gosongpa-3x

Phase2 STAGE2

SOXS

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_breakout_volume_full

Underlying disabled

Label upmove_h10_abs10

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6343

Valid Top10 n 126

Valid Top10 y1 74

Valid Top10 y1/n 58.73%

Valid AUROC 0.5517

Valid Precision 55.08%

Valid Recall 70.81%

Valid F1 61.96%

Valid Brier 0.2501

Valid BSS -0.0016

Test @ Valid Top10 n 0

Test @ Valid Top10 y1 0

Test @ Valid Top10 y1/n -

Test AUROC 0.5251

Test Precision 49.07%

Test Recall 93.62%

Test F1 64.39%

Test Brier 0.2502

Test BSS -0.0011

BSS Decay 0.0005

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_breakout_volume_full disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.6343 126 74 58.73% 0.5517 55.08% 70.81% 61.96% 0.2501 -0.0016 0 0 - 0.5251 49.07% 93.62% 64.39% 0.2502 -0.0011 0.0005 -0.0001 -
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.7021 126 84 66.67% 0.5423 63.23% 78.62% 70.09% 0.2397 -0.0185 6 5 83.33% 0.5654 61.43% 100.00% 76.11% 0.2346 0.0098 0.0283 -0.0108 0.1667
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6139 126 71 56.35% 0.5168 51.77% 40.40% 45.38% 0.2548 -0.0205 6 3 50.00% 0.4074 45.62% 70.21% 55.31% 0.2542 -0.0171 0.0034 -0.0019 -0.0635
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6584 126 71 56.35% 0.4860 50.35% 55.30% 52.71% 0.2582 -0.0341 0 0 - 0.5081 51.54% 47.52% 49.45% 0.2547 -0.0193 0.0149 -0.0075 -
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6693 126 88 69.84% 0.5103 62.94% 57.62% 60.16% 0.2472 -0.0502 3 3 100.00% 0.4763 61.25% 92.22% 73.61% 0.2444 -0.0317 0.0185 -0.0057 0.3016
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6902 126 88 69.84% 0.5070 61.27% 61.59% 61.43% 0.2506 -0.0644 4 2 50.00% 0.4944 61.00% 67.78% 64.21% 0.2471 -0.0429 0.0214 -0.0078 -0.1984
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4858 126 41 32.54% 0.5137 36.07% 5.57% 9.65% 0.2297 -0.0665 9 4 44.44% 0.4968 66.67% 2.35% 4.55% 0.2323 -0.1168 -0.0502 0.0051 0.1190
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5192 126 40 31.75% 0.4921 31.46% 16.96% 22.04% 0.2372 -0.1011 20 4 20.00% 0.5418 24.32% 10.59% 14.75% 0.2286 -0.0986 0.0025 -0.0225 -0.1175
- logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5619 126 53 42.06% 0.5177 29.74% 29.37% 29.55% 0.2438 -0.1319 5 1 20.00% 0.5352 39.29% 38.82% 39.05% 0.2335 -0.1223 0.0096 -0.0240 -0.2206