Phase2 STAGE2

FAZ

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 disabled

Label upmove_h5_abs5

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5586

Valid Top10 n 126

Valid Top10 y1 67

Valid Top10 y1/n 53.17%

Valid AUROC 0.5862

Valid Precision 49.56%

Valid Recall 31.88%

Valid F1 38.80%

Valid Brier 0.2417

Valid BSS 0.0070

Test @ Valid Top10 n 11

Test @ Valid Top10 y1 5

Test @ Valid Top10 y1/n 45.45%

Test AUROC 0.4582

Test Precision 43.40%

Test Recall 20.00%

Test F1 27.38%

Test Brier 0.2502

Test BSS -0.0495

BSS Decay -0.0565

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	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5586	126	67	53.17%	0.5862	49.56%	31.88%	38.80%	0.2417	0.0070	11	5	45.45%	0.4582	43.40%	20.00%	27.38%	0.2502	-0.0495	-0.0565	0.0152	-0.0772
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.5790	126	68	53.97%	0.5582	47.24%	37.38%	41.74%	0.2449	-0.0060	21	6	28.57%	0.4959	41.38%	31.30%	35.64%	0.2578	-0.0811	-0.0750	0.0284	-0.2540
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5347	126	62	49.21%	0.5536	50.64%	37.57%	43.14%	0.2510	-0.0313	8	4	50.00%	0.5468	51.61%	13.91%	21.92%	0.2418	-0.0142	0.0171	-0.0226	0.0079
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5733	126	51	40.48%	0.5511	41.18%	31.59%	35.75%	0.2365	-0.0620	12	1	8.33%	0.5160	16.22%	7.59%	10.34%	0.2278	-0.1445	-0.0825	-0.0182	-0.3214
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5342	126	49	38.89%	0.5447	43.14%	26.13%	32.54%	0.2368	-0.0635	9	3	33.33%	0.4774	35.29%	7.59%	12.50%	0.2206	-0.1083	-0.0448	-0.0366	-0.0556
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5124	126	54	42.86%	0.5211	38.07%	17.81%	24.27%	0.2414	-0.0840	4	2	50.00%	0.4808	33.33%	2.53%	4.71%	0.2255	-0.1330	-0.0490	-0.0414	0.0714
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4805	126	29	23.02%	0.5332	25.00%	8.15%	12.30%	0.1832	-0.2138	3	0	0.00%	0.5594	0.00%	0.00%	-	0.1199	-0.1516	0.0622	-0.1516	-0.2302
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5259	126	26	20.63%	0.5591	27.84%	21.03%	23.96%	0.1877	-0.2439	4	1	25.00%	0.3690	20.00%	2.94%	5.13%	0.1516	-0.4558	-0.2119	-0.0725	0.0437
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4259	126	29	23.02%	0.4184	40.00%	4.29%	7.75%	0.1888	-0.2513	19	3	15.79%	0.7239	-	0.00%	-	0.1199	-0.1518	0.0995	-0.1709	-0.0723