Phase2 STAGE2

TMV

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 0.5410

Valid Top10 n 126

Valid Top10 y1 77

Valid Top10 y1/n 61.11%

Valid AUROC 0.5915

Valid Precision 54.24%

Valid Recall 35.73%

Valid F1 43.08%

Valid Brier 0.2383

Valid BSS 0.0054

Test @ Valid Top10 n 15

Test @ Valid Top10 y1 4

Test @ Valid Top10 y1/n 26.67%

Test AUROC 0.6270

Test Precision 30.56%

Test Recall 17.74%

Test F1 22.45%

Test Brier 0.1943

Test BSS -0.1649

BSS Decay -0.1704

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	0.5410	126	77	61.11%	0.5915	54.24%	35.73%	43.08%	0.2383	0.0054	15	4	26.67%	0.6270	30.56%	17.74%	22.45%	0.1943	-0.1649	-0.1704	-0.0969	-0.3444
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.4966	126	52	41.27%	0.5350	41.84%	8.18%	13.69%	0.2445	-0.0201	9	4	44.44%	0.5781	40.00%	3.23%	5.97%	0.2269	-0.3601	-0.3401	-0.0373	0.0317
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5471	126	51	40.48%	0.5423	45.70%	30.74%	36.75%	0.2467	-0.0294	13	6	46.15%	0.5430	36.00%	14.52%	20.69%	0.2041	-0.2233	-0.1938	-0.0941	0.0568
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5342	126	38	30.16%	0.5265	32.45%	22.69%	26.71%	0.2319	-0.1014	17	5	29.41%	0.5763	26.09%	24.00%	25.00%	0.1453	-0.8333	-0.7319	-0.2060	-0.0075
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.4584	126	20	15.87%	0.4315	5.26%	0.26%	0.50%	0.2327	-0.1053	4	0	0.00%	0.6824	-	0.00%	-	0.1945	-1.4536	-1.3483	-0.0838	-0.1587
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5324	126	44	34.92%	0.5337	39.30%	29.55%	33.73%	0.2330	-0.1069	14	1	7.14%	0.6217	4.35%	4.00%	4.17%	0.1401	-0.7671	-0.6601	-0.2210	-0.2778
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.3615	126	12	9.52%	0.4421	-	0.00%	-	0.1209	-0.1713	159	2	1.26%	0.3003	-	0.00%	-	0.1123	-2.7107	-2.5394	-0.0217	-0.0827
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4467	126	19	15.08%	0.5282	0.00%	0.00%	-	0.1291	-0.2507	0	0	-	0.8817	-	0.00%	-	0.0343	-0.1327	0.1180	-0.2638	-
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.4582	126	16	12.70%	0.5552	7.14%	2.04%	3.17%	0.1338	-0.2965	19	0	0.00%	0.7587	0.00%	0.00%	-	0.0685	-1.2634	-0.9669	-0.1804	-0.1270