gosongpa-3x

Phase2 STAGE2

SOXL

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 underlying_trend_core

Label upmove_h10_abs10

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6223

Valid Top10 n 126

Valid Top10 y1 99

Valid Top10 y1/n 78.57%

Valid AUROC 0.5323

Valid Precision 60.10%

Valid Recall 66.09%

Valid F1 62.95%

Valid Brier 0.2457

Valid BSS -0.0220

Test @ Valid Top10 n 26

Test @ Valid Top10 y1 15

Test @ Valid Top10 y1/n 57.69%

Test AUROC 0.5962

Test Precision 70.18%

Test Recall 65.93%

Test F1 67.99%

Test Brier 0.2401

Test BSS -0.0325

BSS Decay -0.0105

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 underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.6223 126 99 78.57% 0.5323 60.10% 66.09% 62.95% 0.2457 -0.0220 26 15 57.69% 0.5962 70.18% 65.93% 67.99% 0.2401 -0.0325 -0.0105 -0.0111 -0.2088
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6942 126 80 63.49% 0.5586 63.50% 67.55% 65.46% 0.2498 -0.0390 12 8 66.67% 0.5613 70.62% 75.27% 72.87% 0.2414 -0.0380 0.0010 -0.0214 0.0317
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.7474 126 102 80.95% 0.5484 68.77% 82.31% 74.93% 0.2254 -0.0407 28 24 85.71% 0.6170 75.27% 96.28% 84.49% 0.1999 -0.0235 0.0172 -0.0530 0.0476
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.5250 126 57 45.24% 0.5050 41.31% 27.04% 32.68% 0.2438 -0.0454 24 11 45.83% 0.5348 37.25% 15.70% 22.09% 0.2459 -0.0094 0.0360 0.0043 0.0060
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6297 126 74 58.73% 0.5126 61.87% 61.70% 61.78% 0.2543 -0.0577 24 21 87.50% 0.5784 66.89% 55.49% 60.66% 0.2407 -0.0348 0.0229 -0.0301 0.2877
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.7372 126 102 80.95% 0.5761 71.02% 78.46% 74.56% 0.2293 -0.0587 35 24 68.57% 0.5291 74.88% 74.88% 74.88% 0.2271 -0.1624 -0.1036 -0.0043 -0.1238
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.7009 126 107 84.92% 0.5591 68.74% 79.86% 73.88% 0.2306 -0.0648 37 30 81.08% 0.5596 74.61% 88.84% 81.10% 0.2168 -0.1098 -0.0450 -0.0293 -0.0384
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5355 126 47 37.30% 0.4575 39.82% 28.97% 33.54% 0.2569 -0.1014 8 4 50.00% 0.4010 38.24% 10.74% 16.77% 0.2577 -0.0576 0.0437 -0.0009 0.1270
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5855 126 51 40.48% 0.4956 36.40% 42.49% 39.21% 0.2591 -0.1109 24 15 62.50% 0.5372 45.52% 50.41% 47.84% 0.2488 -0.0214 0.0896 -0.0264 0.2202