gosongpa-3x

Phase2 STAGE2

TMF

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

Current Winner

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own trend_volatility_core

Underlying disabled

Label upmove_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.4855

Valid Top10 n 126

Valid Top10 y1 56

Valid Top10 y1/n 44.44%

Valid AUROC 0.5643

Valid Precision 47.13%

Valid Recall 9.88%

Valid F1 16.33%

Valid Brier 0.2209

Valid BSS 0.0009

Test @ Valid Top10 n 7

Test @ Valid Top10 y1 2

Test @ Valid Top10 y1/n 28.57%

Test AUROC 0.5749

Test Precision 25.00%

Test Recall 1.35%

Test F1 2.56%

Test Brier 0.2147

Test BSS -0.1375

BSS Decay -0.1384

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 trend_volatility_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.4855 126 56 44.44% 0.5643 47.13% 9.88% 16.33% 0.2209 0.0009 7 2 28.57% 0.5749 25.00% 1.35% 2.56% 0.2147 -0.1375 -0.1384 -0.0103 -0.1587
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5226 126 55 43.65% 0.5281 38.59% 22.41% 28.35% 0.2348 -0.0621 18 4 22.22% 0.5088 33.33% 10.81% 16.33% 0.2213 -0.1725 -0.1104 -0.0281 -0.2143
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.4077 126 29 23.02% 0.5104 25.00% 0.74% 1.43% 0.1822 -0.0752 47 7 14.89% 0.5415 - 0.00% - 0.1528 -0.4314 -0.3562 -0.0646 -0.0812
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5443 126 37 29.37% 0.5184 33.43% 28.67% 30.87% 0.2428 -0.0983 29 5 17.24% 0.5660 21.43% 12.16% 15.52% 0.2249 -0.1916 -0.0933 -0.0388 -0.1212
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.4947 126 31 24.60% 0.5451 23.21% 9.56% 13.54% 0.1967 -0.1610 24 9 37.50% 0.7242 42.86% 25.71% 32.14% 0.1301 -0.2186 -0.0577 -0.1583 0.1290
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.2491 126 2 1.59% 0.4427 - 0.00% - 0.0991 -0.1745 98 8 8.16% 0.6914 - 0.00% - 0.0696 -1.0752 -0.9007 -0.0873 0.0658
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5448 126 8 6.35% 0.4302 10.73% 11.40% 11.05% 0.2371 -0.3989 19 1 5.26% 0.5869 8.33% 8.57% 8.45% 0.1610 -0.5078 -0.1090 -0.1926 -0.0109
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4002 126 16 12.70% 0.5174 3.85% 0.85% 1.40% 0.1193 -0.4142 5 0 0.00% 0.6766 0.00% 0.00% - 0.0521 -0.5537 -0.1395 -0.1883 -0.1270
- logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.4755 126 6 4.76% 0.4643 4.63% 4.27% 4.44% 0.1543 -0.8290 1 0 0.00% 0.2475 0.00% 0.00% - 0.0712 -1.1256 -0.2966 -0.2219 -0.0476