gosongpa-3x

Phase2 STAGE2

TNA

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 0.6375

Valid Top10 n 126

Valid Top10 y1 84

Valid Top10 y1/n 66.67%

Valid AUROC 0.5884

Valid Precision 52.08%

Valid Recall 51.71%

Valid F1 51.89%

Valid Brier 0.2446

Valid BSS 0.0086

Test @ Valid Top10 n 5

Test @ Valid Top10 y1 5

Test @ Valid Top10 y1/n 100.00%

Test AUROC 0.5576

Test Precision 50.00%

Test Recall 41.03%

Test F1 45.07%

Test Brier 0.2419

Test BSS -0.0029

BSS Decay -0.0115

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 0.6375 126 84 66.67% 0.5884 52.08% 51.71% 51.89% 0.2446 0.0086 5 5 100.00% 0.5576 50.00% 41.03% 45.07% 0.2419 -0.0029 -0.0115 -0.0063 0.3333
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5870 126 96 76.19% 0.5732 59.08% 54.08% 56.47% 0.2461 0.0073 37 28 75.68% 0.5923 57.14% 70.89% 63.28% 0.2416 0.0275 0.0202 -0.0095 -0.0051
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6257 126 91 72.22% 0.5566 57.73% 55.54% 56.61% 0.2462 0.0069 2 2 100.00% 0.5898 61.15% 53.80% 57.24% 0.2476 0.0036 -0.0032 0.0028 0.2778
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5466 126 82 65.08% 0.5558 52.12% 33.03% 40.44% 0.2462 0.0023 39 19 48.72% 0.6275 54.17% 33.33% 41.27% 0.2358 0.0224 0.0202 -0.0222 -0.1636
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6047 126 86 68.25% 0.5373 56.41% 48.10% 51.93% 0.2514 -0.0138 26 19 73.08% 0.5881 59.73% 56.33% 57.98% 0.2432 0.0210 0.0349 -0.0187 0.0482
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6147 126 71 56.35% 0.5097 45.18% 36.98% 40.67% 0.2608 -0.0570 9 7 77.78% 0.5413 49.04% 43.59% 46.15% 0.2445 -0.0135 0.0435 -0.0451 0.2143
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5102 126 44 34.92% 0.5801 35.22% 18.42% 24.19% 0.2033 -0.1092 25 7 28.00% 0.6275 37.50% 23.53% 28.92% 0.1766 -0.2120 -0.1028 -0.0573 -0.0692
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5036 126 31 24.60% 0.5681 23.94% 11.18% 15.25% 0.2034 -0.1100 45 9 20.00% 0.6244 21.74% 19.61% 20.62% 0.1964 -0.3479 -0.2379 -0.0149 -0.0460
- logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4568 126 39 30.95% 0.5158 35.00% 6.91% 11.54% 0.2037 -0.1117 3 1 33.33% 0.6073 50.00% 1.96% 3.77% 0.1499 -0.0288 0.0829 -0.1224 0.0238