Phase2 STAGE2

TECS

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 fixed252_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5716

Valid Top10 n 126

Valid Top10 y1 87

Valid Top10 y1/n 69.05%

Valid AUROC 0.5281

Valid Precision 50.52%

Valid Recall 47.12%

Valid F1 48.76%

Valid Brier 0.2500

Valid BSS -0.0001

Test @ Valid Top10 n 6

Test @ Valid Top10 y1 3

Test @ Valid Top10 y1/n 50.00%

Test AUROC 0.4769

Test Precision 49.60%

Test Recall 42.47%

Test F1 45.76%

Test Brier 0.2558

Test BSS -0.0230

BSS Decay -0.0229

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	fixed252_monthly	winsorize_p02_p98	0.5716	126	87	69.05%	0.5281	50.52%	47.12%	48.76%	0.2500	-0.0001	6	3	50.00%	0.4769	49.60%	42.47%	45.76%	0.2558	-0.0230	-0.0229	0.0117	-0.1905
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5700	126	79	62.70%	0.5287	52.49%	38.78%	44.61%	0.2521	-0.0086	3	2	66.67%	0.5127	52.32%	54.11%	53.20%	0.2501	-0.0002	0.0083	-0.0077	0.0397
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5662	126	62	49.21%	0.5281	53.11%	49.20%	51.08%	0.2521	-0.0087	4	2	50.00%	0.5686	54.81%	50.68%	52.67%	0.2478	0.0086	0.0173	-0.0095	0.0079
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5363	126	51	40.48%	0.5219	41.23%	26.02%	31.91%	0.2478	-0.0435	14	7	50.00%	0.5241	53.06%	21.67%	30.77%	0.2457	-0.0109	0.0327	-0.0077	0.0952
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5490	126	61	48.41%	0.4890	39.02%	22.95%	28.90%	0.2498	-0.0520	1	0	0.00%	0.4147	35.29%	35.00%	35.15%	0.2541	-0.0454	0.0066	0.0071	-0.4841
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5912	126	65	51.59%	0.5393	46.94%	42.42%	44.56%	0.2539	-0.0694	0	0	-	0.4826	41.79%	46.67%	44.09%	0.2510	-0.0328	0.0366	-0.0108	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4620	126	37	29.37%	0.5242	47.92%	8.39%	14.29%	0.1975	-0.1591	4	2	50.00%	0.5468	-	0.00%	-	0.2110	-0.1469	0.0122	0.0286	0.2063
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4840	126	39	30.95%	0.4852	27.96%	9.49%	14.17%	0.2027	-0.1898	5	1	20.00%	0.5018	0.00%	0.00%	-	0.2073	-0.1270	0.0628	0.0046	-0.1095
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5473	126	21	16.67%	0.4981	24.34%	27.01%	25.61%	0.2253	-0.3225	0	0	-	0.3573	10.53%	2.86%	4.49%	0.2348	-0.2764	0.0461	0.0237	-