Phase2 STAGE2

SRTY

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 expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5862

Valid Top10 n 126

Valid Top10 y1 76

Valid Top10 y1/n 60.32%

Valid AUROC 0.5235

Valid Precision 55.53%

Valid Recall 62.15%

Valid F1 58.65%

Valid Brier 0.2511

Valid BSS -0.0129

Test @ Valid Top10 n 0

Test @ Valid Top10 y1 0

Test @ Valid Top10 y1/n -

Test AUROC 0.5531

Test Precision 53.23%

Test Recall 44.30%

Test F1 48.35%

Test Brier 0.2483

Test BSS 0.0065

BSS Decay 0.0194

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	expanding_monthly	winsorize_p02_p98	0.5862	126	76	60.32%	0.5235	55.53%	62.15%	58.65%	0.2511	-0.0129	0	0	-	0.5531	53.23%	44.30%	48.35%	0.2483	0.0065	0.0194	-0.0059	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5538	126	79	62.70%	0.5281	57.80%	49.64%	53.41%	0.2524	-0.0182	6	1	16.67%	0.5116	50.00%	36.24%	42.02%	0.2485	0.0056	0.0238	-0.0089	-0.4603
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.5611	126	73	57.94%	0.4935	53.63%	48.33%	50.84%	0.2544	-0.0262	23	10	43.48%	0.4502	50.00%	42.28%	45.82%	0.2575	-0.0304	-0.0042	0.0062	-0.1446
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5253	126	56	44.44%	0.4930	42.53%	36.66%	39.38%	0.2527	-0.0265	2	0	0.00%	0.5613	41.67%	4.76%	8.55%	0.2403	-0.0372	-0.0107	-0.0264	-0.4444
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5333	126	56	44.44%	0.4913	41.58%	28.68%	33.94%	0.2545	-0.0339	9	2	22.22%	0.4492	31.25%	9.52%	14.60%	0.2452	-0.0586	-0.0247	-0.0200	-0.2222
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5591	126	60	47.62%	0.4650	40.55%	37.75%	39.10%	0.2561	-0.0406	26	9	34.62%	0.4492	30.00%	25.71%	27.69%	0.2576	-0.1120	-0.0715	0.0047	-0.1300
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4958	126	38	30.16%	0.5423	30.77%	11.36%	16.59%	0.2133	-0.1315	8	0	0.00%	0.5389	0.00%	0.00%	-	0.1743	-0.1959	-0.0644	-0.0942	-0.3016
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5495	126	42	33.33%	0.5490	30.45%	23.34%	26.43%	0.2184	-0.1585	10	0	0.00%	0.5676	0.00%	0.00%	-	0.1815	-0.2455	-0.0870	-0.0822	-0.3333
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4782	126	30	23.81%	0.4778	27.45%	4.42%	7.61%	0.2216	-0.1759	5	1	20.00%	0.6379	25.00%	1.96%	3.64%	0.1634	-0.1214	0.0545	-0.1339	-0.0381