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
TECS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5700 126 79 62.70% 0.5287 52.49% 38.78% 44.61% 0.2521 -0.0086 3 2 66.67% 0.5127 52.32% 54.11% 53.20% 0.2501 -0.0002 0.0083 -0.0077 0.0397 504 75
TECS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5662 126 62 49.21% 0.5281 53.11% 49.20% 51.08% 0.2521 -0.0087 4 2 50.00% 0.5686 54.81% 50.68% 52.67% 0.2478 0.0086 0.0173 -0.0095 0.0079 1,835 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5926 126 65 51.59% 0.6541 46.67% 36.24% 40.80% 0.2085 -0.0089 20 15 75.00% 0.6548 42.11% 33.33% 37.21% 0.1900 -0.0133 -0.0043 -0.0536 0.2341 252 75
SQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5705 126 78 61.90% 0.5322 53.24% 37.16% 43.77% 0.2524 -0.0097 3 0 0.00% 0.4937 43.82% 31.45% 36.62% 0.2518 -0.0314 -0.0218 -0.0037 -0.6190 504 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6226 126 85 67.46% 0.6012 51.78% 41.00% 45.76% 0.2346 -0.0104 27 24 88.89% 0.5729 55.19% 59.03% 57.05% 0.2776 -0.1103 -0.0999 0.1740 0.2143 252 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6060 126 76 60.32% 0.5586 57.09% 47.75% 52.00% 0.2518 -0.0109 73 42 57.53% 0.4980 57.46% 46.39% 51.33% 0.2617 -0.0718 -0.0609 0.0201 -0.0278 252 75
MEXX - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6171 126 88 69.84% 0.5398 56.04% 50.53% 53.14% 0.2521 -0.0111 11 9 81.82% 0.5092 67.89% 42.05% 51.93% 0.2605 -0.0859 -0.0748 0.0171 0.1198 252 75
SRTY - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5862 126 76 60.32% 0.5235 55.53% 62.15% 58.65% 0.2511 -0.0129 0 0 - 0.5531 53.23% 44.30% 48.35% 0.2483 0.0065 0.0194 -0.0059 - 1,835 75
SMDD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5496 126 70 55.56% 0.5526 48.48% 37.28% 42.15% 0.2501 -0.0132 3 1 33.33% 0.4584 29.73% 9.32% 14.19% 0.2526 -0.0502 -0.0370 -0.0017 -0.2222 504 75
PILL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5859 126 69 54.76% 0.5243 50.71% 52.72% 51.70% 0.2530 -0.0132 19 14 73.68% 0.5113 53.63% 60.76% 56.97% 0.2494 -0.0038 0.0095 -0.0076 0.1892 504 75
SPXL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.4668 126 49 38.89% 0.8088 42.27% 31.06% 35.81% 0.0952 -0.0133 66 14 21.21% 0.8471 17.95% 38.89% 24.56% 0.1024 -0.7476 -0.7343 0.0236 -0.1768 252 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6047 126 86 68.25% 0.5373 56.41% 48.10% 51.93% 0.2514 -0.0138 26 19 73.08% 0.5881 59.73% 56.33% 57.98% 0.2432 0.0210 0.0349 -0.0187 0.0482 252 75
DUSL - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5727 126 75 59.52% 0.6094 50.16% 38.61% 43.64% 0.2211 -0.0143 14 8 57.14% 0.5525 37.14% 19.12% 25.24% 0.2042 -0.1321 -0.1178 -0.0272 -0.0238 504 75
TZA - 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 1,835 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5610 126 77 61.11% 0.5363 51.18% 42.60% 46.50% 0.2508 -0.0149 19 12 63.16% 0.7134 42.25% 39.47% 40.82% 0.2235 -0.1505 -0.1356 -0.0566 0.0205 1,835 75
KORU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5566 126 74 58.73% 0.5661 47.00% 36.89% 41.33% 0.2413 -0.0164 64 37 57.81% 0.5960 70.59% 61.36% 65.65% 0.2525 -0.0624 -0.0461 0.0233 -0.0092 252 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.5031 126 51 40.48% 0.5591 39.42% 13.40% 20.00% 0.2213 -0.0166 5 2 40.00% 0.4864 40.00% 1.83% 3.51% 0.2447 -0.0404 -0.0239 0.0531 -0.0048 1,835 75
