Phase2 STAGE2

DRN

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

Current Winner

Model logistic_regression_gd

Context own_only

Own trend_volatility_core

Underlying disabled

Label upmove_h5_abs5

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6030

Valid Top10 n 126

Valid Top10 y1 70

Valid Top10 y1/n 55.56%

Valid AUROC 0.5700

Valid Precision 53.99%

Valid Recall 51.75%

Valid F1 52.85%

Valid Brier 0.2479

Valid BSS 0.0064

Test @ Valid Top10 n 3

Test @ Valid Top10 y1 3

Test @ Valid Top10 y1/n 100.00%

Test AUROC 0.6229

Test Precision 48.84%

Test Recall 40.78%

Test F1 44.44%

Test Brier 0.2319

Test BSS -0.0171

BSS Decay -0.0235

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	trend_volatility_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.6030	126	70	55.56%	0.5700	53.99%	51.75%	52.85%	0.2479	0.0064	3	3	100.00%	0.6229	48.84%	40.78%	44.44%	0.2319	-0.0171	-0.0235	-0.0332	0.4444
-	logistic_regression_gd	own_only	trend_volatility_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5977	126	81	64.29%	0.5532	50.91%	46.59%	48.65%	0.2486	0.0034	5	4	80.00%	0.6405	58.44%	43.69%	50.00%	0.2314	-0.0149	-0.0184	-0.0356	0.1571
-	logistic_regression_gd	own_only	trend_volatility_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.6071	126	76	60.32%	0.6015	53.15%	36.65%	43.38%	0.2360	0.0023	4	4	100.00%	0.6287	59.09%	22.03%	32.10%	0.1908	-0.1713	-0.1736	-0.0989	0.3968
-	logistic_regression_gd	own_only	trend_volatility_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6085	126	61	48.41%	0.5517	52.26%	44.26%	47.93%	0.2546	-0.0203	0	0	-	0.5666	42.68%	33.98%	37.84%	0.2385	-0.0464	-0.0261	-0.0328	-
-	logistic_regression_gd	own_only	trend_volatility_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.6255	126	66	52.38%	0.5887	48.96%	43.69%	46.17%	0.2439	-0.0313	19	14	73.68%	0.6082	36.96%	28.81%	32.38%	0.1805	-0.1079	-0.0767	-0.1252	0.2130
-	logistic_regression_gd	own_only	trend_volatility_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.6101	126	64	50.79%	0.5834	49.22%	45.76%	47.42%	0.2468	-0.0433	9	3	33.33%	0.6048	46.67%	35.59%	40.38%	0.1912	-0.1741	-0.1308	-0.1202	-0.1746
-	logistic_regression_gd	own_only	trend_volatility_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4585	126	51	40.48%	0.6354	41.11%	16.52%	23.57%	0.1554	-0.0619	2	1	50.00%	0.4532	100.00%	5.88%	11.11%	0.0733	-0.3189	-0.2571	-0.1919	0.0952
-	logistic_regression_gd	own_only	trend_volatility_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.5241	126	41	32.54%	0.5989	28.81%	22.77%	25.44%	0.1738	-0.1877	19	2	10.53%	0.4155	9.52%	11.76%	10.53%	0.0960	-0.7289	-0.5412	-0.2002	-0.2201
-	logistic_regression_gd	own_only	trend_volatility_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5207	126	30	23.81%	0.5754	22.60%	17.86%	19.95%	0.1788	-0.2219	0	0	-	0.5817	-	0.00%	-	0.0606	-0.0918	0.1301	-0.2984	-