gosongpa-3x

Phase2

Ticker prediction stage board

Stage1은 context/feature family sweep, Stage2는 label/walk-forward/preprocessing sweep 결과입니다. 현재 완료된 summary artifact 기준으로 즉시 보여줍니다.

Completed

377

of 0

Tickers

42

eligible 0

Winners

0

current STAGE2

Ticker 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 Train Rows Apply Months
SPXL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5748 126 77 61.11% 0.7436 57.09% 44.22% 49.84% 0.1747 0.1239 28 16 57.14% 0.8238 44.19% 48.72% 46.34% 0.1262 -0.0776 -0.2014 -0.1206 -0.0397 504 75
SPXL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6420 126 90 71.43% 0.6886 60.14% 50.40% 54.84% 0.2161 0.0975 30 18 60.00% 0.7507 54.05% 48.19% 50.96% 0.1952 0.0386 -0.0589 -0.0455 -0.1143 504 75
UPRO - 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 504 75
SPXL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6520 126 85 67.46% 0.6716 59.25% 47.40% 52.67% 0.2210 0.0772 23 15 65.22% 0.7385 52.17% 43.37% 47.37% 0.1968 0.0306 -0.0465 -0.0566 -0.0224 252 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5661 126 76 60.32% 0.6969 57.59% 35.15% 43.65% 0.1908 0.0765 9 8 88.89% 0.5853 80.00% 11.11% 19.51% 0.1789 0.0459 -0.0307 -0.0195 0.2857 1,835 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6484 126 96 76.19% 0.6642 60.76% 61.37% 61.06% 0.2323 0.0687 27 22 81.48% 0.6906 57.73% 45.90% 51.14% 0.2239 0.0786 0.0099 -0.0173 0.0529 1,835 75
UDOW - 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 504 75
UPRO - 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 252 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5620 126 78 61.90% 0.6757 54.50% 32.97% 41.09% 0.1936 0.0630 11 6 54.55% 0.6638 51.72% 20.83% 29.70% 0.1814 0.0323 -0.0306 -0.0294 -0.0736 504 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5754 126 91 72.22% 0.6714 59.81% 40.35% 48.19% 0.2182 0.0600 3 3 100.00% 0.5256 62.50% 3.47% 6.58% 0.2784 -0.1135 -0.1735 0.1289 0.2778 1,426 75
UPRO - 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 252 75
UDOW - 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 504 75
UMDD - 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 1,835 75
SPXL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6182 126 90 71.43% 0.6675 58.66% 50.80% 54.45% 0.2259 0.0568 27 21 77.78% 0.8040 62.16% 55.42% 58.60% 0.1855 0.0866 0.0297 -0.0867 0.0635 1,835 75
SPXL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6022 126 68 53.97% 0.7089 48.33% 41.91% 44.89% 0.1885 0.0547 29 7 24.14% 0.7255 28.00% 35.90% 31.46% 0.1588 -0.3560 -0.4107 -0.0770 -0.2983 252 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6225 126 87 69.05% 0.6570 57.78% 40.63% 47.71% 0.2225 0.0534 7 6 85.71% 0.6203 70.27% 24.76% 36.62% 0.2182 0.0511 -0.0022 -0.0098 0.1667 1,835 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6687 126 94 74.60% 0.6380 59.57% 56.19% 57.83% 0.2364 0.0521 8 8 100.00% 0.7050 62.65% 42.62% 50.73% 0.2208 0.0913 0.0392 -0.0351 0.2540 504 75
UDOW - 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 252 75
UDOW - 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 1,835 75
