Phase2 STAGE2

LABU

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_volatility_core

Underlying underlying_trend_breakout

Label upmove_h10_abs10

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5831

Valid Top10 n 126

Valid Top10 y1 83

Valid Top10 y1/n 65.87%

Valid AUROC 0.6011

Valid Precision 62.17%

Valid Recall 56.01%

Valid F1 58.93%

Valid Brier 0.2427

Valid BSS 0.0257

Test @ Valid Top10 n 7

Test @ Valid Top10 y1 5

Test @ Valid Top10 y1/n 71.43%

Test AUROC 0.5316

Test Precision 72.92%

Test Recall 21.08%

Test F1 32.71%

Test Brier 0.2572

Test BSS -0.0535

BSS Decay -0.0792

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_volatility_core	underlying_trend_breakout	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5831	126	83	65.87%	0.6011	62.17%	56.01%	58.93%	0.2427	0.0257	7	5	71.43%	0.5316	72.92%	21.08%	32.71%	0.2572	-0.0535	-0.0792	0.0295	0.0556
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_volatility_core	underlying_trend_breakout	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.7081	126	95	75.40%	0.6068	69.09%	88.37%	77.55%	0.2260	0.0073	15	9	60.00%	0.4895	67.23%	80.20%	73.15%	0.2408	-0.0932	-0.1005	0.0302	-0.1540
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_volatility_core	underlying_trend_breakout	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.6060	126	76	60.32%	0.5586	57.09%	47.75%	52.00%	0.2518	-0.0109	73	42	57.53%	0.4980	57.46%	46.39%	51.33%	0.2617	-0.0718	-0.0609	0.0201	-0.0278
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_volatility_core	underlying_trend_breakout	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.5031	126	51	40.48%	0.5591	39.42%	13.40%	20.00%	0.2213	-0.0166	5	2	40.00%	0.4864	40.00%	1.83%	3.51%	0.2447	-0.0404	-0.0239	0.0531	-0.0048
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_volatility_core	underlying_trend_breakout	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.7259	126	98	77.78%	0.5631	67.01%	80.54%	73.15%	0.2327	-0.0223	3	3	100.00%	0.5425	70.13%	54.82%	61.54%	0.2442	-0.1086	-0.0863	0.0239	0.2222
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_volatility_core	underlying_trend_breakout	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.6205	126	72	57.14%	0.5052	53.40%	55.41%	54.38%	0.2551	-0.0238	15	13	86.67%	0.5682	63.86%	31.93%	42.57%	0.2509	-0.0277	-0.0039	-0.0082	0.2952
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_volatility_core	underlying_trend_breakout	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5270	126	57	45.24%	0.5439	37.96%	23.08%	28.70%	0.2315	-0.0633	73	21	28.77%	0.4267	28.00%	25.69%	26.79%	0.2653	-0.1278	-0.0645	0.0661	-0.1647
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_volatility_core	underlying_trend_breakout	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.5145	126	48	38.10%	0.5061	37.44%	18.11%	24.41%	0.2385	-0.0953	33	13	39.39%	0.5369	41.67%	18.35%	25.48%	0.2457	-0.0446	0.0507	0.0107	0.0130
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_volatility_core	underlying_trend_breakout	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6682	126	86	68.25%	0.5191	67.18%	58.38%	62.48%	0.2497	-0.0969	15	12	80.00%	0.5534	69.86%	51.78%	59.48%	0.2444	-0.1093	-0.0124	-0.0117	0.1175