gosongpa-3x

Phase2 STAGE2

EDC

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

Current Winner

Model logistic_regression_gd

Context own_only

Own trend_breakout_volume_full

Underlying disabled

Label upmove_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5767

Valid Top10 n 126

Valid Top10 y1 88

Valid Top10 y1/n 69.84%

Valid AUROC 0.6142

Valid Precision 55.15%

Valid Recall 41.23%

Valid F1 47.19%

Valid Brier 0.2335

Valid BSS 0.0363

Test @ Valid Top10 n 7

Test @ Valid Top10 y1 7

Test @ Valid Top10 y1/n 100.00%

Test AUROC 0.5904

Test Precision 65.71%

Test Recall 17.04%

Test F1 27.06%

Test Brier 0.2420

Test BSS 0.0259

BSS Decay -0.0105

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_breakout_volume_full disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5767 126 88 69.84% 0.6142 55.15% 41.23% 47.19% 0.2335 0.0363 7 7 100.00% 0.5904 65.71% 17.04% 27.06% 0.2420 0.0259 -0.0105 0.0172 0.3016
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5822 126 80 63.49% 0.6122 56.16% 47.40% 51.41% 0.2375 0.0199 24 18 75.00% 0.6229 56.12% 40.74% 47.21% 0.2375 0.0439 0.0240 -0.0012 0.1151
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5520 126 71 56.35% 0.6365 51.08% 31.55% 39.01% 0.2066 0.0111 5 5 100.00% 0.5874 100.00% 5.56% 10.53% 0.2277 0.0285 0.0174 0.0462 0.4365
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6178 126 74 58.73% 0.5545 48.05% 40.27% 43.82% 0.2477 -0.0222 8 6 75.00% 0.6157 51.35% 42.22% 46.34% 0.2395 0.0362 0.0584 -0.0197 0.1627
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5283 126 55 43.65% 0.5823 44.44% 22.46% 29.84% 0.2162 -0.0348 23 15 65.22% 0.6724 65.85% 25.00% 36.24% 0.2163 0.0771 0.1119 -0.0017 0.2157
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5785 126 50 39.68% 0.5598 32.46% 29.68% 31.01% 0.2290 -0.0961 33 23 69.70% 0.5949 42.05% 34.26% 37.76% 0.2341 0.0010 0.0971 0.0086 0.3001
- logistic_regression_gd own_only trend_breakout_volume_full disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.3972 126 30 23.81% 0.6142 29.41% 9.38% 14.22% 0.1232 -0.1094 2 1 50.00% 0.5457 - 0.00% - 0.1236 0.0077 0.1171 0.0094 0.2619
- logistic_regression_gd own_only trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4198 126 28 22.22% 0.6302 28.07% 10.00% 14.75% 0.1280 -0.1533 24 8 33.33% 0.6855 46.15% 14.29% 21.82% 0.1212 0.0267 0.1799 -0.0336 0.1111
- logistic_regression_gd own_only trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5104 126 28 22.22% 0.6448 20.57% 18.12% 19.27% 0.1342 -0.2091 19 10 52.63% 0.6130 50.00% 23.81% 32.26% 0.1372 -0.1013 0.1079 0.0230 0.3041