Phase2 STAGE2

SMDD

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 0.5496

Valid Top10 n 126

Valid Top10 y1 70

Valid Top10 y1/n 55.56%

Valid AUROC 0.5526

Valid Precision 48.48%

Valid Recall 37.28%

Valid F1 42.15%

Valid Brier 0.2501

Valid BSS -0.0132

Test @ Valid Top10 n 3

Test @ Valid Top10 y1 1

Test @ Valid Top10 y1/n 33.33%

Test AUROC 0.4584

Test Precision 29.73%

Test Recall 9.32%

Test F1 14.19%

Test Brier 0.2526

Test BSS -0.0502

BSS Decay -0.0370

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	0.5496	126	70	55.56%	0.5526	48.48%	37.28%	42.15%	0.2501	-0.0132	3	1	33.33%	0.4584	29.73%	9.32%	14.19%	0.2526	-0.0502	-0.0370	-0.0017	-0.2222
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5292	126	65	51.59%	0.5050	46.28%	34.59%	39.59%	0.2546	-0.0317	7	4	57.14%	0.5372	64.29%	15.25%	24.66%	0.2421	-0.0066	0.0252	-0.0286	0.0556
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.5617	126	60	47.62%	0.4940	44.51%	39.96%	42.12%	0.2576	-0.0438	7	1	14.29%	0.4802	35.29%	25.42%	29.56%	0.2508	-0.0428	0.0010	-0.0151	-0.3333
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5417	126	54	42.86%	0.5357	41.75%	29.25%	34.40%	0.2392	-0.0508	14	2	14.29%	0.5506	27.63%	26.25%	26.92%	0.2210	-0.1018	-0.0510	-0.0411	-0.2857
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5369	126	47	37.30%	0.5355	38.37%	21.32%	27.41%	0.2405	-0.0563	5	2	40.00%	0.4566	35.29%	15.00%	21.05%	0.2370	-0.1812	-0.1249	-0.0083	0.0270
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5152	126	48	38.10%	0.5068	35.45%	17.69%	23.60%	0.2464	-0.0823	3	1	33.33%	0.5216	50.00%	3.75%	6.98%	0.2242	-0.1175	-0.0352	-0.0518	-0.0476
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4566	126	20	15.87%	0.4718	20.93%	3.77%	6.38%	0.1902	-0.2357	16	5	31.25%	0.5948	28.57%	6.25%	10.26%	0.1351	-0.3677	-0.1320	-0.1384	0.1538
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5382	126	33	26.19%	0.5694	27.18%	23.43%	25.17%	0.1945	-0.2640	10	0	0.00%	0.5051	5.88%	3.12%	4.08%	0.1598	-0.6183	-0.3543	-0.0858	-0.2619
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4391	126	19	15.08%	0.4472	28.57%	1.67%	3.16%	0.1952	-0.2687	9	0	0.00%	0.6915	0.00%	0.00%	-	0.1182	-0.1970	0.0716	-0.1874	-0.1508