Phase2 STAGE2

EURL

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

Current Winner

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own trend_breakout_volume_full

Underlying disabled

Label upmove_h10_abs10

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5661

Valid Top10 n 126

Valid Top10 y1 76

Valid Top10 y1/n 60.32%

Valid AUROC 0.6969

Valid Precision 57.59%

Valid Recall 35.15%

Valid F1 43.65%

Valid Brier 0.1908

Valid BSS 0.0765

Test @ Valid Top10 n 9

Test @ Valid Top10 y1 8

Test @ Valid Top10 y1/n 88.89%

Test AUROC 0.5853

Test Precision 80.00%

Test Recall 11.11%

Test F1 19.51%

Test Brier 0.1789

Test BSS 0.0459

BSS Decay -0.0307

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	trend_breakout_volume_full	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5661	126	76	60.32%	0.6969	57.59%	35.15%	43.65%	0.1908	0.0765	9	8	88.89%	0.5853	80.00%	11.11%	19.51%	0.1789	0.0459	-0.0307	-0.0195	0.2857
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5620	126	78	61.90%	0.6757	54.50%	32.97%	41.09%	0.1936	0.0630	11	6	54.55%	0.6638	51.72%	20.83%	29.70%	0.1814	0.0323	-0.0306	-0.0294	-0.0736
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.6225	126	87	69.05%	0.6570	57.78%	40.63%	47.71%	0.2225	0.0534	7	6	85.71%	0.6203	70.27%	24.76%	36.62%	0.2182	0.0511	-0.0022	-0.0098	0.1667
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5929	126	74	58.73%	0.6325	54.13%	40.00%	46.00%	0.2269	0.0347	8	6	75.00%	0.6278	56.25%	34.29%	42.60%	0.2253	0.0201	-0.0146	-0.0041	0.1627
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.3490	126	38	30.16%	0.7350	26.67%	8.39%	12.77%	0.1000	0.0071	5	4	80.00%	0.8997	66.67%	11.76%	20.00%	0.0463	0.1662	0.1591	-0.1453	0.4984
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6081	126	71	56.35%	0.5924	46.80%	33.89%	39.32%	0.2363	-0.0057	16	11	68.75%	0.6381	54.22%	42.86%	47.87%	0.2273	0.0116	0.0173	-0.0463	0.1240
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5926	126	65	51.59%	0.6541	46.67%	36.24%	40.80%	0.2085	-0.0089	20	15	75.00%	0.6548	42.11%	33.33%	37.21%	0.1900	-0.0133	-0.0043	-0.0536	0.2341
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4812	126	36	28.57%	0.7201	30.00%	23.08%	26.09%	0.1122	-0.1137	18	9	50.00%	0.7510	50.00%	52.94%	51.43%	0.0531	0.0434	0.1570	-0.1469	0.2143
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.4764	126	38	30.16%	0.7493	34.02%	23.08%	27.50%	0.1161	-0.1524	35	9	25.71%	0.8322	30.00%	52.94%	38.30%	0.0877	-0.5792	-0.4268	-0.0984	-0.0444