Current Promoted
Model logistic_regression_gd
Context own_only
Own price_volume_core
Underlying disabled
Label upmove_h5_abs5
WF expanding_monthly
Prep winsorize_p02_p98
Phase2 STAGE2
EDZ
ticker별 후보를 Stage 2 기준으로 나열합니다. promoted row는 가장 위에 표시됩니다.
Quality
Valid Top10 p 0.5340
Valid Top10 n 126
Valid Top10 y1 58
Valid Top10 y1/n 46.03%
Valid AUROC 0.5231
Valid Precision 44.95%
Valid Recall 33.58%
Valid F1 38.44%
Valid Brier 0.2484
Valid BSS -0.0187
Test @ Valid Top10 n 10
Test @ Valid Top10 y1 5
Test @ Valid Top10 y1/n 50.00%
Test AUROC 0.6511
Test Precision 42.55%
Test Recall 23.26%
Test F1 30.08%
Test Brier 0.2316
Test BSS -0.1169
BSS Decay -0.0982
| Promoted | 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 | disabled | upmove_h5_abs5 | expanding_monthly | winsorize_p02_p98 | 0.5340 | 126 | 58 | 46.03% | 0.5231 | 44.95% | 33.58% | 38.44% | 0.2484 | -0.0187 | 10 | 5 | 50.00% | 0.6511 | 42.55% | 23.26% | 30.08% | 0.2316 | -0.1169 | -0.0982 | -0.0338 | 0.0397 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | fixed504_monthly | winsorize_p02_p98 | 0.5654 | 126 | 51 | 40.48% | 0.5240 | 41.37% | 30.75% | 35.28% | 0.2507 | -0.0284 | 7 | 3 | 42.86% | 0.5177 | 36.54% | 22.09% | 27.54% | 0.2344 | -0.1301 | -0.1017 | -0.0345 | 0.0238 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | fixed252_monthly | winsorize_p02_p98 | 0.5841 | 126 | 60 | 47.62% | 0.5273 | 43.87% | 41.89% | 42.86% | 0.2526 | -0.0360 | 3 | 0 | 0.00% | 0.5138 | 26.47% | 20.93% | 23.38% | 0.2288 | -0.1036 | -0.0676 | -0.0484 | -0.4762 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed504_monthly | winsorize_p02_p98 | 0.5346 | 126 | 59 | 46.83% | 0.5549 | 40.52% | 33.90% | 36.92% | 0.2351 | -0.0702 | 9 | 3 | 33.33% | 0.5448 | 23.53% | 14.81% | 18.18% | 0.2103 | -0.3803 | -0.3101 | -0.0487 | -0.1349 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | expanding_monthly | winsorize_p02_p98 | 0.5068 | 126 | 45 | 35.71% | 0.4896 | 33.57% | 11.71% | 17.36% | 0.2376 | -0.0815 | 5 | 1 | 20.00% | 0.5372 | 14.29% | 1.85% | 3.28% | 0.2076 | -0.3627 | -0.2812 | -0.0635 | -0.1571 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed252_monthly | winsorize_p02_p98 | 0.5958 | 126 | 41 | 32.54% | 0.5158 | 33.43% | 27.80% | 30.36% | 0.2462 | -0.1207 | 0 | 0 | - | 0.4506 | 4.35% | 1.85% | 2.60% | 0.1977 | -0.2976 | -0.1769 | -0.0918 | - |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.5158 | 126 | 30 | 23.81% | 0.5872 | 25.00% | 17.81% | 20.80% | 0.1727 | -0.2010 | 3 | 0 | 0.00% | 0.4011 | 0.00% | 0.00% | - | 0.1069 | -0.3016 | -0.1006 | -0.1468 | -0.2381 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4086 | 126 | 8 | 6.35% | 0.4197 | 0.00% | 0.00% | - | 0.1750 | -0.2174 | 24 | 0 | 0.00% | 0.4185 | 0.00% | 0.00% | - | 0.1222 | -0.4880 | -0.2706 | -0.1272 | -0.0635 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5401 | 126 | 21 | 16.67% | 0.4945 | 17.93% | 15.07% | 16.38% | 0.1956 | -0.3602 | 1 | 0 | 0.00% | 0.3209 | 0.00% | 0.00% | - | 0.1179 | -0.4361 | -0.0759 | -0.1627 | -0.1667 |