DUSL - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5698 126 78 61.90% 0.6117 51.19% 37.38% 43.20% 0.2217 -0.0171 3 3 100.00% 0.6426 80.00% 5.88% 10.96% 0.1675 0.0716 0.0887 -0.1198 0.3810 1,426 75
KORU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5495 126 72 57.14% 0.5406 50.47% 32.79% 39.75% 0.2416 -0.0174 4 3 75.00% 0.5351 83.33% 5.68% 10.64% 0.2746 -0.1556 -0.1382 0.0671 0.1786 1,835 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5951 126 69 54.76% 0.4952 50.71% 50.00% 50.35% 0.2542 -0.0175 19 12 63.16% 0.4853 53.85% 47.30% 50.36% 0.2537 -0.0157 0.0017 -0.0014 0.0840 252 75
SRTY - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5538 126 79 62.70% 0.5281 57.80% 49.64% 53.41% 0.2524 -0.0182 6 1 16.67% 0.5116 50.00% 36.24% 42.02% 0.2485 0.0056 0.0238 -0.0089 -0.4603 504 75
TZA - 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 504 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.7021 126 84 66.67% 0.5423 63.23% 78.62% 70.09% 0.2397 -0.0185 6 5 83.33% 0.5654 61.43% 100.00% 76.11% 0.2346 0.0098 0.0283 -0.0108 0.1667 1,660 75
EDZ - logistic_regression_gd own_only price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5340 126 58 46.03% 0.5231 44.95% 33.58% 38.44% 0.2484 -0.0187 10 5 50.00% 0.6511 42.55% 23.26% 30.08% 0.2316 -0.1169 -0.0982 -0.0338 0.0397 1,835 75
DRV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5484 126 50 39.68% 0.5180 49.58% 40.38% 44.51% 0.2534 -0.0192 2 0 0.00% 0.4284 16.67% 4.08% 6.56% 0.2468 -0.1089 -0.0897 -0.0135 -0.3968 504 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6469 126 91 72.22% 0.5260 57.09% 64.97% 60.77% 0.2489 -0.0193 11 11 100.00% 0.6179 59.60% 73.29% 65.74% 0.2376 0.0400 0.0593 -0.0231 0.2778 1,835 75
TTT - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.4985 126 49 38.89% 0.5180 36.04% 7.89% 12.94% 0.2454 -0.0199 5 4 80.00% 0.5812 75.00% 4.76% 8.96% 0.2289 -0.3560 -0.3361 -0.0345 0.4111 1,835 75
TMV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.4966 126 52 41.27% 0.5350 41.84% 8.18% 13.69% 0.2445 -0.0201 9 4 44.44% 0.5781 40.00% 3.23% 5.97% 0.2269 -0.3601 -0.3401 -0.0373 0.0317 1,835 75
DRN - logistic_regression_gd own_only trend_volatility_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6085 126 61 48.41% 0.5517 52.26% 44.26% 47.93% 0.2546 -0.0203 0 0 - 0.5666 42.68% 33.98% 37.84% 0.2385 -0.0464 -0.0261 -0.0328 - 252 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6139 126 71 56.35% 0.5168 51.77% 40.40% 45.38% 0.2548 -0.0205 6 3 50.00% 0.4074 45.62% 70.21% 55.31% 0.2542 -0.0171 0.0034 -0.0019 -0.0635 504 75
SPXS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5601 126 66 52.38% 0.5737 47.15% 31.11% 37.48% 0.2407 -0.0207 8 3 37.50% 0.5238 51.56% 31.73% 39.29% 0.2428 -0.0602 -0.0395 -0.0028 -0.1488 504 75
KORU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5785 126 74 58.73% 0.5349 53.15% 47.12% 49.96% 0.2554 -0.0216 92 68 73.91% 0.6122 71.68% 65.96% 68.70% 0.2329 -0.0130 0.0086 -0.0476 0.1518 252 75
