Phase2 STAGE2

DRV

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_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5073

Valid Top10 n 126

Valid Top10 y1 57

Valid Top10 y1/n 45.24%

Valid AUROC 0.5092

Valid Precision 43.33%

Valid Recall 17.87%

Valid F1 25.30%

Valid Brier 0.2489

Valid BSS -0.0013

Test @ Valid Top10 n 18

Test @ Valid Top10 y1 10

Test @ Valid Top10 y1/n 55.56%

Test AUROC 0.5378

Test Precision 47.37%

Test Recall 18.37%

Test F1 26.47%

Test Brier 0.2434

Test BSS -0.0936

BSS Decay -0.0923

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_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5073	126	57	45.24%	0.5092	43.33%	17.87%	25.30%	0.2489	-0.0013	18	10	55.56%	0.5378	47.37%	18.37%	26.47%	0.2434	-0.0936	-0.0923	-0.0110	0.1032
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6196	126	70	55.56%	0.5692	51.93%	50.86%	51.39%	0.2491	-0.0022	6	1	16.67%	0.4723	29.25%	31.63%	30.39%	0.2486	-0.1168	-0.1146	-0.0017	-0.3889
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5484	126	50	39.68%	0.5180	49.58%	40.38%	44.51%	0.2534	-0.0192	2	0	0.00%	0.4284	16.67%	4.08%	6.56%	0.2468	-0.1089	-0.0897	-0.0135	-0.3968
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5731	126	64	50.79%	0.5696	40.64%	34.94%	37.58%	0.2371	-0.0481	20	3	15.00%	0.5788	21.05%	15.09%	17.58%	0.1977	-0.3163	-0.2682	-0.0960	-0.3579
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.4770	126	36	28.57%	0.4409	38.78%	4.37%	7.85%	0.2422	-0.0708	18	6	33.33%	0.5481	42.86%	5.66%	10.00%	0.2129	-0.4179	-0.3471	-0.0603	0.0476
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5408	126	43	34.13%	0.5070	40.59%	25.29%	31.16%	0.2470	-0.0919	3	0	0.00%	0.5554	37.50%	5.66%	9.84%	0.1723	-0.1476	-0.0557	-0.1647	-0.3413
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.3856	126	8	6.35%	0.3480	25.00%	0.82%	1.58%	0.1856	-0.1837	40	10	25.00%	0.8264	-	0.00%	-	0.0920	-0.2521	-0.0684	-0.2412	0.1865
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5213	126	36	28.57%	0.5822	25.62%	16.73%	20.25%	0.1905	-0.2150	10	2	20.00%	0.6668	18.18%	8.70%	11.76%	0.1049	-0.4272	-0.2122	-0.2172	-0.0857
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4718	126	22	17.46%	0.5116	16.67%	3.27%	5.46%	0.1918	-0.2228	1	0	0.00%	0.6443	0.00%	0.00%	-	0.0828	-0.1271	0.0957	-0.2764	-0.1746