Phase2 STAGE2

TPOR

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_breakout_volume_full

Underlying disabled

Label upmove_h5_abs5

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6070

Valid Top10 n 126

Valid Top10 y1 88

Valid Top10 y1/n 69.84%

Valid AUROC 0.5868

Valid Precision 58.57%

Valid Recall 51.70%

Valid F1 54.92%

Valid Brier 0.2434

Valid BSS 0.0255

Test @ Valid Top10 n 1

Test @ Valid Top10 y1 1

Test @ Valid Top10 y1/n 100.00%

Test AUROC 0.6271

Test Precision 55.80%

Test Recall 67.33%

Test F1 61.03%

Test Brier 0.2438

Test BSS 0.0242

BSS Decay -0.0013

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_breakout_volume_full	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.6070	126	88	69.84%	0.5868	58.57%	51.70%	54.92%	0.2434	0.0255	1	1	100.00%	0.6271	55.80%	67.33%	61.03%	0.2438	0.0242	-0.0013	0.0010	0.3016
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5973	126	84	66.67%	0.5877	56.74%	59.72%	58.20%	0.2439	0.0234	20	16	80.00%	0.5741	53.68%	34.00%	41.63%	0.2439	0.0240	0.0006	-0.0004	0.1333
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5832	126	93	73.81%	0.5882	58.56%	40.61%	47.96%	0.2388	0.0163	45	30	66.67%	0.6491	51.13%	61.82%	55.97%	0.2402	-0.0173	-0.0337	0.0019	-0.0714
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5651	126	83	65.87%	0.6103	53.80%	47.51%	50.46%	0.2390	0.0154	21	14	66.67%	0.6001	69.44%	22.73%	34.25%	0.2250	0.0468	0.0315	-0.0360	0.0079
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6007	126	85	67.46%	0.5427	55.19%	44.29%	49.14%	0.2503	-0.0021	2	2	100.00%	0.4858	50.00%	32.67%	39.52%	0.2554	-0.0220	-0.0199	0.0102	0.3254
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5645	126	59	46.83%	0.5104	44.15%	34.67%	38.84%	0.2551	-0.0507	29	11	37.93%	0.5642	47.30%	31.82%	38.04%	0.2429	-0.0288	0.0219	-0.0305	-0.0889
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4984	126	59	46.83%	0.6158	47.50%	18.51%	26.64%	0.1951	-0.0551	5	3	60.00%	0.6191	50.00%	3.51%	6.56%	0.1592	-0.0026	0.0525	-0.0815	0.1317
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.5038	126	62	49.21%	0.6012	48.97%	23.05%	31.35%	0.1964	-0.0623	81	31	38.27%	0.6376	35.48%	57.89%	44.00%	0.2244	-0.4138	-0.3514	0.0523	-0.1093
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5184	126	25	19.84%	0.4846	18.09%	11.04%	13.71%	0.2231	-0.2065	26	5	19.23%	0.4847	22.22%	14.04%	17.20%	0.2117	-0.3336	-0.1271	-0.0270	-0.0061