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.6223 126 99 78.57% 0.5323 60.10% 66.09% 62.95% 0.2457 -0.0220 26 15 57.69% 0.5962 70.18% 65.93% 67.99% 0.2401 -0.0325 -0.0105 -0.0111 -0.2088 1,835 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.7141 126 98 77.78% 0.5572 64.84% 69.03% 66.87% 0.2358 -0.0221 0 0 - 0.4991 57.83% 77.33% 66.17% 0.2487 -0.0259 -0.0037 0.0264 - 504 75
EDC - logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6178 126 74 58.73% 0.5545 48.05% 40.27% 43.82% 0.2477 -0.0222 8 6 75.00% 0.6157 51.35% 42.22% 46.34% 0.2395 0.0362 0.0584 -0.0197 0.1627 252 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.7259 126 98 77.78% 0.5631 67.01% 80.54% 73.15% 0.2327 -0.0223 3 3 100.00% 0.5425 70.13% 54.82% 61.54% 0.2442 -0.1086 -0.0863 0.0239 0.2222 504 75
SQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5796 126 80 63.49% 0.5132 49.49% 47.17% 48.30% 0.2557 -0.0230 4 2 50.00% 0.4594 40.78% 33.87% 37.00% 0.2583 -0.0581 -0.0351 0.0062 -0.1349 252 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5773 126 71 56.35% 0.4851 58.34% 65.89% 61.89% 0.2496 -0.0233 0 0 - 0.5388 34.76% 82.65% 48.94% 0.2514 -0.1200 -0.0967 0.0037 - 1,835 75
TZA - 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 1,835 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6205 126 72 57.14% 0.5052 53.40% 55.41% 54.38% 0.2551 -0.0238 15 13 86.67% 0.5682 63.86% 31.93% 42.57% 0.2509 -0.0277 -0.0039 -0.0082 0.2952 504 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.7059 126 94 74.60% 0.5062 63.17% 91.29% 74.67% 0.2362 -0.0243 0 0 - 0.5236 58.70% 100.00% 73.98% 0.2417 0.0029 0.0271 0.0113 - 1,816 75
SPXU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5588 126 64 50.79% 0.5635 44.87% 29.17% 35.35% 0.2418 -0.0246 5 2 40.00% 0.4965 43.90% 17.65% 25.17% 0.2438 -0.0742 -0.0496 -0.0007 -0.1079 504 75
FAS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5865 126 70 55.56% 0.5678 44.23% 38.66% 41.26% 0.2413 -0.0258 30 23 76.67% 0.7675 46.25% 58.73% 51.75% 0.1827 -0.0689 -0.0431 -0.1308 0.2111 252 75
SRTY - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5611 126 73 57.94% 0.4935 53.63% 48.33% 50.84% 0.2544 -0.0262 23 10 43.48% 0.4502 50.00% 42.28% 45.82% 0.2575 -0.0304 -0.0042 0.0062 -0.1446 252 75
SRTY - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5253 126 56 44.44% 0.4930 42.53% 36.66% 39.38% 0.2527 -0.0265 2 0 0.00% 0.5613 41.67% 4.76% 8.55% 0.2403 -0.0372 -0.0107 -0.0264 -0.4444 1,835 75
TZA - 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 252 75
EDZ - logistic_regression_gd own_only price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5654 126 51 40.48% 0.5240 41.37% 30.75% 35.28% 0.2507 -0.0284 7 3 42.86% 0.5177 36.54% 22.09% 27.54% 0.2344 -0.1301 -0.1017 -0.0345 0.0238 504 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6347 126 80 63.49% 0.4958 57.28% 59.01% 58.13% 0.2510 -0.0292 1 0 0.00% 0.5103 30.23% 26.53% 28.26% 0.2479 -0.1044 -0.0752 -0.0065 -0.6349 504 75
TMV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5471 126 51 40.48% 0.5423 45.70% 30.74% 36.75% 0.2467 -0.0294 13 6 46.15% 0.5430 36.00% 14.52% 20.69% 0.2041 -0.2233 -0.1938 -0.0941 0.0568 504 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.6256 126 82 65.08% 0.5113 62.00% 77.32% 68.82% 0.2417 -0.0302 42 32 76.19% 0.5941 59.29% 95.40% 73.13% 0.2360 0.0216 0.0517 -0.0120 0.1111 1,835 75