UMDD - 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 504 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6453 126 94 74.60% 0.6199 57.98% 49.83% 53.60% 0.2400 0.0377 8 8 100.00% 0.6112 60.00% 31.97% 41.71% 0.2322 0.0445 0.0068 -0.0227 0.2540 252 75
EDC - logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5767 126 88 69.84% 0.6142 55.15% 41.23% 47.19% 0.2335 0.0363 7 7 100.00% 0.5904 65.71% 17.04% 27.06% 0.2420 0.0259 -0.0105 0.0172 0.3016 1,835 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.6227 126 84 66.67% 0.6397 56.45% 44.30% 49.65% 0.2266 0.0351 23 20 86.96% 0.7323 54.24% 40.51% 46.38% 0.1822 0.0846 0.0495 -0.0964 0.2029 1,835 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5929 126 74 58.73% 0.6325 54.13% 40.00% 46.00% 0.2269 0.0347 8 6 75.00% 0.6278 56.25% 34.29% 42.60% 0.2253 0.0201 -0.0146 -0.0041 0.1627 504 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6364 126 86 68.25% 0.6362 53.50% 45.15% 48.97% 0.2267 0.0344 0 0 - 0.6941 51.47% 44.30% 47.62% 0.1967 0.0119 -0.0225 -0.0782 - 504 75
RETL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5983 126 95 75.40% 0.5856 56.46% 60.22% 58.28% 0.2422 0.0311 13 11 84.62% 0.5911 55.42% 40.71% 46.94% 0.2393 -0.0037 -0.0348 -0.0053 0.0922 1,835 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6502 126 92 73.02% 0.6145 54.90% 55.97% 55.43% 0.2399 0.0290 20 8 40.00% 0.6915 44.44% 47.37% 45.86% 0.2169 -0.1164 -0.1455 -0.0492 -0.3302 504 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6811 126 96 76.19% 0.5981 62.20% 63.26% 62.73% 0.2398 0.0265 13 11 84.62% 0.6205 54.95% 49.59% 52.14% 0.2380 0.0231 -0.0035 -0.0036 0.0842 504 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5831 126 83 65.87% 0.6011 62.17% 56.01% 58.93% 0.2427 0.0257 7 5 71.43% 0.5316 72.92% 21.08% 32.71% 0.2572 -0.0535 -0.0792 0.0295 0.0556 1,835 75
TPOR - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6070 126 88 69.84% 0.5868 58.57% 51.70% 54.92% 0.2434 0.0255 1 1 100.00% 0.6271 55.80% 67.33% 61.03% 0.2438 0.0242 -0.0013 0.0010 0.3016 504 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6090 126 92 73.02% 0.5806 54.56% 51.85% 53.17% 0.2439 0.0242 9 8 88.89% 0.5514 63.19% 53.22% 57.78% 0.2485 -0.0225 -0.0466 0.0093 0.1587 504 75
TPOR - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5973 126 84 66.67% 0.5877 56.74% 59.72% 58.20% 0.2439 0.0234 20 16 80.00% 0.5741 53.68% 34.00% 41.63% 0.2439 0.0240 0.0006 -0.0004 0.1333 1,387 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5990 126 93 73.81% 0.5896 57.21% 57.30% 57.26% 0.2442 0.0233 5 5 100.00% 0.5657 75.41% 26.90% 39.66% 0.2546 -0.0476 -0.0709 0.0214 0.2619 1,426 75
CURE - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5698 126 92 73.02% 0.6346 55.25% 38.66% 45.49% 0.2276 0.0216 25 11 44.00% 0.6148 50.85% 25.64% 34.09% 0.2338 0.0251 0.0035 0.0119 -0.2902 1,835 75
UMDD - 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 504 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6478 126 88 69.84% 0.6050 56.83% 61.10% 58.89% 0.2443 0.0204 16 7 43.75% 0.5064 40.23% 31.82% 35.53% 0.2526 -0.0699 -0.0902 0.0162 -0.2609 504 75
