Phase2 STAGE2

LABD

ticker별 후보를 Stage 2 기준으로 나열합니다. promoted row는 가장 위에 표시됩니다.

Current Promoted

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own price_volume_core

Underlying disabled

Label upmove_h10_abs10

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5773

Valid Top10 n 126

Valid Top10 y1 71

Valid Top10 y1/n 56.35%

Valid AUROC 0.4851

Valid Precision 58.34%

Valid Recall 65.89%

Valid F1 61.89%

Valid Brier 0.2496

Valid BSS -0.0233

Test @ Valid Top10 n 0

Test @ Valid Top10 y1 0

Test @ Valid Top10 y1/n -

Test AUROC 0.5388

Test Precision 34.76%

Test Recall 82.65%

Test F1 48.94%

Test Brier 0.2514

Test BSS -0.1200

BSS Decay -0.0967

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_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5773	126	71	56.35%	0.4851	58.34%	65.89%	61.89%	0.2496	-0.0233	0	0	-	0.5388	34.76%	82.65%	48.94%	0.2514	-0.1200	-0.0967	0.0037	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.6347	126	80	63.49%	0.4958	57.28%	59.01%	58.13%	0.2510	-0.0292	1	0	0.00%	0.5103	30.23%	26.53%	28.26%	0.2479	-0.1044	-0.0752	-0.0065	-0.6349
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4927	126	39	30.95%	0.4746	28.38%	4.38%	7.58%	0.2460	-0.0423	23	4	17.39%	0.4283	16.67%	5.56%	8.33%	0.2153	-0.4131	-0.3707	-0.0621	-0.1356
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.6622	126	77	61.11%	0.4857	56.88%	64.79%	60.58%	0.2548	-0.0444	0	0	-	0.4513	28.12%	36.73%	31.86%	0.2572	-0.1457	-0.1013	0.0064	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.5114	126	44	34.92%	0.4888	32.86%	14.58%	20.20%	0.2489	-0.0547	14	0	0.00%	0.5915	5.56%	1.85%	2.78%	0.2011	-0.3198	-0.2651	-0.1023	-0.3492
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5557	126	41	32.54%	0.4778	36.36%	32.50%	34.32%	0.2524	-0.0695	17	2	11.76%	0.4568	7.41%	11.11%	8.89%	0.2200	-0.4439	-0.3744	-0.0656	-0.2077
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.7067	126	89	70.63%	0.4785	67.66%	98.36%	80.17%	0.2342	-0.0729	1	1	100.00%	0.4867	59.39%	100.00%	74.52%	0.2429	-0.0070	0.0659	0.0171	0.2937
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.6434	126	85	67.46%	0.4852	67.28%	85.81%	75.43%	0.2414	-0.1057	0	0	-	0.4929	58.79%	67.24%	62.73%	0.2479	-0.0277	0.0779	0.0125	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.7503	126	89	70.63%	0.4723	67.40%	82.65%	74.25%	0.2415	-0.1061	0	0	-	0.3961	52.84%	53.45%	53.14%	0.2567	-0.0644	0.0417	0.0293	-