UPRO - 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 252 75
DRN - logistic_regression_gd own_only trend_volatility_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6255 126 66 52.38% 0.5887 48.96% 43.69% 46.17% 0.2439 -0.0313 19 14 73.68% 0.6082 36.96% 28.81% 32.38% 0.1805 -0.1079 -0.0767 -0.1252 0.2130 252 75
FAZ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5347 126 62 49.21% 0.5536 50.64% 37.57% 43.14% 0.2510 -0.0313 8 4 50.00% 0.5468 51.61% 13.91% 21.92% 0.2418 -0.0142 0.0171 -0.0226 0.0079 1,835 75
SMDD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5292 126 65 51.59% 0.5050 46.28% 34.59% 39.59% 0.2546 -0.0317 7 4 57.14% 0.5372 64.29% 15.25% 24.66% 0.2421 -0.0066 0.0252 -0.0286 0.0556 1,835 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6289 126 86 68.25% 0.5338 62.60% 77.20% 69.14% 0.2422 -0.0323 6 3 50.00% 0.5071 59.31% 78.74% 67.65% 0.2470 -0.0241 0.0081 0.0098 -0.1825 504 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6408 126 92 73.02% 0.5541 64.19% 51.17% 56.95% 0.2521 -0.0325 21 15 71.43% 0.5431 59.60% 55.90% 57.69% 0.2530 -0.0220 0.0105 0.0010 -0.0159 252 75
TTT - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5586 126 59 46.83% 0.5417 47.75% 33.53% 39.40% 0.2485 -0.0327 10 4 40.00% 0.5129 32.14% 14.29% 19.78% 0.2122 -0.2572 -0.2244 -0.0815 -0.0683 504 75
RETL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6723 126 93 73.81% 0.5324 61.59% 58.96% 60.25% 0.2491 -0.0334 4 2 50.00% 0.5098 55.62% 63.06% 59.10% 0.2517 -0.0120 0.0215 0.0051 -0.2381 252 75
SRTY - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5333 126 56 44.44% 0.4913 41.58% 28.68% 33.94% 0.2545 -0.0339 9 2 22.22% 0.4492 31.25% 9.52% 14.60% 0.2452 -0.0586 -0.0247 -0.0200 -0.2222 504 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6584 126 71 56.35% 0.4860 50.35% 55.30% 52.71% 0.2582 -0.0341 0 0 - 0.5081 51.54% 47.52% 49.45% 0.2547 -0.0193 0.0149 -0.0075 - 252 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4381 126 53 42.06% 0.6885 39.51% 15.46% 22.22% 0.1422 -0.0343 0 0 - 0.5433 - 0.00% - 0.2180 -0.0703 -0.0360 0.1943 - 1,426 75
SPXS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5507 126 69 54.76% 0.5738 48.40% 34.66% 40.39% 0.2439 -0.0344 11 6 54.55% 0.5958 60.00% 23.08% 33.33% 0.2320 -0.0134 0.0210 -0.0314 -0.0022 1,835 75
EDC - logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5283 126 55 43.65% 0.5823 44.44% 22.46% 29.84% 0.2162 -0.0348 23 15 65.22% 0.6724 65.85% 25.00% 36.24% 0.2163 0.0771 0.1119 -0.0017 0.2157 504 75
UPRO - 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 1,835 75
TZA - 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 504 75
EDZ - logistic_regression_gd own_only price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5841 126 60 47.62% 0.5273 43.87% 41.89% 42.86% 0.2526 -0.0360 3 0 0.00% 0.5138 26.47% 20.93% 23.38% 0.2288 -0.1036 -0.0676 -0.0484 -0.4762 252 75
TZA - 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 252 75
PILL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5853 126 73 57.94% 0.5078 49.47% 45.96% 47.65% 0.2593 -0.0385 48 31 64.58% 0.5921 60.49% 62.03% 61.25% 0.2433 0.0206 0.0592 -0.0347 0.0665 252 75