EDC - logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5822 126 80 63.49% 0.6122 56.16% 47.40% 51.41% 0.2375 0.0199 24 18 75.00% 0.6229 56.12% 40.74% 47.21% 0.2375 0.0439 0.0240 -0.0012 0.1151 504 75
MEXX - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6252 126 94 74.60% 0.5941 58.98% 61.12% 60.03% 0.2444 0.0199 29 21 72.41% 0.5248 65.14% 40.34% 49.82% 0.2518 -0.0500 -0.0698 0.0144 -0.0219 504 75
UPRO - 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 1,835 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6833 126 93 73.81% 0.5880 62.55% 66.34% 64.39% 0.2396 0.0187 1 1 100.00% 0.5648 57.55% 49.69% 53.33% 0.2450 0.0102 -0.0085 0.0110 0.2619 504 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.7034 126 91 72.22% 0.6055 63.48% 65.15% 64.30% 0.2399 0.0187 0 0 - 0.4902 47.13% 51.39% 49.17% 0.2506 -0.0025 -0.0212 0.0216 - 504 75
MEXX - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5595 126 77 61.11% 0.5818 48.66% 37.20% 42.16% 0.2400 0.0182 5 5 100.00% 0.5548 88.89% 5.26% 9.94% 0.2679 -0.0751 -0.0932 0.0583 0.3889 1,426 75
FAS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6024 126 82 65.08% 0.5750 54.44% 47.45% 50.70% 0.2452 0.0181 27 16 59.26% 0.6198 50.85% 50.42% 50.63% 0.2375 0.0152 -0.0029 -0.0150 -0.0582 504 75
RETL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6349 126 82 65.08% 0.5783 55.75% 59.11% 57.38% 0.2455 0.0180 14 12 85.71% 0.6226 55.56% 44.25% 49.26% 0.2299 0.0359 0.0179 -0.0320 0.2063 504 75
UMDD - 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 1,835 75
SPXL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5413 126 78 61.90% 0.6798 55.38% 31.21% 39.93% 0.1959 0.0174 31 19 61.29% 0.8268 48.84% 53.85% 51.22% 0.1284 -0.0964 -0.1137 -0.1601 -0.0061 1,835 75
UMDD - 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 252 75
CURE - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6038 126 91 72.22% 0.6109 51.30% 42.76% 46.64% 0.2288 0.0164 22 12 54.55% 0.5765 48.94% 39.32% 43.60% 0.2421 -0.0095 -0.0258 0.0265 -0.1768 504 75
TPOR - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5832 126 93 73.81% 0.5882 58.56% 40.61% 47.96% 0.2388 0.0163 45 30 66.67% 0.6491 51.13% 61.82% 55.97% 0.2402 -0.0173 -0.0337 0.0019 -0.0714 504 75
TPOR - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5651 126 83 65.87% 0.6103 53.80% 47.51% 50.46% 0.2390 0.0154 21 14 66.67% 0.6001 69.44% 22.73% 34.25% 0.2250 0.0468 0.0315 -0.0360 0.0079 1,387 75
PILL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5731 126 75 59.52% 0.5697 54.83% 52.39% 53.58% 0.2460 0.0148 0 0 - 0.5544 64.52% 25.32% 36.36% 0.2513 -0.0114 -0.0262 0.0108 - 1,289 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6190 126 83 65.87% 0.5879 58.09% 49.75% 53.60% 0.2459 0.0140 23 8 34.78% 0.4979 35.77% 40.00% 37.77% 0.2559 -0.0841 -0.0980 0.0200 -0.3109 252 75
FAS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5838 126 70 55.56% 0.6048 49.11% 40.76% 44.55% 0.2320 0.0137 11 7 63.64% 0.7306 43.75% 33.33% 37.84% 0.2029 -0.1873 -0.2009 -0.0617 0.0808 504 75
FAS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6097 126 86 68.25% 0.5734 54.74% 51.40% 53.02% 0.2467 0.0119 15 13 86.67% 0.6294 54.55% 60.50% 57.37% 0.2391 0.0085 -0.0035 -0.0180 0.1841 252 75
