Phase2 STAGE2

TZA

ticker별 후보를 Stage 2 기준으로 나열합니다. promoted row는 가장 위에 표시됩니다.

Current Promoted

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own price_volume_core

Underlying disabled

Label upmove_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.5871

Valid Top10 n 126

Valid Top10 y1 78

Valid Top10 y1/n 61.90%

Valid AUROC 0.5207

Valid Precision 55.61%

Valid Recall 61.74%

Valid F1 58.52%

Valid Brier 0.2513

Valid BSS -0.0146

Test @ Valid Top10 n 2

Test @ Valid Top10 y1 1

Test @ Valid Top10 y1/n 50.00%

Test AUROC 0.5333

Test Precision 54.36%

Test Recall 53.29%

Test F1 53.82%

Test Brier 0.2493

Test BSS 0.0015

BSS Decay 0.0161

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_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5871	126	78	61.90%	0.5207	55.61%	61.74%	58.52%	0.2513	-0.0146	2	1	50.00%	0.5333	54.36%	53.29%	53.82%	0.2493	0.0015	0.0161	-0.0044	-0.1190
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.5564	126	77	61.11%	0.5267	57.72%	49.86%	53.50%	0.2522	-0.0182	5	1	20.00%	0.4716	48.67%	48.03%	48.34%	0.2500	-0.0015	0.0167	-0.0051	-0.4111
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5294	126	59	46.83%	0.4990	43.23%	39.24%	41.14%	0.2522	-0.0237	4	2	50.00%	0.4913	29.41%	4.81%	8.26%	0.2423	-0.0504	-0.0267	-0.0210	0.0317
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.5700	126	72	57.14%	0.4865	53.81%	48.12%	50.80%	0.2544	-0.0273	16	7	43.75%	0.4279	47.33%	40.79%	43.82%	0.2577	-0.0322	-0.0049	0.0064	-0.1339
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.5355	126	53	42.06%	0.4818	43.73%	29.66%	35.34%	0.2552	-0.0357	8	1	12.50%	0.4606	35.71%	9.62%	15.15%	0.2464	-0.0679	-0.0322	-0.0182	-0.2956
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5602	126	65	51.59%	0.4871	41.97%	37.79%	39.77%	0.2556	-0.0375	24	9	37.50%	0.4631	29.70%	28.85%	29.27%	0.2544	-0.1026	-0.0650	-0.0024	-0.1409
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4923	126	37	29.37%	0.5212	30.48%	10.00%	15.06%	0.2169	-0.1437	8	0	0.00%	0.5345	0.00%	0.00%	-	0.1738	-0.2111	-0.0674	-0.1060	-0.2937
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4752	126	34	26.98%	0.4798	22.22%	2.50%	4.49%	0.2218	-0.1695	5	1	20.00%	0.6129	33.33%	2.00%	3.77%	0.1710	-0.1919	-0.0224	-0.1151	-0.0698
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	disabled	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5498	126	45	35.71%	0.5278	31.76%	23.12%	26.76%	0.2221	-0.1711	11	0	0.00%	0.5586	0.00%	0.00%	-	0.1806	-0.2589	-0.0878	-0.0946	-0.3571