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6942 126 80 63.49% 0.5586 63.50% 67.55% 65.46% 0.2498 -0.0390 12 8 66.67% 0.5613 70.62% 75.27% 72.87% 0.2414 -0.0380 0.0010 -0.0214 0.0317 252 75
SPXS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5798 126 79 62.70% 0.5556 49.44% 36.53% 42.02% 0.2451 -0.0393 1 1 100.00% 0.5465 41.98% 32.69% 36.76% 0.2392 -0.0447 -0.0054 -0.0118 0.3730 252 75
SDOW - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5498 126 53 42.06% 0.5539 39.72% 25.69% 31.20% 0.2355 -0.0401 5 2 40.00% 0.4535 42.42% 17.07% 24.35% 0.2409 -0.1951 -0.1550 0.0173 -0.0206 504 75
SPXU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5742 126 79 62.70% 0.5482 49.84% 33.33% 39.95% 0.2455 -0.0403 2 1 50.00% 0.5503 48.39% 29.41% 36.59% 0.2353 -0.0369 0.0035 -0.0247 -0.1270 252 75
SRTY - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5591 126 60 47.62% 0.4650 40.55% 37.75% 39.10% 0.2561 -0.0406 26 9 34.62% 0.4492 30.00% 25.71% 27.69% 0.2576 -0.1120 -0.0715 0.0047 -0.1300 252 75
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.7474 126 102 80.95% 0.5484 68.77% 82.31% 74.93% 0.2254 -0.0407 28 24 85.71% 0.6170 75.27% 96.28% 84.49% 0.1999 -0.0235 0.0172 -0.0530 0.0476 1,835 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5970 126 68 53.97% 0.5589 48.45% 36.29% 41.50% 0.2446 -0.0415 27 14 51.85% 0.6259 41.67% 37.97% 39.74% 0.2154 -0.0821 -0.0406 -0.0754 -0.0212 252 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6401 126 87 69.05% 0.5232 62.47% 71.46% 66.67% 0.2444 -0.0419 14 10 71.43% 0.4962 57.99% 72.99% 64.63% 0.2486 -0.0307 0.0112 0.0086 0.0238 252 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4927 126 39 30.95% 0.4746 28.38% 4.38% 7.58% 0.2460 -0.0423 23 4 17.39% 0.4283 16.67% 5.56% 8.33% 0.2153 -0.4131 -0.3707 -0.0621 -0.1356 1,835 75
SPXU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5462 126 68 53.97% 0.5553 46.75% 32.92% 38.63% 0.2460 -0.0424 11 6 54.55% 0.6072 56.76% 20.59% 30.22% 0.2311 -0.0182 0.0242 -0.0366 0.0058 1,835 75
DRN - logistic_regression_gd own_only trend_volatility_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6101 126 64 50.79% 0.5834 49.22% 45.76% 47.42% 0.2468 -0.0433 9 3 33.33% 0.6048 46.67% 35.59% 40.38% 0.1912 -0.1741 -0.1308 -0.1202 -0.1746 504 75
TECS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5363 126 51 40.48% 0.5219 41.23% 26.02% 31.91% 0.2478 -0.0435 14 7 50.00% 0.5241 53.06% 21.67% 30.77% 0.2457 -0.0109 0.0327 -0.0077 0.0952 1,835 75
SMDD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5617 126 60 47.62% 0.4940 44.51% 39.96% 42.12% 0.2576 -0.0438 7 1 14.29% 0.4802 35.29% 25.42% 29.56% 0.2508 -0.0428 0.0010 -0.0151 -0.3333 252 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6622 126 77 61.11% 0.4857 56.88% 64.79% 60.58% 0.2548 -0.0444 0 0 - 0.4513 28.12% 36.73% 31.86% 0.2572 -0.1457 -0.1013 0.0064 - 252 75
SQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5480 126 58 46.03% 0.5418 40.29% 24.83% 30.73% 0.2385 -0.0453 0 0 - 0.4575 35.29% 13.48% 19.51% 0.2386 -0.1174 -0.0721 -0.0013 - 504 75
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.5250 126 57 45.24% 0.5050 41.31% 27.04% 32.68% 0.2438 -0.0454 24 11 45.83% 0.5348 37.25% 15.70% 22.09% 0.2459 -0.0094 0.0360 0.0043 0.0060 1,835 75
