Phase2 STAGE2

PILL

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 disabled

Label upmove_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5731

Valid Top10 n 126

Valid Top10 y1 75

Valid Top10 y1/n 59.52%

Valid AUROC 0.5697

Valid Precision 54.83%

Valid Recall 52.39%

Valid F1 53.58%

Valid Brier 0.2460

Valid BSS 0.0148

Test @ Valid Top10 n 0

Test @ Valid Top10 y1 0

Test @ Valid Top10 y1/n -

Test AUROC 0.5544

Test Precision 64.52%

Test Recall 25.32%

Test F1 36.36%

Test Brier 0.2513

Test BSS -0.0114

BSS Decay -0.0262

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	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5731	126	75	59.52%	0.5697	54.83%	52.39%	53.58%	0.2460	0.0148	0	0	-	0.5544	64.52%	25.32%	36.36%	0.2513	-0.0114	-0.0262	0.0108	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5439	126	68	53.97%	0.5866	47.30%	33.41%	39.16%	0.2307	-0.0082	4	2	50.00%	0.4690	66.67%	3.54%	6.72%	0.2464	-0.0333	-0.0251	0.0335	-0.0397
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5859	126	69	54.76%	0.5243	50.71%	52.72%	51.70%	0.2530	-0.0132	19	14	73.68%	0.5113	53.63%	60.76%	56.97%	0.2494	-0.0038	0.0095	-0.0076	0.1892
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.5853	126	73	57.94%	0.5078	49.47%	45.96%	47.65%	0.2593	-0.0385	48	31	64.58%	0.5921	60.49%	62.03%	61.25%	0.2433	0.0206	0.0592	-0.0347	0.0665
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5490	126	56	44.44%	0.5283	43.30%	31.17%	36.25%	0.2456	-0.0733	19	4	21.05%	0.3830	23.40%	9.73%	13.75%	0.2614	-0.0963	-0.0229	0.0297	-0.2339
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5584	126	63	50.00%	0.5079	39.23%	29.82%	33.89%	0.2478	-0.0829	43	18	41.86%	0.4275	35.37%	25.66%	29.74%	0.2643	-0.1084	-0.0256	0.0315	-0.0814
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4802	126	36	28.57%	0.5863	25.00%	8.30%	12.46%	0.1672	-0.1231	0	0	-	0.3680	-	0.00%	-	0.1738	-0.0672	0.0559	0.0252	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4907	126	41	32.54%	0.5709	33.98%	15.28%	21.08%	0.1775	-0.1921	5	0	0.00%	0.3294	0.00%	0.00%	-	0.2157	-0.3240	-0.1319	0.0840	-0.3254
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5008	126	17	13.49%	0.5035	13.95%	7.86%	10.06%	0.1840	-0.2359	18	2	11.11%	0.3143	11.11%	3.39%	5.19%	0.2275	-0.3964	-0.1605	0.1174	-0.0238