EDC - logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5520 126 71 56.35% 0.6365 51.08% 31.55% 39.01% 0.2066 0.0111 5 5 100.00% 0.5874 100.00% 5.56% 10.53% 0.2277 0.0285 0.0174 0.0462 0.4365 1,835 75
FAS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5705 126 85 67.46% 0.5668 57.46% 43.16% 49.29% 0.2471 0.0103 19 17 89.47% 0.6254 52.58% 42.86% 47.22% 0.2385 0.0112 0.0008 -0.0183 0.2201 1,835 75
CURE - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5867 126 85 67.46% 0.5916 52.05% 32.83% 40.26% 0.2303 0.0100 19 10 52.63% 0.5068 45.26% 36.75% 40.57% 0.2586 -0.0779 -0.0879 0.0613 -0.1483 252 75
MEXX - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6102 126 80 63.49% 0.5598 55.71% 59.76% 57.66% 0.2470 0.0093 6 6 100.00% 0.5892 76.79% 24.43% 37.07% 0.2526 -0.0532 -0.0625 0.0111 0.3651 1,426 75
DUSL - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5851 126 83 65.87% 0.5794 51.21% 46.59% 48.79% 0.2432 0.0087 10 8 80.00% 0.5913 56.41% 19.30% 28.76% 0.2285 0.0389 0.0302 -0.0312 0.1413 1,426 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5847 126 79 62.70% 0.6039 45.93% 37.96% 41.57% 0.2302 0.0086 8 6 75.00% 0.4260 42.86% 29.17% 34.71% 0.2710 -0.0840 -0.0926 0.0895 0.1230 504 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6375 126 84 66.67% 0.5884 52.08% 51.71% 51.89% 0.2446 0.0086 5 5 100.00% 0.5576 50.00% 41.03% 45.07% 0.2419 -0.0029 -0.0115 -0.0063 0.3333 504 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5870 126 96 76.19% 0.5732 59.08% 54.08% 56.47% 0.2461 0.0073 37 28 75.68% 0.5923 57.14% 70.89% 63.28% 0.2416 0.0275 0.0202 -0.0095 -0.0051 1,835 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.7081 126 95 75.40% 0.6068 69.09% 88.37% 77.55% 0.2260 0.0073 15 9 60.00% 0.4895 67.23% 80.20% 73.15% 0.2408 -0.0932 -0.1005 0.0302 -0.1540 1,835 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.3490 126 38 30.16% 0.7350 26.67% 8.39% 12.77% 0.1000 0.0071 5 4 80.00% 0.8997 66.67% 11.76% 20.00% 0.0463 0.1662 0.1591 -0.1453 0.4984 1,835 75
FAZ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5586 126 67 53.17% 0.5862 49.56% 31.88% 38.80% 0.2417 0.0070 11 5 45.45% 0.4582 43.40% 20.00% 27.38% 0.2502 -0.0495 -0.0565 0.0152 -0.0772 504 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6257 126 91 72.22% 0.5566 57.73% 55.54% 56.61% 0.2462 0.0069 2 2 100.00% 0.5898 61.15% 53.80% 57.24% 0.2476 0.0036 -0.0032 0.0028 0.2778 504 75
MEXX - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5788 126 83 65.87% 0.5902 52.83% 47.10% 49.80% 0.2427 0.0069 8 8 100.00% 0.5172 58.89% 34.87% 43.80% 0.2520 -0.0110 -0.0179 0.0173 0.3413 504 75
DRN - logistic_regression_gd own_only trend_volatility_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6030 126 70 55.56% 0.5700 53.99% 51.75% 52.85% 0.2479 0.0064 3 3 100.00% 0.6229 48.84% 40.78% 44.44% 0.2319 -0.0171 -0.0235 -0.0332 0.4444 504 75
UDOW - 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 1,835 75
