The classifier’s estimated chance that a stock’s return clears a fixed threshold — by default +5% within the horizon (default 63 trading days) — as a percentage. 50% is a coin flip; above 50% leans toward the gain, below 50% against.
The most common misread is treating buy probability as an expected return. It isn’t. A 70% reading does not mean the model expects a 70% gain and says nothing about how far the stock might move — only how likely it is to cross the +5% line at all. For the size of the move, read the expected-growth figure; buy probability answers “how likely,” not “how much.”
Example (illustrative): a ticker shows a buy probability of 68% at the three-month horizon. That reads as roughly a two-in-three chance of finishing more than 5% higher within about three months — and a one-in-three chance it doesn’t. It says nothing about whether the winning case is +6% or +30%. The figure is illustrative; the live ticker pages show each stock’s current reading.
The probability is calibrated — fitted on historical walk-forward folds so that, across many predictions, a stated 70% aims to line up with about a 70% observed success rate. That is the goal, not a guarantee: calibration is measured in aggregate and per-ticker verification rests on small samples, so any single 70% is a best-calibrated estimate, not a promise this exact stock delivers seven times in ten. Pair it with model confidence and the platform’s backtest accuracy.
No. It means roughly a 70% chance of clearing the return threshold (default +5%) within the horizon — the likelihood of that event, not the size of the move. Read expected growth for magnitude.
No. It is calibrated so a stated 70% aims to match about a 70% observed frequency in aggregate, but per-ticker verification rests on small samples — treat it as a best estimate, not a promise.
50% is a coin flip — no edge either way. Above 50% leans toward the gain happening; below 50% leans against.
Browse all S&P 500 tickers to see this metric applied to individual companies.
Educational research only — not investment advice.