Live signals — updated daily after the US market close. Probabilities are estimates from a frozen, publicly documented model.
Estimated probabilities. Public track record. Wins and losses.
QuantSignal publishes daily probability estimates for ~50 large-cap US stocks, computed by deterministic ML models trained on public price data. Every signal and every outcome is published — nothing is hand-picked, nothing is hidden.
Precision at 5% coverage — out-of-sample holdout, Aug 2026
+2.6%/trade
Net return per signal after estimated costs (backtested)
469k
Signals in the out-of-sample evaluation
How it works
Public data only. Daily open/high/low/close/volume for ~50 large-cap US tickers. No news, no sentiment, no non-public information.
One frozen model. A versioned, checksummed ML model turns the data into probability estimates. Same inputs, same model, same output for every visitor.
Definition with every number. Each signal states exactly what it estimates — e.g. "estimated historical probability of +3% within 2 trading days" — plus the test period and cost assumptions.
Everything is recorded. A date-stamped, append-only log of every signal and what actually happened next. Wins and losses, never edited.
This is research, not advice. Non-personalized: everyone sees the same numbers. You make your own decisions.
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