Phase2 STAGE2

SDOW

ticker별 후보를 Stage 2 기준으로 나열합니다. promoted row는 가장 위에 표시됩니다.

Current Promoted

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own price_volume_core

Underlying disabled

Label upmove_h5_abs5

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5498

Valid Top10 n 126

Valid Top10 y1 53

Valid Top10 y1/n 42.06%

Valid AUROC 0.5539

Valid Precision 39.72%

Valid Recall 25.69%

Valid F1 31.20%

Valid Brier 0.2355

Valid BSS -0.0401

Test @ Valid Top10 n 5

Test @ Valid Top10 y1 2

Test @ Valid Top10 y1/n 40.00%

Test AUROC 0.4535

Test Precision 42.42%

Test Recall 17.07%

Test F1 24.35%

Test Brier 0.2409

Test BSS -0.1951

BSS Decay -0.1550

Promoted	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	fixed504_monthly	winsorize_p02_p98	0.5498	126	53	42.06%	0.5539	39.72%	25.69%	31.20%	0.2355	-0.0401	5	2	40.00%	0.4535	42.42%	17.07%	24.35%	0.2409	-0.1951	-0.1550	0.0173	-0.0206
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.5697	126	66	52.38%	0.5565	41.82%	35.78%	38.57%	0.2408	-0.0632	9	0	0.00%	0.5221	31.94%	28.05%	29.87%	0.2333	-0.1577	-0.0944	-0.0117	-0.5238
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5234	126	57	45.24%	0.5386	43.75%	22.48%	29.70%	0.2437	-0.0760	17	8	47.06%	0.5955	58.82%	24.39%	34.48%	0.2227	-0.1050	-0.0289	-0.0495	0.0182
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5741	126	32	25.40%	0.6072	34.77%	31.80%	33.22%	0.2072	-0.1281	11	1	9.09%	0.5571	9.76%	7.84%	8.70%	0.1917	-0.3153	-0.1872	-0.0385	-0.1631
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5147	126	29	23.02%	0.5419	25.57%	14.75%	18.71%	0.2116	-0.1519	3	0	0.00%	0.4198	0.00%	0.00%	-	0.2055	-0.4101	-0.2581	-0.0098	-0.2302
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.4818	126	34	26.98%	0.4839	27.54%	6.23%	10.16%	0.2217	-0.2069	12	2	16.67%	0.7240	28.57%	3.92%	6.90%	0.1544	-0.0595	0.1474	-0.1548	-0.1032
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4371	126	10	7.94%	0.5301	3.23%	0.71%	1.17%	0.1353	-0.3679	1	0	0.00%	0.4446	-	0.00%	-	0.1014	-0.1933	0.1746	-0.0797	-0.0794
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5149	126	25	19.84%	0.5984	20.44%	20.00%	20.22%	0.1393	-0.4082	7	0	0.00%	0.4087	0.00%	0.00%	-	0.1285	-0.5123	-0.1041	-0.0164	-0.1984
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4275	126	13	10.32%	0.3858	8.82%	2.14%	3.45%	0.1582	-0.5996	6	0	0.00%	0.6191	0.00%	0.00%	-	0.0957	-0.1268	0.4728	-0.1649	-0.1032