Phase2 STAGE2

UPRO

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

Current Winner

Model logistic_regression_gd

Context own_plus_global_macro_ffcore

Own price_volume_core

Underlying underlying_trend_core

Label upmove_h5_abs5

WF fixed504_monthly

Prep winsorize_p02_p98

Quality

Valid Top10 p 0.6398

Valid Top10 n 126

Valid Top10 y1 85

Valid Top10 y1/n 67.46%

Valid AUROC 0.6756

Valid Precision 56.28%

Valid Recall 52.31%

Valid F1 54.22%

Valid Brier 0.2193

Valid BSS 0.0824

Test @ Valid Top10 n 27

Test @ Valid Top10 y1 14

Test @ Valid Top10 y1/n 51.85%

Test AUROC 0.6741

Test Precision 50.75%

Test Recall 40.96%

Test F1 45.33%

Test Brier 0.2091

Test BSS -0.0301

BSS Decay -0.1125

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	price_volume_core	underlying_trend_core	upmove_h5_abs5	fixed504_monthly	winsorize_p02_p98	0.6398	126	85	67.46%	0.6756	56.28%	52.31%	54.22%	0.2193	0.0824	27	14	51.85%	0.6741	50.75%	40.96%	45.33%	0.2091	-0.0301	-0.1125	-0.0208	-0.1561
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	fixed252_monthly	winsorize_p02_p98	0.5910	126	73	57.94%	0.7114	49.48%	41.21%	44.97%	0.1864	0.0666	27	8	29.63%	0.6982	27.66%	32.50%	29.89%	0.1711	-0.4304	-0.4971	-0.0440	-0.2831
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	fixed252_monthly	winsorize_p02_p98	0.6346	126	84	66.67%	0.6535	56.57%	45.07%	50.17%	0.2251	0.0580	24	16	66.67%	0.7089	53.97%	40.96%	46.58%	0.2035	-0.0024	-0.0604	-0.0502	0.0000
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h5_abs5	expanding_monthly	winsorize_p02_p98	0.5774	126	89	70.63%	0.6176	56.98%	39.44%	46.61%	0.2344	0.0192	21	18	85.71%	0.7822	56.67%	40.96%	47.55%	0.1974	0.0279	0.0087	-0.0792	0.1508
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	fixed252_monthly	winsorize_p02_p98	0.4448	126	48	38.10%	0.7902	43.84%	25.20%	32.00%	0.0936	-0.0309	75	15	20.00%	0.8364	14.29%	27.78%	18.87%	0.1061	-0.8116	-0.7807	0.0378	-0.1810
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	upmove_h10_abs10	expanding_monthly	winsorize_p02_p98	0.5261	126	77	61.11%	0.6270	61.11%	28.53%	38.90%	0.2069	-0.0356	30	16	53.33%	0.8132	47.37%	45.00%	46.15%	0.1360	-0.1370	-0.1015	-0.1696	-0.0778
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	fixed504_monthly	winsorize_p02_p98	0.4194	126	40	31.75%	0.7606	25.33%	14.96%	18.81%	0.1001	-0.1034	26	8	30.77%	0.8136	40.00%	33.33%	36.36%	0.0737	-0.2572	-0.1538	-0.0500	-0.0098
-	logistic_regression_gd	own_plus_global_macro_ffcore	price_volume_core	underlying_trend_core	barrier_h10_tp15_sl10	expanding_monthly	winsorize_p02_p98	0.4227	126	43	34.13%	0.6625	35.63%	24.41%	28.97%	0.1129	-0.2437	7	4	57.14%	0.8405	50.00%	11.11%	18.18%	0.0539	0.0795	0.3232	-0.1828	0.2302