gosongpa-3x

Phase2 STAGE2

DPST

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

Current Winner

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own price_volume_core

Underlying disabled

Label upmove_h10_abs10

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5384

Valid Top10 n 126

Valid Top10 y1 82

Valid Top10 y1/n 65.08%

Valid AUROC 0.5257

Valid Precision 55.09%

Valid Recall 42.72%

Valid F1 48.13%

Valid Brier 0.2505

Valid BSS -0.0029

Test @ Valid Top10 n 4

Test @ Valid Top10 y1 4

Test @ Valid Top10 y1/n 100.00%

Test AUROC 0.5533

Test Precision 68.18%

Test Recall 30.41%

Test F1 42.06%

Test Brier 0.2486

Test BSS 0.0049

BSS Decay 0.0078

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 price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5384 126 82 65.08% 0.5257 55.09% 42.72% 48.13% 0.2505 -0.0029 4 4 100.00% 0.5533 68.18% 30.41% 42.06% 0.2486 0.0049 0.0078 -0.0040 0.3492
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6049 126 76 60.32% 0.5395 54.12% 53.87% 54.00% 0.2519 -0.0084 9 7 77.78% 0.5125 47.09% 54.73% 50.62% 0.2487 0.0045 0.0128 -0.0073 0.1746
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5951 126 69 54.76% 0.4952 50.71% 50.00% 50.35% 0.2542 -0.0175 19 12 63.16% 0.4853 53.85% 47.30% 50.36% 0.2537 -0.0157 0.0017 -0.0014 0.0840
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6256 126 82 65.08% 0.5113 62.00% 77.32% 68.82% 0.2417 -0.0302 42 32 76.19% 0.5941 59.29% 95.40% 73.13% 0.2360 0.0216 0.0517 -0.0120 0.1111
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6289 126 86 68.25% 0.5338 62.60% 77.20% 69.14% 0.2422 -0.0323 6 3 50.00% 0.5071 59.31% 78.74% 67.65% 0.2470 -0.0241 0.0081 0.0098 -0.1825
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6401 126 87 69.05% 0.5232 62.47% 71.46% 66.67% 0.2444 -0.0419 14 10 71.43% 0.4962 57.99% 72.99% 64.63% 0.2486 -0.0307 0.0112 0.0086 0.0238
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5146 126 37 29.37% 0.5322 30.21% 14.95% 20.00% 0.2312 -0.0841 6 4 66.67% 0.4532 58.33% 8.05% 14.14% 0.2364 -0.1215 -0.0374 0.0095 0.3730
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4807 126 38 30.16% 0.4662 33.33% 6.44% 10.80% 0.2327 -0.0910 3 3 100.00% 0.5570 100.00% 1.15% 2.27% 0.2125 -0.0079 0.0830 -0.0437 0.6984
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5459 126 40 31.75% 0.5052 31.38% 26.29% 28.61% 0.2401 -0.1255 24 14 58.33% 0.4260 46.67% 24.14% 31.82% 0.2493 -0.1825 -0.0570 0.0188 0.2659