Phase2 STAGE2

FAS

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 underlying_trend_core

Label upmove_h5_abs5

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6024

Valid Top10 n 126

Valid Top10 y1 82

Valid Top10 y1/n 65.08%

Valid AUROC 0.5750

Valid Precision 54.44%

Valid Recall 47.45%

Valid F1 50.70%

Valid Brier 0.2452

Valid BSS 0.0181

Test @ Valid Top10 n 27

Test @ Valid Top10 y1 16

Test @ Valid Top10 y1/n 59.26%

Test AUROC 0.6198

Test Precision 50.85%

Test Recall 50.42%

Test F1 50.63%

Test Brier 0.2375

Test BSS 0.0152

BSS Decay -0.0029

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	underlying_trend_core	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.6024	126	82	65.08%	0.5750	54.44%	47.45%	50.70%	0.2452	0.0181	27	16	59.26%	0.6198	50.85%	50.42%	50.63%	0.2375	0.0152	-0.0029	-0.0150	-0.0582
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5838	126	70	55.56%	0.6048	49.11%	40.76%	44.55%	0.2320	0.0137	11	7	63.64%	0.7306	43.75%	33.33%	37.84%	0.2029	-0.1873	-0.2009	-0.0617	0.0808
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6097	126	86	68.25%	0.5734	54.74%	51.40%	53.02%	0.2467	0.0119	15	13	86.67%	0.6294	54.55%	60.50%	57.37%	0.2391	0.0085	-0.0035	-0.0180	0.1841
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5705	126	85	67.46%	0.5668	57.46%	43.16%	49.29%	0.2471	0.0103	19	17	89.47%	0.6254	52.58%	42.86%	47.22%	0.2385	0.0112	0.0008	-0.0183	0.2201
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5394	126	77	61.11%	0.5744	53.78%	28.36%	37.14%	0.2360	-0.0032	10	4	40.00%	0.7043	46.15%	19.05%	26.97%	0.1843	-0.0786	-0.0754	-0.1135	-0.2111
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5865	126	70	55.56%	0.5678	44.23%	38.66%	41.26%	0.2413	-0.0258	30	23	76.67%	0.7675	46.25%	58.73%	51.75%	0.1827	-0.0689	-0.0431	-0.1308	0.2111
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4359	126	45	35.71%	0.6000	42.42%	5.67%	10.00%	0.1672	-0.0595	0	0	-	0.6736	-	0.00%	-	0.0832	-0.0501	0.0095	-0.2060	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4913	126	35	27.78%	0.6140	29.20%	13.36%	18.33%	0.1765	-0.1183	19	5	26.32%	0.6704	31.25%	20.00%	24.39%	0.1443	-0.8200	-0.7017	-0.0620	-0.0146
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5276	126	33	26.19%	0.5533	23.66%	17.81%	20.32%	0.1908	-0.2091	20	8	40.00%	0.7775	37.50%	36.00%	36.73%	0.1209	-0.5256	-0.3165	-0.1675	0.1381