Phase2 STAGE2

TECL

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 underlying_trend_core

Label upmove_h10_abs10

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6478

Valid Top10 n 126

Valid Top10 y1 88

Valid Top10 y1/n 69.84%

Valid AUROC 0.6050

Valid Precision 56.83%

Valid Recall 61.10%

Valid F1 58.89%

Valid Brier 0.2443

Valid BSS 0.0204

Test @ Valid Top10 n 16

Test @ Valid Top10 y1 7

Test @ Valid Top10 y1/n 43.75%

Test AUROC 0.5064

Test Precision 40.23%

Test Recall 31.82%

Test F1 35.53%

Test Brier 0.2526

Test BSS -0.0699

BSS Decay -0.0902

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	underlying_trend_core	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.6478	126	88	69.84%	0.6050	56.83%	61.10%	58.89%	0.2443	0.0204	16	7	43.75%	0.5064	40.23%	31.82%	35.53%	0.2526	-0.0699	-0.0902	0.0162	-0.2609
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.6833	126	93	73.81%	0.5880	62.55%	66.34%	64.39%	0.2396	0.0187	1	1	100.00%	0.5648	57.55%	49.69%	53.33%	0.2450	0.0102	-0.0085	0.0110	0.2619
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.6190	126	83	65.87%	0.5879	58.09%	49.75%	53.60%	0.2459	0.0140	23	8	34.78%	0.4979	35.77%	40.00%	37.77%	0.2559	-0.0841	-0.0980	0.0200	-0.3109
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5802	126	83	65.87%	0.5490	51.71%	47.91%	49.74%	0.2483	0.0044	20	13	65.00%	0.5916	44.33%	39.09%	41.55%	0.2405	-0.0186	-0.0230	-0.0161	-0.0087
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.6469	126	91	72.22%	0.5260	57.09%	64.97%	60.77%	0.2489	-0.0193	11	11	100.00%	0.6179	59.60%	73.29%	65.74%	0.2376	0.0400	0.0593	-0.0231	0.2778
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6408	126	92	73.02%	0.5541	64.19%	51.17%	56.95%	0.2521	-0.0325	21	15	71.43%	0.5431	59.60%	55.90%	57.69%	0.2530	-0.0220	0.0105	0.0010	-0.0159
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.5288	126	52	41.27%	0.6030	41.36%	24.53%	30.80%	0.2031	-0.0664	30	11	36.67%	0.6167	33.33%	25.00%	28.57%	0.1775	-0.1996	-0.1332	-0.0638	-0.0460
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5554	126	49	38.89%	0.5699	38.40%	28.26%	32.56%	0.2113	-0.1096	24	2	8.33%	0.5204	12.50%	9.62%	10.87%	0.2104	-0.4223	-0.3127	-0.0034	-0.3056
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4996	126	51	40.48%	0.5590	40.80%	15.84%	22.82%	0.2124	-0.1151	22	5	22.73%	0.5899	22.73%	9.62%	13.51%	0.2031	-0.3729	-0.2579	-0.0279	-0.1775