gosongpa-3x

Phase2 STAGE2

UDOW

ticker별 후보를 Stage 2 기준으로 나열합니다. winner가 있으면 가장 위에 표시됩니다.

Current Winner

Model logistic_regression_gd

Context own_only

Own trend_breakout_volume_full

Underlying disabled

Label upmove_h5_abs5

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6408

Valid Top10 n 126

Valid Top10 y1 85

Valid Top10 y1/n 67.46%

Valid AUROC 0.6664

Valid Precision 56.23%

Valid Recall 44.52%

Valid F1 49.69%

Valid Brier 0.2156

Valid BSS 0.0672

Test @ Valid Top10 n 16

Test @ Valid Top10 y1 15

Test @ Valid Top10 y1/n 93.75%

Test AUROC 0.6508

Test Precision 53.09%

Test Recall 42.16%

Test F1 46.99%

Test Brier 0.2218

Test BSS 0.0227

BSS Decay -0.0444

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_only trend_breakout_volume_full disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6408 126 85 67.46% 0.6664 56.23% 44.52% 49.69% 0.2156 0.0672 16 15 93.75% 0.6508 53.09% 42.16% 46.99% 0.2218 0.0227 -0.0444 0.0121 0.2629
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5592 126 73 57.94% 0.7038 53.40% 36.30% 43.22% 0.1724 0.0571 33 15 45.45% 0.7128 40.35% 47.92% 43.81% 0.1718 -0.2366 -0.2937 -0.0057 -0.1248
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6653 126 77 61.11% 0.6587 53.69% 41.45% 46.78% 0.2209 0.0442 9 7 77.78% 0.6110 51.52% 33.33% 40.48% 0.2253 0.0073 -0.0369 0.0036 0.1667
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6226 126 89 70.63% 0.6799 55.92% 51.75% 53.76% 0.2210 0.0437 20 14 70.00% 0.6572 50.88% 28.43% 36.48% 0.2112 0.0694 0.0257 -0.0230 -0.0063
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5358 126 62 49.21% 0.6870 45.90% 27.72% 34.57% 0.1818 0.0055 7 6 85.71% 0.7984 72.73% 16.67% 27.12% 0.1171 0.1566 0.1511 -0.1583 0.3651
- logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6096 126 54 42.86% 0.6430 38.87% 36.30% 37.54% 0.1984 -0.0852 34 8 23.53% 0.7294 29.03% 37.50% 32.73% 0.1780 -0.2814 -0.1962 -0.0624 -0.1933
- logistic_regression_gd own_only trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.4104 126 23 18.25% 0.6905 19.30% 10.19% 13.33% 0.0928 -0.1819 48 6 12.50% 0.7759 18.18% 30.77% 22.86% 0.0757 -0.7558 -0.5739 -0.0497 -0.0575
- logistic_regression_gd own_only trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4711 126 27 21.43% 0.7226 20.83% 18.52% 19.61% 0.0990 -0.2613 11 5 45.45% 0.7701 50.00% 30.77% 38.10% 0.0600 -0.3924 -0.1311 -0.0826 0.2403
- logistic_regression_gd own_only trend_breakout_volume_full disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4231 126 30 23.81% 0.6211 28.57% 18.52% 22.47% 0.1074 -0.3687 3 2 66.67% 0.7919 100.00% 15.38% 26.67% 0.0403 0.0639 0.4326 -0.2031 0.4286