gosongpa-3x

Phase2 STAGE2

RETL

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 disabled

Label upmove_h10_abs10

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5983

Valid Top10 n 126

Valid Top10 y1 95

Valid Top10 y1/n 75.40%

Valid AUROC 0.5856

Valid Precision 56.46%

Valid Recall 60.22%

Valid F1 58.28%

Valid Brier 0.2422

Valid BSS 0.0311

Test @ Valid Top10 n 13

Test @ Valid Top10 y1 11

Test @ Valid Top10 y1/n 84.62%

Test AUROC 0.5911

Test Precision 55.42%

Test Recall 40.71%

Test F1 46.94%

Test Brier 0.2393

Test BSS -0.0037

BSS Decay -0.0348

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 disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5983 126 95 75.40% 0.5856 56.46% 60.22% 58.28% 0.2422 0.0311 13 11 84.62% 0.5911 55.42% 40.71% 46.94% 0.2393 -0.0037 -0.0348 -0.0053 0.0922
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6349 126 82 65.08% 0.5783 55.75% 59.11% 57.38% 0.2455 0.0180 14 12 85.71% 0.6226 55.56% 44.25% 49.26% 0.2299 0.0359 0.0179 -0.0320 0.2063
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6417 126 97 76.98% 0.5703 62.31% 66.98% 64.56% 0.2407 0.0014 4 1 25.00% 0.5480 57.26% 45.22% 50.53% 0.2474 0.0053 0.0039 0.0139 -0.5198
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6808 126 87 69.05% 0.5502 59.70% 79.01% 68.01% 0.2409 0.0005 0 0 - 0.5548 56.64% 51.59% 54.00% 0.2466 0.0085 0.0081 0.0117 -
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6723 126 93 73.81% 0.5324 61.59% 58.96% 60.25% 0.2491 -0.0334 4 2 50.00% 0.5098 55.62% 63.06% 59.10% 0.2517 -0.0120 0.0215 0.0051 -0.2381
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6146 126 63 50.00% 0.4606 45.64% 42.31% 43.91% 0.2691 -0.0762 24 7 29.17% 0.4863 35.64% 31.86% 33.64% 0.2593 -0.0876 -0.0114 -0.0238 -0.2083
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5412 126 49 38.89% 0.5484 32.95% 22.61% 26.81% 0.2313 -0.1037 33 19 57.58% 0.6731 51.11% 37.10% 42.99% 0.1763 -0.0439 0.0599 -0.1219 0.1869
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.5103 126 39 30.95% 0.5161 33.72% 15.43% 21.17% 0.2341 -0.1170 11 7 63.64% 0.5702 53.85% 11.29% 18.67% 0.1853 -0.0971 0.0199 -0.1059 0.3268
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5599 126 35 27.78% 0.4844 27.06% 24.47% 25.70% 0.2477 -0.1819 30 13 43.33% 0.6925 36.21% 33.87% 35.00% 0.1995 -0.1811 0.0009 -0.1349 0.1556