Current Promoted
Model logistic_regression_gd
Context own_only
Own price_volume_core
Underlying disabled
Label upmove_h5_abs5
WF expanding_monthly
Prep winsorize_p02_p98
Phase2 STAGE2
TYD
ticker별 후보를 Stage 2 기준으로 나열합니다. promoted row는 가장 위에 표시됩니다.
Quality
Valid Top10 p 0.1854
Valid Top10 n 126
Valid Top10 y1 11
Valid Top10 y1/n 8.73%
Valid AUROC 0.5134
Valid Precision -
Valid Recall 0.00%
Valid F1 -
Valid Brier 0.0847
Valid BSS -0.0534
Test @ Valid Top10 n 47
Test @ Valid Top10 y1 8
Test @ Valid Top10 y1/n 17.02%
Test AUROC 0.8756
Test Precision -
Test Recall 0.00%
Test F1 -
Test Brier 0.0422
Test BSS -0.1674
BSS Decay -0.1139
| Promoted | 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_only | price_volume_core | disabled | upmove_h5_abs5 | expanding_monthly | winsorize_p02_p98 | 0.1854 | 126 | 11 | 8.73% | 0.5134 | - | 0.00% | - | 0.0847 | -0.0534 | 47 | 8 | 17.02% | 0.8756 | - | 0.00% | - | 0.0422 | -0.1674 | -0.1139 | -0.1294 | 0.0829 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | expanding_monthly | winsorize_p02_p98 | 0.1253 | 126 | 1 | 0.79% | 0.2991 | - | 0.00% | - | 0.0456 | -0.1098 | 63 | 2 | 3.17% | 0.7201 | - | 0.00% | - | 0.0232 | -0.6921 | -0.5824 | -0.0735 | 0.0238 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | fixed504_monthly | winsorize_p02_p98 | 0.3916 | 126 | 13 | 10.32% | 0.5301 | 6.67% | 1.80% | 2.84% | 0.1032 | -0.2831 | 8 | 0 | 0.00% | 0.5358 | 0.00% | 0.00% | - | 0.0547 | -0.5151 | -0.2319 | -0.1355 | -0.1032 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.0951 | 126 | 1 | 0.79% | 0.2733 | - | 0.00% | - | 0.0152 | -0.3811 | 8 | 0 | 0.00% | - | - | - | - | 0.0040 | - | - | -0.0734 | -0.0079 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed504_monthly | winsorize_p02_p98 | 0.2681 | 126 | 2 | 1.59% | 0.3145 | 0.00% | 0.00% | - | 0.0638 | -0.5523 | 7 | 0 | 0.00% | 0.7553 | - | 0.00% | - | 0.0220 | -0.6095 | -0.0571 | -0.1653 | -0.0159 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | fixed252_monthly | winsorize_p02_p98 | 0.4443 | 126 | 6 | 4.76% | 0.4789 | 3.75% | 2.70% | 3.14% | 0.1279 | -0.5897 | 6 | 0 | 0.00% | 0.3227 | 0.00% | 0.00% | - | 0.0628 | -0.7380 | -0.1482 | -0.1641 | -0.0476 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.1346 | 126 | 4 | 3.17% | 0.4908 | 17.65% | 21.43% | 19.35% | 0.0205 | -0.8607 | 0 | 0 | - | - | - | - | - | 0.0000 | - | - | -0.1320 | - |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.1421 | 126 | 4 | 3.17% | 0.3582 | 16.67% | 7.14% | 10.00% | 0.0208 | -0.8913 | 0 | 0 | - | - | - | - | - | 0.0008 | - | - | -0.1414 | - |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed252_monthly | winsorize_p02_p98 | 0.3959 | 126 | 1 | 0.79% | 0.4171 | 0.00% | 0.00% | - | 0.0856 | -1.0846 | 0 | 0 | - | 0.2033 | - | 0.00% | - | 0.0305 | -1.2236 | -0.1390 | -0.1772 | - |