Phase2 STAGE2

NAIL

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 disabled

Label upmove_h10_abs10

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.7034

Valid Top10 n 126

Valid Top10 y1 91

Valid Top10 y1/n 72.22%

Valid AUROC 0.6055

Valid Precision 63.48%

Valid Recall 65.15%

Valid F1 64.30%

Valid Brier 0.2399

Valid BSS 0.0187

Test @ Valid Top10 n 0

Test @ Valid Top10 y1 0

Test @ Valid Top10 y1/n -

Test AUROC 0.4902

Test Precision 47.13%

Test Recall 51.39%

Test F1 49.17%

Test Brier 0.2506

Test BSS -0.0025

BSS Decay -0.0212

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	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.7034	126	91	72.22%	0.6055	63.48%	65.15%	64.30%	0.2399	0.0187	0	0	-	0.4902	47.13%	51.39%	49.17%	0.2506	-0.0025	-0.0212	0.0216	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.6249	126	87	69.05%	0.5506	57.43%	78.01%	66.16%	0.2441	0.0014	17	9	52.94%	0.5357	52.69%	95.14%	67.82%	0.2509	-0.0034	-0.0049	0.0140	-0.1611
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.7141	126	98	77.78%	0.5572	64.84%	69.03%	66.87%	0.2358	-0.0221	0	0	-	0.4991	57.83%	77.33%	66.17%	0.2487	-0.0259	-0.0037	0.0264	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.7059	126	94	74.60%	0.5062	63.17%	91.29%	74.67%	0.2362	-0.0243	0	0	-	0.5236	58.70%	100.00%	73.98%	0.2417	0.0029	0.0271	0.0113	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.6147	126	86	68.25%	0.5063	57.92%	47.03%	51.91%	0.2571	-0.0519	21	15	71.43%	0.5245	52.59%	49.31%	50.90%	0.2493	0.0029	0.0548	-0.0209	0.0317
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6489	126	90	71.43%	0.5099	63.73%	60.32%	61.98%	0.2451	-0.0628	19	12	63.16%	0.4761	58.70%	62.79%	60.67%	0.2586	-0.0667	-0.0039	0.0328	-0.0827
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.5015	126	47	37.30%	0.4880	37.86%	12.02%	18.24%	0.2422	-0.0640	18	9	50.00%	0.6530	50.00%	9.57%	16.07%	0.2166	0.0148	0.0788	-0.0538	0.1270
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.5486	126	57	45.24%	0.5605	42.59%	31.29%	36.08%	0.2472	-0.0857	28	9	32.14%	0.5754	38.68%	43.62%	41.00%	0.2373	-0.0795	0.0061	-0.0327	-0.1310
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5403	126	39	30.95%	0.4624	34.88%	23.81%	28.30%	0.2620	-0.1510	44	15	34.09%	0.4383	20.59%	22.34%	21.43%	0.2643	-0.2023	-0.0513	-0.0025	0.0314