gosongpa-3x

Phase2 STAGE2

DFEN

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

Current Winner

Model logistic_regression_gd

Context own_only

Own price_volume_core

Underlying underlying_trend_core

Label upmove_h10_abs10

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5754

Valid Top10 n 126

Valid Top10 y1 91

Valid Top10 y1/n 72.22%

Valid AUROC 0.6714

Valid Precision 59.81%

Valid Recall 40.35%

Valid F1 48.19%

Valid Brier 0.2182

Valid BSS 0.0600

Test @ Valid Top10 n 3

Test @ Valid Top10 y1 3

Test @ Valid Top10 y1/n 100.00%

Test AUROC 0.5256

Test Precision 62.50%

Test Recall 3.47%

Test F1 6.58%

Test Brier 0.2784

Test BSS -0.1135

BSS Decay -0.1735

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_only price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5754 126 91 72.22% 0.6714 59.81% 40.35% 48.19% 0.2182 0.0600 3 3 100.00% 0.5256 62.50% 3.47% 6.58% 0.2784 -0.1135 -0.1735 0.1289 0.2778
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6090 126 92 73.02% 0.5806 54.56% 51.85% 53.17% 0.2439 0.0242 9 8 88.89% 0.5514 63.19% 53.22% 57.78% 0.2485 -0.0225 -0.0466 0.0093 0.1587
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5990 126 93 73.81% 0.5896 57.21% 57.30% 57.26% 0.2442 0.0233 5 5 100.00% 0.5657 75.41% 26.90% 39.66% 0.2546 -0.0476 -0.0709 0.0214 0.2619
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5847 126 79 62.70% 0.6039 45.93% 37.96% 41.57% 0.2302 0.0086 8 6 75.00% 0.4260 42.86% 29.17% 34.71% 0.2710 -0.0840 -0.0926 0.0895 0.1230
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6159 126 85 67.46% 0.5556 55.68% 47.99% 51.55% 0.2516 -0.0065 28 24 85.71% 0.6317 66.30% 71.35% 68.73% 0.2478 -0.0195 -0.0130 -0.0035 0.1825
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6226 126 85 67.46% 0.6012 51.78% 41.00% 45.76% 0.2346 -0.0104 27 24 88.89% 0.5729 55.19% 59.03% 57.05% 0.2776 -0.1103 -0.0999 0.1740 0.2143
- logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4381 126 53 42.06% 0.6885 39.51% 15.46% 22.22% 0.1422 -0.0343 0 0 - 0.5433 - 0.00% - 0.2180 -0.0703 -0.0360 0.1943 -
- logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4652 126 43 34.13% 0.6563 35.14% 12.56% 18.51% 0.1466 -0.0664 38 14 36.84% 0.4914 41.67% 6.10% 10.64% 0.2241 -0.1002 -0.0338 0.1889 0.0272
- logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5077 126 44 34.92% 0.6242 33.85% 21.26% 26.11% 0.1583 -0.1512 37 15 40.54% 0.4240 40.00% 19.51% 26.23% 0.2361 -0.1592 -0.0079 0.1733 0.0562