Phase2 STAGE2

UMDD

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

Current Winner

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own trend_breakout_volume_full

Underlying underlying_trend_breakout

Label upmove_h5_abs5

WF expanding_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6227

Valid Top10 n 126

Valid Top10 y1 87

Valid Top10 y1/n 69.05%

Valid AUROC 0.6636

Valid Precision 59.16%

Valid Recall 59.16%

Valid F1 59.16%

Valid Brier 0.2339

Valid BSS 0.0569

Test @ Valid Top10 n 27

Test @ Valid Top10 y1 21

Test @ Valid Top10 y1/n 77.78%

Test AUROC 0.6722

Test Precision 57.45%

Test Recall 46.96%

Test F1 51.67%

Test Brier 0.2235

Test BSS 0.0628

BSS Decay 0.0059

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	trend_breakout_volume_full	underlying_trend_breakout	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.6227	126	87	69.05%	0.6636	59.16%	59.16%	59.16%	0.2339	0.0569	27	21	77.78%	0.6722	57.45%	46.96%	51.67%	0.2235	0.0628	0.0059	-0.0220	0.0873
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	underlying_trend_breakout	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.6303	126	86	68.25%	0.6352	59.06%	50.61%	54.51%	0.2380	0.0405	15	12	80.00%	0.6867	60.00%	46.96%	52.68%	0.2222	0.0680	0.0275	-0.0374	0.1175
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	underlying_trend_breakout	upmove_h10_abs10	fixed504_monthly	winsorize_p02_p98	0.6161	126	80	63.49%	0.6349	51.76%	44.49%	47.85%	0.2277	0.0209	3	3	100.00%	0.6624	48.72%	47.50%	48.10%	0.2076	-0.0349	-0.0558	-0.0577	0.3651
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	underlying_trend_breakout	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.6181	126	81	64.29%	0.6477	54.82%	50.32%	52.48%	0.2285	0.0177	19	16	84.21%	0.7291	60.87%	35.00%	44.44%	0.1822	0.0918	0.0741	-0.1004	0.1992
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	underlying_trend_breakout	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6249	126	83	65.87%	0.6103	54.46%	47.99%	51.02%	0.2439	0.0166	10	9	90.00%	0.6373	58.57%	35.65%	44.32%	0.2278	0.0445	0.0279	-0.0527	0.2413
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	underlying_trend_breakout	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5998	126	66	52.38%	0.5526	45.03%	37.15%	40.71%	0.2462	-0.0584	37	20	54.05%	0.6123	42.50%	42.50%	42.50%	0.2235	-0.1139	-0.0555	-0.0541	0.0167
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	underlying_trend_breakout	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.5141	126	52	41.27%	0.6728	39.46%	24.79%	30.45%	0.1635	-0.0800	5	3	60.00%	0.8480	60.00%	9.38%	16.22%	0.0857	0.1321	0.2122	-0.2015	0.1873
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	underlying_trend_breakout	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.5254	126	48	38.10%	0.6646	33.33%	25.64%	28.99%	0.1673	-0.1049	24	10	41.67%	0.7380	36.59%	46.88%	41.10%	0.1445	-0.4631	-0.3582	-0.0594	0.0357
-	logistic_regression_gd	own_plus_global_macro_ffcore	trend_breakout_volume_full	underlying_trend_breakout	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.5341	126	33	26.19%	0.5974	25.26%	20.94%	22.90%	0.1820	-0.2018	35	6	17.14%	0.6725	20.75%	34.38%	25.88%	0.1563	-0.5826	-0.3808	-0.0686	-0.0905