Current Promoted
Model logistic_regression_gd
Context own_only
Own price_volume_core
Underlying disabled
Label upmove_h5_abs5
WF fixed504_monthly
Prep winsorize_p02_p98
Phase2 STAGE2
TYO
ticker별 후보를 Stage 2 기준으로 나열합니다. promoted row는 가장 위에 표시됩니다.
Quality
Valid Top10 p 0.4027
Valid Top10 n 126
Valid Top10 y1 23
Valid Top10 y1/n 18.25%
Valid AUROC 0.6089
Valid Precision 29.41%
Valid Recall 4.24%
Valid F1 7.41%
Valid Brier 0.0961
Valid BSS -0.1311
Test @ Valid Top10 n 6
Test @ Valid Top10 y1 2
Test @ Valid Top10 y1/n 33.33%
Test AUROC 0.7614
Test Precision 50.00%
Test Recall 12.50%
Test F1 20.00%
Test Brier 0.0330
Test BSS -0.2438
BSS Decay -0.1127
| 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 | fixed504_monthly | winsorize_p02_p98 | 0.4027 | 126 | 23 | 18.25% | 0.6089 | 29.41% | 4.24% | 7.41% | 0.0961 | -0.1311 | 6 | 2 | 33.33% | 0.7614 | 50.00% | 12.50% | 20.00% | 0.0330 | -0.2438 | -0.1127 | -0.1861 | 0.1508 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | fixed252_monthly | winsorize_p02_p98 | 0.4296 | 126 | 22 | 17.46% | 0.6411 | 25.00% | 7.63% | 11.69% | 0.0972 | -0.1440 | 1 | 0 | 0.00% | 0.3706 | 0.00% | 0.00% | - | 0.0462 | -0.7391 | -0.5951 | -0.1313 | -0.1746 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | expanding_monthly | winsorize_p02_p98 | 0.1282 | 126 | 1 | 0.79% | 0.2817 | - | 0.00% | - | 0.0413 | -0.1496 | 68 | 0 | 0.00% | 0.3389 | - | 0.00% | - | 0.0238 | -0.7406 | -0.5910 | -0.0490 | -0.0079 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | expanding_monthly | winsorize_p02_p98 | 0.2543 | 126 | 5 | 3.97% | 0.4037 | 0.00% | 0.00% | - | 0.0996 | -0.1719 | 23 | 3 | 13.04% | 0.8132 | - | 0.00% | - | 0.0444 | -0.6734 | -0.5014 | -0.1511 | 0.0908 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed252_monthly | winsorize_p02_p98 | 0.2181 | 126 | 16 | 12.70% | 0.5223 | - | 0.00% | - | 0.0441 | -0.2248 | 0 | 0 | - | 0.4032 | - | 0.00% | - | 0.0172 | -0.2579 | -0.0330 | -0.1195 | - |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed504_monthly | winsorize_p02_p98 | 0.2360 | 126 | 12 | 9.52% | 0.5576 | 0.00% | 0.00% | - | 0.0469 | -0.3051 | 0 | 0 | - | 0.7826 | - | 0.00% | - | 0.0156 | -0.1409 | 0.1642 | -0.1039 | - |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.0646 | 126 | 0 | 0.00% | 0.1317 | - | 0.00% | - | 0.0058 | -0.8421 | 33 | 0 | 0.00% | - | - | - | - | 0.0033 | - | - | -0.0090 | 0.0000 |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.0750 | 126 | 1 | 0.79% | 0.4614 | - | 0.00% | - | 0.0068 | -1.1445 | 0 | 0 | - | - | - | - | - | 0.0000 | - | - | -0.0571 | - |
| - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.0733 | 126 | 1 | 0.79% | 0.3134 | - | 0.00% | - | 0.0073 | -1.3188 | 0 | 0 | - | - | - | - | - | 0.0000 | - | - | -0.0761 | - |