gosongpa-3x

Phase2 STAGE2

MEXX

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_breakout

Label upmove_h5_abs5

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6252

Valid Top10 n 126

Valid Top10 y1 94

Valid Top10 y1/n 74.60%

Valid AUROC 0.5941

Valid Precision 58.98%

Valid Recall 61.12%

Valid F1 60.03%

Valid Brier 0.2444

Valid BSS 0.0199

Test @ Valid Top10 n 29

Test @ Valid Top10 y1 21

Test @ Valid Top10 y1/n 72.41%

Test AUROC 0.5248

Test Precision 65.14%

Test Recall 40.34%

Test F1 49.82%

Test Brier 0.2518

Test BSS -0.0500

BSS Decay -0.0698

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_breakout upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6252 126 94 74.60% 0.5941 58.98% 61.12% 60.03% 0.2444 0.0199 29 21 72.41% 0.5248 65.14% 40.34% 49.82% 0.2518 -0.0500 -0.0698 0.0144 -0.0219
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5595 126 77 61.11% 0.5818 48.66% 37.20% 42.16% 0.2400 0.0182 5 5 100.00% 0.5548 88.89% 5.26% 9.94% 0.2679 -0.0751 -0.0932 0.0583 0.3889
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6102 126 80 63.49% 0.5598 55.71% 59.76% 57.66% 0.2470 0.0093 6 6 100.00% 0.5892 76.79% 24.43% 37.07% 0.2526 -0.0532 -0.0625 0.0111 0.3651
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5788 126 83 65.87% 0.5902 52.83% 47.10% 49.80% 0.2427 0.0069 8 8 100.00% 0.5172 58.89% 34.87% 43.80% 0.2520 -0.0110 -0.0179 0.0173 0.3413
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6171 126 88 69.84% 0.5398 56.04% 50.53% 53.14% 0.2521 -0.0111 11 9 81.82% 0.5092 67.89% 42.05% 51.93% 0.2605 -0.0859 -0.0748 0.0171 0.1198
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6163 126 65 51.59% 0.5106 45.53% 43.74% 44.61% 0.2598 -0.0629 1 1 100.00% 0.5107 57.14% 42.11% 48.48% 0.2698 -0.0827 -0.0198 0.0249 0.4841
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4666 126 39 30.95% 0.6178 28.57% 8.54% 13.15% 0.1848 -0.0652 1 0 0.00% 0.5636 - 0.00% - 0.2021 -0.0152 0.0500 0.0499 -0.3095
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5283 126 38 30.16% 0.5702 26.70% 16.73% 20.57% 0.2007 -0.1571 8 3 37.50% 0.3850 37.50% 7.59% 12.63% 0.2357 -0.1842 -0.0272 0.0830 0.0734
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5503 126 33 26.19% 0.5285 25.25% 18.15% 21.12% 0.2158 -0.2439 6 2 33.33% 0.4187 36.84% 8.86% 14.29% 0.2419 -0.2154 0.0286 0.0664 0.0714