Phase2 STAGE2

TQQQ

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 0.6502

Valid Top10 n 126

Valid Top10 y1 92

Valid Top10 y1/n 73.02%

Valid AUROC 0.6145

Valid Precision 54.90%

Valid Recall 55.97%

Valid F1 55.43%

Valid Brier 0.2399

Valid BSS 0.0290

Test @ Valid Top10 n 20

Test @ Valid Top10 y1 8

Test @ Valid Top10 y1/n 40.00%

Test AUROC 0.6915

Test Precision 44.44%

Test Recall 47.37%

Test F1 45.86%

Test Brier 0.2169

Test BSS -0.1164

BSS Decay -0.1455

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	0.6502	126	92	73.02%	0.6145	54.90%	55.97%	55.43%	0.2399	0.0290	20	8	40.00%	0.6915	44.44%	47.37%	45.86%	0.2169	-0.1164	-0.1455	-0.0492	-0.3302
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.6811	126	96	76.19%	0.5981	62.20%	63.26%	62.73%	0.2398	0.0265	13	11	84.62%	0.6205	54.95%	49.59%	52.14%	0.2380	0.0231	-0.0035	-0.0036	0.0842
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.6382	126	99	78.57%	0.5450	57.38%	63.97%	60.50%	0.2474	-0.0042	9	9	100.00%	0.6695	53.05%	70.73%	60.63%	0.2397	0.0159	0.0202	-0.0156	0.2143
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6586	126	91	72.22%	0.5778	64.32%	50.64%	56.67%	0.2474	-0.0044	9	6	66.67%	0.6534	54.95%	49.59%	52.14%	0.2341	0.0389	0.0433	-0.0279	-0.0556
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.6281	126	77	61.11%	0.5695	53.64%	45.99%	49.52%	0.2490	-0.0078	21	6	28.57%	0.6657	37.50%	35.53%	36.49%	0.2195	-0.1298	-0.1221	-0.0644	-0.3254
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5610	126	77	61.11%	0.5363	51.18%	42.60%	46.50%	0.2508	-0.0149	19	12	63.16%	0.7134	42.25%	39.47%	40.82%	0.2235	-0.1505	-0.1356	-0.0566	0.0205
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5457	126	61	48.41%	0.6110	39.11%	32.99%	35.79%	0.1970	-0.0998	27	5	18.52%	0.7080	13.16%	18.52%	15.38%	0.1453	-0.7097	-0.6099	-0.1334	-0.2989
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.5279	126	53	42.06%	0.5874	36.76%	23.13%	28.39%	0.1992	-0.1123	17	6	35.29%	0.7159	33.33%	22.22%	26.67%	0.0978	-0.1514	-0.0391	-0.2491	-0.0677
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4751	126	42	33.33%	0.5429	36.84%	9.52%	15.14%	0.2058	-0.1491	23	5	21.74%	0.6329	27.27%	11.11%	15.79%	0.1711	-1.0140	-0.8648	-0.0821	-0.1159