gosongpa-3x

Phase2 STAGE2

MIDU

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_breakout_volume_full

Underlying underlying_trend_breakout

Label upmove_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6484

Valid Top10 n 126

Valid Top10 y1 96

Valid Top10 y1/n 76.19%

Valid AUROC 0.6642

Valid Precision 60.76%

Valid Recall 61.37%

Valid F1 61.06%

Valid Brier 0.2323

Valid BSS 0.0687

Test @ Valid Top10 n 27

Test @ Valid Top10 y1 22

Test @ Valid Top10 y1/n 81.48%

Test AUROC 0.6906

Test Precision 57.73%

Test Recall 45.90%

Test F1 51.14%

Test Brier 0.2239

Test BSS 0.0786

BSS Decay 0.0099

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_breakout_volume_full underlying_trend_breakout upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6484 126 96 76.19% 0.6642 60.76% 61.37% 61.06% 0.2323 0.0687 27 22 81.48% 0.6906 57.73% 45.90% 51.14% 0.2239 0.0786 0.0099 -0.0173 0.0529
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6687 126 94 74.60% 0.6380 59.57% 56.19% 57.83% 0.2364 0.0521 8 8 100.00% 0.7050 62.65% 42.62% 50.73% 0.2208 0.0913 0.0392 -0.0351 0.2540
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6453 126 94 74.60% 0.6199 57.98% 49.83% 53.60% 0.2400 0.0377 8 8 100.00% 0.6112 60.00% 31.97% 41.71% 0.2322 0.0445 0.0068 -0.0227 0.2540
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.6227 126 84 66.67% 0.6397 56.45% 44.30% 49.65% 0.2266 0.0351 23 20 86.96% 0.7323 54.24% 40.51% 46.38% 0.1822 0.0846 0.0495 -0.0964 0.2029
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6364 126 86 68.25% 0.6362 53.50% 45.15% 48.97% 0.2267 0.0344 0 0 - 0.6941 51.47% 44.30% 47.62% 0.1967 0.0119 -0.0225 -0.0782 -
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5970 126 68 53.97% 0.5589 48.45% 36.29% 41.50% 0.2446 -0.0415 27 14 51.85% 0.6259 41.67% 37.97% 39.74% 0.2154 -0.0821 -0.0406 -0.0754 -0.0212
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.5093 126 52 41.27% 0.6493 40.60% 22.59% 29.03% 0.1650 -0.0723 7 3 42.86% 0.8561 42.86% 10.34% 16.67% 0.0800 0.1162 0.1885 -0.2190 0.0159
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5192 126 48 38.10% 0.6599 32.37% 23.43% 27.18% 0.1697 -0.1026 26 9 34.62% 0.7177 32.56% 48.28% 38.89% 0.1391 -0.5364 -0.4338 -0.0735 -0.0348
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5158 126 45 35.71% 0.6169 30.39% 23.01% 26.19% 0.1760 -0.1436 46 7 15.22% 0.6576 16.36% 31.03% 21.43% 0.1512 -0.6698 -0.5262 -0.0635 -0.2050