Phase2 STAGE2

TTT

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 0.5423

Valid Top10 n 126

Valid Top10 y1 77

Valid Top10 y1/n 61.11%

Valid AUROC 0.5927

Valid Precision 53.30%

Valid Recall 39.84%

Valid F1 45.60%

Valid Brier 0.2401

Valid BSS 0.0022

Test @ Valid Top10 n 16

Test @ Valid Top10 y1 5

Test @ Valid Top10 y1/n 31.25%

Test AUROC 0.6153

Test Precision 29.63%

Test Recall 25.40%

Test F1 27.35%

Test Brier 0.1973

Test BSS -0.1687

BSS Decay -0.1709

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	0.5423	126	77	61.11%	0.5927	53.30%	39.84%	45.60%	0.2401	0.0022	16	5	31.25%	0.6153	29.63%	25.40%	27.35%	0.1973	-0.1687	-0.1709	-0.0985	-0.2986
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.4985	126	49	38.89%	0.5180	36.04%	7.89%	12.94%	0.2454	-0.0199	5	4	80.00%	0.5812	75.00%	4.76%	8.96%	0.2289	-0.3560	-0.3361	-0.0345	0.4111
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5586	126	59	46.83%	0.5417	47.75%	33.53%	39.40%	0.2485	-0.0327	10	4	40.00%	0.5129	32.14%	14.29%	19.78%	0.2122	-0.2572	-0.2244	-0.0815	-0.0683
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5344	126	41	32.54%	0.5264	33.08%	23.32%	27.36%	0.2296	-0.1009	15	5	33.33%	0.5775	22.73%	20.00%	21.28%	0.1371	-0.7290	-0.6281	-0.2167	0.0079
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.4574	126	23	18.25%	0.4430	4.35%	0.27%	0.51%	0.2300	-0.1024	4	0	0.00%	0.6738	-	0.00%	-	0.1924	-1.4266	-1.3241	-0.0823	-0.1825
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5348	126	47	37.30%	0.5406	37.98%	29.22%	33.03%	0.2306	-0.1053	18	2	11.11%	0.6148	8.33%	8.00%	8.16%	0.1298	-0.6372	-0.5318	-0.2385	-0.2619
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.3658	126	11	8.73%	0.4397	-	0.00%	-	0.1222	-0.1637	186	5	2.69%	0.4087	-	0.00%	-	0.1179	-3.9728	-3.8090	-0.0122	-0.0604
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4434	126	20	15.87%	0.5313	0.00%	0.00%	-	0.1307	-0.2449	1	0	0.00%	0.8988	-	0.00%	-	0.0293	-0.2346	0.0103	-0.2823	-0.1587
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.4551	126	15	11.90%	0.5419	8.33%	2.00%	3.23%	0.1348	-0.2832	16	0	0.00%	0.4784	0.00%	0.00%	-	0.0576	-1.4289	-1.1457	-0.2155	-0.1190