	35.5%	13.57%	+21.97	Adequate event count	Historical baseline	0.2299	Outside window
CMCSA	Bearish	-46.89	26.6%	1.94%	+24.62	Adequate event count	Direct four-factor	0.2565	Outside window
INTU	Bearish	-52.12	23.9%	0.50%	+23.44	Adequate event count	Direct four-factor	0.2087	Outside window
$SPX	Unavailable	—	—	0.55%	—	Limited tail events		—	Outside window
DRAM	Unavailable	—	—	—	—	Not calculated		—	Outside window
EUV	Unavailable	—	—	—	—	Not calculated		—	Outside window
HONA	Unavailable	—	—	—	—	Not calculated		—	Outside window
SPCX	Unavailable	—	—	—	—	Not calculated		—	Outside window
XLU	Unavailable	—	—	—	—	Not calculated		—	Outside window

139 of 139 tickersClick a row for model evidence