TMV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5410 126 77 61.11% 0.5915 54.24% 35.73% 43.08% 0.2383 0.0054 15 4 26.67% 0.6270 30.56% 17.74% 22.45% 0.1943 -0.1649 -0.1704 -0.0969 -0.3444 252 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5802 126 83 65.87% 0.5490 51.71% 47.91% 49.74% 0.2483 0.0044 20 13 65.00% 0.5916 44.33% 39.09% 41.55% 0.2405 -0.0186 -0.0230 -0.0161 -0.0087 1,835 75
DUSL - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5969 126 79 62.70% 0.5851 53.83% 46.59% 49.95% 0.2444 0.0038 5 5 100.00% 0.5278 52.17% 31.58% 39.34% 0.2461 -0.0353 -0.0391 0.0024 0.3730 504 75
DRN - logistic_regression_gd own_only trend_volatility_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5977 126 81 64.29% 0.5532 50.91% 46.59% 48.65% 0.2486 0.0034 5 4 80.00% 0.6405 58.44% 43.69% 50.00% 0.2314 -0.0149 -0.0184 -0.0356 0.1571 1,835 75
KORU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6012 126 75 59.52% 0.5435 51.93% 60.06% 55.70% 0.2494 0.0024 4 4 100.00% 0.4976 65.62% 33.51% 44.37% 0.2495 -0.0853 -0.0876 -0.0001 0.4048 504 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5466 126 82 65.08% 0.5558 52.12% 33.03% 40.44% 0.2462 0.0023 39 19 48.72% 0.6275 54.17% 33.33% 41.27% 0.2358 0.0224 0.0202 -0.0222 -0.1636 1,835 75
DRN - logistic_regression_gd own_only trend_volatility_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.6071 126 76 60.32% 0.6015 53.15% 36.65% 43.38% 0.2360 0.0023 4 4 100.00% 0.6287 59.09% 22.03% 32.10% 0.1908 -0.1713 -0.1736 -0.0989 0.3968 1,835 75
TTT - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5423 126 77 61.11% 0.5927 53.30% 39.84% 45.60% 0.2401 0.0022 16 5 31.25% 0.6153 29.63% 25.40% 27.35% 0.1973 -0.1687 -0.1709 -0.0985 -0.2986 252 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.6249 126 87 69.05% 0.5506 57.43% 78.01% 66.16% 0.2441 0.0014 17 9 52.94% 0.5357 52.69% 95.14% 67.82% 0.2509 -0.0034 -0.0049 0.0140 -0.1611 1,816 75
RETL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6417 126 97 76.98% 0.5703 62.31% 66.98% 64.56% 0.2407 0.0014 4 1 25.00% 0.5480 57.26% 45.22% 50.53% 0.2474 0.0053 0.0039 0.0139 -0.5198 504 75
TMF - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.4855 126 56 44.44% 0.5643 47.13% 9.88% 16.33% 0.2209 0.0009 7 2 28.57% 0.5749 25.00% 1.35% 2.56% 0.2147 -0.1375 -0.1384 -0.0103 -0.1587 1,835 75
RETL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6808 126 87 69.05% 0.5502 59.70% 79.01% 68.01% 0.2409 0.0005 0 0 - 0.5548 56.64% 51.59% 54.00% 0.2466 0.0085 0.0081 0.0117 - 1,835 75
KORU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5414 126 78 61.90% 0.5245 53.04% 41.85% 46.79% 0.2500 0.0000 13 9 69.23% 0.5454 71.72% 37.77% 49.48% 0.2507 -0.0905 -0.0905 0.0014 0.0733 1,835 75
TECS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5716 126 87 69.05% 0.5281 50.52% 47.12% 48.76% 0.2500 -0.0001 6 3 50.00% 0.4769 49.60% 42.47% 45.76% 0.2558 -0.0230 -0.0229 0.0117 -0.1905 252 75
KORU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5585 126 68 53.97% 0.5921 46.26% 40.57% 43.23% 0.2376 -0.0006 18 12 66.67% 0.5448 65.22% 34.09% 44.78% 0.2515 -0.0583 -0.0577 0.0268 0.1270 504 75
