gosongpa-3x

Phase2 STAGE2

SPXU

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 0.5588

Valid Top10 n 126

Valid Top10 y1 64

Valid Top10 y1/n 50.79%

Valid AUROC 0.5635

Valid Precision 44.87%

Valid Recall 29.17%

Valid F1 35.35%

Valid Brier 0.2418

Valid BSS -0.0246

Test @ Valid Top10 n 5

Test @ Valid Top10 y1 2

Test @ Valid Top10 y1/n 40.00%

Test AUROC 0.4965

Test Precision 43.90%

Test Recall 17.65%

Test F1 25.17%

Test Brier 0.2438

Test BSS -0.0742

BSS Decay -0.0496

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 0.5588 126 64 50.79% 0.5635 44.87% 29.17% 35.35% 0.2418 -0.0246 5 2 40.00% 0.4965 43.90% 17.65% 25.17% 0.2438 -0.0742 -0.0496 -0.0007 -0.1079
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5742 126 79 62.70% 0.5482 49.84% 33.33% 39.95% 0.2455 -0.0403 2 1 50.00% 0.5503 48.39% 29.41% 36.59% 0.2353 -0.0369 0.0035 -0.0247 -0.1270
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5462 126 68 53.97% 0.5553 46.75% 32.92% 38.63% 0.2460 -0.0424 11 6 54.55% 0.6072 56.76% 20.59% 30.22% 0.2311 -0.0182 0.0242 -0.0366 0.0058
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5565 126 54 42.86% 0.5854 43.88% 34.86% 38.85% 0.2202 -0.0966 3 1 33.33% 0.6508 28.00% 14.00% 18.67% 0.1727 -0.2037 -0.1070 -0.1138 -0.0952
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5478 126 41 32.54% 0.5436 36.02% 21.71% 27.09% 0.2227 -0.1092 4 0 0.00% 0.6474 21.05% 8.00% 11.59% 0.1820 -0.2687 -0.1595 -0.0930 -0.3254
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5022 126 42 33.33% 0.5072 32.61% 12.86% 18.44% 0.2289 -0.1398 9 3 33.33% 0.7452 33.33% 6.00% 10.17% 0.1849 -0.2886 -0.1488 -0.0991 0.0000
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4579 126 25 19.84% 0.5217 21.15% 7.05% 10.58% 0.1448 -0.3331 1 0 0.00% 0.5192 - 0.00% - 0.1039 -0.2652 0.0679 -0.0990 -0.1984
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4297 126 21 16.67% 0.4811 32.14% 5.77% 9.78% 0.1540 -0.4177 3 0 0.00% 0.8642 - 0.00% - 0.0911 -0.1097 0.3080 -0.1594 -0.1667
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5185 126 25 19.84% 0.5641 18.75% 19.23% 18.99% 0.1549 -0.4258 4 0 0.00% 0.4149 0.00% 0.00% - 0.1318 -0.6043 -0.1785 -0.0512 -0.1984