gosongpa-3x

Phase2 STAGE2

DUSL

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_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5851

Valid Top10 n 126

Valid Top10 y1 83

Valid Top10 y1/n 65.87%

Valid AUROC 0.5794

Valid Precision 51.21%

Valid Recall 46.59%

Valid F1 48.79%

Valid Brier 0.2432

Valid BSS 0.0087

Test @ Valid Top10 n 10

Test @ Valid Top10 y1 8

Test @ Valid Top10 y1/n 80.00%

Test AUROC 0.5913

Test Precision 56.41%

Test Recall 19.30%

Test F1 28.76%

Test Brier 0.2285

Test BSS 0.0389

BSS Decay 0.0302

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_h5_abs5 expanding_monthly winsorize_p02_p98 0.5851 126 83 65.87% 0.5794 51.21% 46.59% 48.79% 0.2432 0.0087 10 8 80.00% 0.5913 56.41% 19.30% 28.76% 0.2285 0.0389 0.0302 -0.0312 0.1413
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5969 126 79 62.70% 0.5851 53.83% 46.59% 49.95% 0.2444 0.0038 5 5 100.00% 0.5278 52.17% 31.58% 39.34% 0.2461 -0.0353 -0.0391 0.0024 0.3730
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6369 126 74 58.73% 0.5721 48.71% 45.30% 46.95% 0.2474 -0.0084 5 4 80.00% 0.5005 43.40% 40.35% 41.82% 0.2574 -0.0827 -0.0743 0.0204 0.2127
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5727 126 75 59.52% 0.6094 50.16% 38.61% 43.64% 0.2211 -0.0143 14 8 57.14% 0.5525 37.14% 19.12% 25.24% 0.2042 -0.1321 -0.1178 -0.0272 -0.0238
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5698 126 78 61.90% 0.6117 51.19% 37.38% 43.20% 0.2217 -0.0171 3 3 100.00% 0.6426 80.00% 5.88% 10.96% 0.1675 0.0716 0.0887 -0.1198 0.3810
- logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6224 126 64 50.79% 0.5878 39.89% 35.15% 37.37% 0.2281 -0.0463 25 8 32.00% 0.4824 28.36% 27.94% 28.15% 0.2342 -0.2983 -0.2520 0.0331 -0.1879
- logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4849 126 60 47.62% 0.7449 48.72% 32.20% 38.78% 0.1272 -0.0524 0 0 - 0.7382 - 0.00% - 0.1017 0.0702 0.1226 -0.0651 -
- logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4824 126 36 28.57% 0.6960 28.00% 15.82% 20.22% 0.1367 -0.1309 13 5 38.46% 0.4645 30.00% 8.33% 13.04% 0.1507 -0.3778 -0.2469 0.0740 0.0989
- logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.4924 126 27 21.43% 0.6385 21.62% 13.56% 16.67% 0.1447 -0.1971 33 6 18.18% 0.4318 16.13% 13.89% 14.93% 0.1771 -0.6190 -0.4219 0.1207 -0.0325