Stress tests, e.g., the cardiac stress test, are standard clinical screening tools aimed to unmask clinical pathology. As such stress tests indirectly measure physiological reserves. The term reserve has been developed to account for the dis-junction, often observed, between pathology and clinical manifestation. It describes a physiological capacity that is utilized in demanding situations. However, developing a new and reliable stress test based screening tool is complex, prolonged, and relies extensively on domain knowledge. We propose a novel distributional-free machine–learning framework, the Stress Test Performance Scoring (STEPS) framework, to model expected performance in a stress test. A performance scoring function is trained with measures taken during the performance in a given task while exploiting information regarding the stress test set-up and subjects’ medical state. Multiple ways of aggregating performance scores at different stress levels are suggested and are examined with an extensive simulation study. When applied to a real-world data example, an AUC of 84.35[95%CI: 70.68 − 95.13] was obtained for the STEPS framework to distinguish subjects with neurodegeneration from controls. In summary, STEPS improved screening by exploiting existing domain knowledge and state-of-the-art clinical measures. The STEPS framework can ease and speed up the production of new stress tests.