Phase2 STAGE2

SQQQ

ticker별 후보를 Stage 2 기준으로 나열합니다. winner가 있으면 가장 위에 표시됩니다.

Current Winner

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own price_volume_core

Underlying disabled

Label upmove_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5862

Valid Top10 n 126

Valid Top10 y1 68

Valid Top10 y1/n 53.97%

Valid AUROC 0.5397

Valid Precision 53.78%

Valid Recall 51.70%

Valid F1 52.72%

Valid Brier 0.2510

Valid BSS -0.0044

Test @ Valid Top10 n 3

Test @ Valid Top10 y1 1

Test @ Valid Top10 y1/n 33.33%

Test AUROC 0.5243

Test Precision 49.38%

Test Recall 32.26%

Test F1 39.02%

Test Brier 0.2464

Test BSS -0.0094

BSS Decay -0.0050

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	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5862	126	68	53.97%	0.5397	53.78%	51.70%	52.72%	0.2510	-0.0044	3	1	33.33%	0.5243	49.38%	32.26%	39.02%	0.2464	-0.0094	-0.0050	-0.0101	-0.2063
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5705	126	78	61.90%	0.5322	53.24%	37.16%	43.77%	0.2524	-0.0097	3	0	0.00%	0.4937	43.82%	31.45%	36.62%	0.2518	-0.0314	-0.0218	-0.0037	-0.6190
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.5796	126	80	63.49%	0.5132	49.49%	47.17%	48.30%	0.2557	-0.0230	4	2	50.00%	0.4594	40.78%	33.87%	37.00%	0.2583	-0.0581	-0.0351	0.0062	-0.1349
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5480	126	58	46.03%	0.5418	40.29%	24.83%	30.73%	0.2385	-0.0453	0	0	-	0.4575	35.29%	13.48%	19.51%	0.2386	-0.1174	-0.0721	-0.0013	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5389	126	57	45.24%	0.5213	39.67%	27.31%	32.35%	0.2438	-0.0685	5	3	60.00%	0.5949	45.83%	12.36%	19.47%	0.2274	-0.0650	0.0035	-0.0366	0.1476
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5942	126	71	56.35%	0.5630	49.74%	42.89%	46.06%	0.2439	-0.0690	0	0	-	0.4884	26.00%	14.61%	18.71%	0.2373	-0.1113	-0.0423	-0.0164	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4956	126	40	31.75%	0.5404	27.88%	10.51%	15.26%	0.1947	-0.1367	6	2	33.33%	0.6467	40.00%	4.35%	7.84%	0.1605	-0.1960	-0.0593	-0.0851	0.0159
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4733	126	40	31.75%	0.5133	43.06%	11.23%	17.82%	0.2026	-0.1832	2	1	50.00%	0.7017	100.00%	2.17%	4.26%	0.1592	-0.1860	-0.0028	-0.0993	0.1825
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5415	126	32	25.40%	0.5406	29.60%	29.71%	29.66%	0.2150	-0.2556	7	2	28.57%	0.5019	30.77%	8.70%	13.56%	0.1722	-0.2833	-0.0277	-0.1024	0.0317