gosongpa-3x

Phase2 STAGE2

CURE

ticker별 후보를 Stage 2 기준으로 나열합니다. winner가 있으면 가장 위에 표시됩니다.

Current Winner

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own trend_breakout_volume_full

Underlying underlying_trend_core

Label upmove_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5698

Valid Top10 n 126

Valid Top10 y1 92

Valid Top10 y1/n 73.02%

Valid AUROC 0.6346

Valid Precision 55.25%

Valid Recall 38.66%

Valid F1 45.49%

Valid Brier 0.2276

Valid BSS 0.0216

Test @ Valid Top10 n 25

Test @ Valid Top10 y1 11

Test @ Valid Top10 y1/n 44.00%

Test AUROC 0.6148

Test Precision 50.85%

Test Recall 25.64%

Test F1 34.09%

Test Brier 0.2338

Test BSS 0.0251

BSS Decay 0.0035

Winner Model Context Own Underlying Label WF Prep Valid Top10 p Valid Top10 n Valid Top10 y1 Valid Top10 y1/n Valid AUC Valid P Valid R Valid F1 Valid Brier Valid BSS Test @VTop10 n Test @VTop10 y1 Test @VTop10 y1/n Test AUC Test P Test R Test F1 Test Brier Test BSS BSS Decay LL Decay Top10 Decay
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5698 126 92 73.02% 0.6346 55.25% 38.66% 45.49% 0.2276 0.0216 25 11 44.00% 0.6148 50.85% 25.64% 34.09% 0.2338 0.0251 0.0035 0.0119 -0.2902
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6038 126 91 72.22% 0.6109 51.30% 42.76% 46.64% 0.2288 0.0164 22 12 54.55% 0.5765 48.94% 39.32% 43.60% 0.2421 -0.0095 -0.0258 0.0265 -0.1768
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5867 126 85 67.46% 0.5916 52.05% 32.83% 40.26% 0.2303 0.0100 19 10 52.63% 0.5068 45.26% 36.75% 40.57% 0.2586 -0.0779 -0.0879 0.0613 -0.1483
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5749 126 70 55.56% 0.6696 41.69% 44.60% 43.10% 0.1864 -0.0584 35 9 25.71% 0.4215 22.03% 17.33% 19.40% 0.2477 -0.2860 -0.2276 0.1264 -0.2984
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5289 126 63 50.00% 0.6465 42.54% 26.83% 32.91% 0.1871 -0.0627 8 4 50.00% 0.5520 40.00% 5.33% 9.41% 0.1971 -0.0236 0.0391 0.0260 0.0000
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5672 126 49 38.89% 0.5995 32.23% 30.66% 31.43% 0.2010 -0.1415 16 6 37.50% 0.4086 19.10% 22.67% 20.73% 0.2469 -0.2820 -0.1404 0.0983 -0.0139
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4072 126 28 22.22% 0.7338 28.81% 16.35% 20.86% 0.0887 -0.1700 4 1 25.00% 0.4091 100.00% 3.12% 6.06% 0.1137 -0.1508 0.0191 0.0956 0.0278
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.3743 126 29 23.02% 0.6609 25.00% 11.54% 15.79% 0.0917 -0.2095 2 1 50.00% 0.5577 100.00% 3.12% 6.06% 0.0983 0.0046 0.2141 0.0273 0.2698
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.4255 126 24 19.05% 0.7145 25.00% 14.42% 18.29% 0.0929 -0.2248 37 1 2.70% 0.3710 4.76% 3.12% 3.77% 0.1458 -0.4765 -0.2517 0.1705 -0.1634