DRV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5073 126 57 45.24% 0.5092 43.33% 17.87% 25.30% 0.2489 -0.0013 18 10 55.56% 0.5378 47.37% 18.37% 26.47% 0.2434 -0.0936 -0.0923 -0.0110 0.1032 1,835 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.6343 126 74 58.73% 0.5517 55.08% 70.81% 61.96% 0.2501 -0.0016 0 0 - 0.5251 49.07% 93.62% 64.39% 0.2502 -0.0011 0.0005 -0.0001 - 1,660 75
TPOR - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6007 126 85 67.46% 0.5427 55.19% 44.29% 49.14% 0.2503 -0.0021 2 2 100.00% 0.4858 50.00% 32.67% 39.52% 0.2554 -0.0220 -0.0199 0.0102 0.3254 252 75
DRV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6196 126 70 55.56% 0.5692 51.93% 50.86% 51.39% 0.2491 -0.0022 6 1 16.67% 0.4723 29.25% 31.63% 30.39% 0.2486 -0.1168 -0.1146 -0.0017 -0.3889 252 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5384 126 82 65.08% 0.5257 55.09% 42.72% 48.13% 0.2505 -0.0029 4 4 100.00% 0.5533 68.18% 30.41% 42.06% 0.2486 0.0049 0.0078 -0.0040 0.3492 1,835 75
FAS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5394 126 77 61.11% 0.5744 53.78% 28.36% 37.14% 0.2360 -0.0032 10 4 40.00% 0.7043 46.15% 19.05% 26.97% 0.1843 -0.0786 -0.0754 -0.1135 -0.2111 1,835 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6382 126 99 78.57% 0.5450 57.38% 63.97% 60.50% 0.2474 -0.0042 9 9 100.00% 0.6695 53.05% 70.73% 60.63% 0.2397 0.0159 0.0202 -0.0156 0.2143 1,835 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6586 126 91 72.22% 0.5778 64.32% 50.64% 56.67% 0.2474 -0.0044 9 6 66.67% 0.6534 54.95% 49.59% 52.14% 0.2341 0.0389 0.0433 -0.0279 -0.0556 252 75
SQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5862 126 68 53.97% 0.5397 53.78% 51.70% 52.72% 0.2510 -0.0044 3 1 33.33% 0.5243 49.38% 32.26% 39.02% 0.2464 -0.0094 -0.0050 -0.0101 -0.2063 1,835 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6081 126 71 56.35% 0.5924 46.80% 33.89% 39.32% 0.2363 -0.0057 16 11 68.75% 0.6381 54.22% 42.86% 47.87% 0.2273 0.0116 0.0173 -0.0463 0.1240 252 75
FAZ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5790 126 68 53.97% 0.5582 47.24% 37.38% 41.74% 0.2449 -0.0060 21 6 28.57% 0.4959 41.38% 31.30% 35.64% 0.2578 -0.0811 -0.0750 0.0284 -0.2540 252 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6159 126 85 67.46% 0.5556 55.68% 47.99% 51.55% 0.2516 -0.0065 28 24 85.71% 0.6317 66.30% 71.35% 68.73% 0.2478 -0.0195 -0.0130 -0.0035 0.1825 252 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6281 126 77 61.11% 0.5695 53.64% 45.99% 49.52% 0.2490 -0.0078 21 6 28.57% 0.6657 37.50% 35.53% 36.49% 0.2195 -0.1298 -0.1221 -0.0644 -0.3254 252 75
PILL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5439 126 68 53.97% 0.5866 47.30% 33.41% 39.16% 0.2307 -0.0082 4 2 50.00% 0.4690 66.67% 3.54% 6.72% 0.2464 -0.0333 -0.0251 0.0335 -0.0397 1,289 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6049 126 76 60.32% 0.5395 54.12% 53.87% 54.00% 0.2519 -0.0084 9 7 77.78% 0.5125 47.09% 54.73% 50.62% 0.2487 0.0045 0.0128 -0.0073 0.1746 504 75
DUSL - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6369 126 74 58.73% 0.5721 48.71% 45.30% 46.95% 0.2474 -0.0084 5 4 80.00% 0.5005 43.40% 40.35% 41.82% 0.2574 -0.0827 -0.0743 0.0204 0.2127 252 75
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