gosongpa-3x

Phase2 STAGE2

KORU

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 0.6012

Valid Top10 n 126

Valid Top10 y1 75

Valid Top10 y1/n 59.52%

Valid AUROC 0.5435

Valid Precision 51.93%

Valid Recall 60.06%

Valid F1 55.70%

Valid Brier 0.2494

Valid BSS 0.0024

Test @ Valid Top10 n 4

Test @ Valid Top10 y1 4

Test @ Valid Top10 y1/n 100.00%

Test AUROC 0.4976

Test Precision 65.62%

Test Recall 33.51%

Test F1 44.37%

Test Brier 0.2495

Test BSS -0.0853

BSS Decay -0.0876

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 0.6012 126 75 59.52% 0.5435 51.93% 60.06% 55.70% 0.2494 0.0024 4 4 100.00% 0.4976 65.62% 33.51% 44.37% 0.2495 -0.0853 -0.0876 -0.0001 0.4048
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5414 126 78 61.90% 0.5245 53.04% 41.85% 46.79% 0.2500 0.0000 13 9 69.23% 0.5454 71.72% 37.77% 49.48% 0.2507 -0.0905 -0.0905 0.0014 0.0733
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5585 126 68 53.97% 0.5921 46.26% 40.57% 43.23% 0.2376 -0.0006 18 12 66.67% 0.5448 65.22% 34.09% 44.78% 0.2515 -0.0583 -0.0577 0.0268 0.1270
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5566 126 74 58.73% 0.5661 47.00% 36.89% 41.33% 0.2413 -0.0164 64 37 57.81% 0.5960 70.59% 61.36% 65.65% 0.2525 -0.0624 -0.0461 0.0233 -0.0092
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5495 126 72 57.14% 0.5406 50.47% 32.79% 39.75% 0.2416 -0.0174 4 3 75.00% 0.5351 83.33% 5.68% 10.64% 0.2746 -0.1556 -0.1382 0.0671 0.1786
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5785 126 74 58.73% 0.5349 53.15% 47.12% 49.96% 0.2554 -0.0216 92 68 73.91% 0.6122 71.68% 65.96% 68.70% 0.2329 -0.0130 0.0086 -0.0476 0.1518
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4275 126 23 18.25% 0.4445 20.00% 0.79% 1.52% 0.1890 -0.1763 1 0 0.00% 0.6113 - 0.00% - 0.2730 -0.1156 0.0607 0.1862 -0.1825
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.4952 126 21 16.67% 0.5260 15.52% 7.11% 9.76% 0.1905 -0.1854 101 47 46.53% 0.5502 48.15% 31.71% 38.24% 0.2463 -0.0068 0.1786 0.1214 0.2987
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4819 126 31 24.60% 0.5348 13.56% 3.16% 5.13% 0.1926 -0.1985 80 40 50.00% 0.5477 58.97% 18.70% 28.40% 0.2528 -0.0330 0.1655 0.1292 0.2540