DUSL - logistic_regression_gd own_only price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6224 126 64 50.79% 0.5878 39.89% 35.15% 37.37% 0.2281 -0.0463 25 8 32.00% 0.4824 28.36% 27.94% 28.15% 0.2342 -0.2983 -0.2520 0.0331 -0.1879 252 75
DRV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5731 126 64 50.79% 0.5696 40.64% 34.94% 37.58% 0.2371 -0.0481 20 3 15.00% 0.5788 21.05% 15.09% 17.58% 0.1977 -0.3163 -0.2682 -0.0960 -0.3579 252 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6693 126 88 69.84% 0.5103 62.94% 57.62% 60.16% 0.2472 -0.0502 3 3 100.00% 0.4763 61.25% 92.22% 73.61% 0.2444 -0.0317 0.0185 -0.0057 0.3016 504 75
TPOR - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5645 126 59 46.83% 0.5104 44.15% 34.67% 38.84% 0.2551 -0.0507 29 11 37.93% 0.5642 47.30% 31.82% 38.04% 0.2429 -0.0288 0.0219 -0.0305 -0.0889 252 75
SMDD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5417 126 54 42.86% 0.5357 41.75% 29.25% 34.40% 0.2392 -0.0508 14 2 14.29% 0.5506 27.63% 26.25% 26.92% 0.2210 -0.1018 -0.0510 -0.0411 -0.2857 252 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6147 126 86 68.25% 0.5063 57.92% 47.03% 51.91% 0.2571 -0.0519 21 15 71.43% 0.5245 52.59% 49.31% 50.90% 0.2493 0.0029 0.0548 -0.0209 0.0317 252 75
TECS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5490 126 61 48.41% 0.4890 39.02% 22.95% 28.90% 0.2498 -0.0520 1 0 0.00% 0.4147 35.29% 35.00% 35.15% 0.2541 -0.0454 0.0066 0.0071 -0.4841 504 75
DUSL - logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4849 126 60 47.62% 0.7449 48.72% 32.20% 38.78% 0.1272 -0.0524 0 0 - 0.7382 - 0.00% - 0.1017 0.0702 0.1226 -0.0651 - 1,426 75
TYD - logistic_regression_gd own_only price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.1854 126 11 8.73% 0.5134 - 0.00% - 0.0847 -0.0534 47 8 17.02% 0.8756 - 0.00% - 0.0422 -0.1674 -0.1139 -0.1294 0.0829 1,835 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5114 126 44 34.92% 0.4888 32.86% 14.58% 20.20% 0.2489 -0.0547 14 0 0.00% 0.5915 5.56% 1.85% 2.78% 0.2011 -0.3198 -0.2651 -0.1023 -0.3492 504 75
TPOR - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4984 126 59 46.83% 0.6158 47.50% 18.51% 26.64% 0.1951 -0.0551 5 3 60.00% 0.6191 50.00% 3.51% 6.56% 0.1592 -0.0026 0.0525 -0.0815 0.1317 1,387 75
SMDD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5369 126 47 37.30% 0.5355 38.37% 21.32% 27.41% 0.2405 -0.0563 5 2 40.00% 0.4566 35.29% 15.00% 21.05% 0.2370 -0.1812 -0.1249 -0.0083 0.0270 504 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6147 126 71 56.35% 0.5097 45.18% 36.98% 40.67% 0.2608 -0.0570 9 7 77.78% 0.5413 49.04% 43.59% 46.15% 0.2445 -0.0135 0.0435 -0.0451 0.2143 252 75
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.6297 126 74 58.73% 0.5126 61.87% 61.70% 61.78% 0.2543 -0.0577 24 21 87.50% 0.5784 66.89% 55.49% 60.66% 0.2407 -0.0348 0.0229 -0.0301 0.2877 504 75
CURE - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5749 126 70 55.56% 0.6696 41.69% 44.60% 43.10% 0.1864 -0.0584 35 9 25.71% 0.4215 22.03% 17.33% 19.40% 0.2477 -0.2860 -0.2276 0.1264 -0.2984 504 75
UMDD - 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 252 75
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