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
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.7372 126 102 80.95% 0.5761 71.02% 78.46% 74.56% 0.2293 -0.0587 35 24 68.57% 0.5291 74.88% 74.88% 74.88% 0.2271 -0.1624 -0.1036 -0.0043 -0.1238 252 75
FAS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4359 126 45 35.71% 0.6000 42.42% 5.67% 10.00% 0.1672 -0.0595 0 0 - 0.6736 - 0.00% - 0.0832 -0.0501 0.0095 -0.2060 - 1,835 75
DRN - logistic_regression_gd own_only trend_volatility_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4585 126 51 40.48% 0.6354 41.11% 16.52% 23.57% 0.1554 -0.0619 2 1 50.00% 0.4532 100.00% 5.88% 11.11% 0.0733 -0.3189 -0.2571 -0.1919 0.0952 1,835 75
FAZ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5733 126 51 40.48% 0.5511 41.18% 31.59% 35.75% 0.2365 -0.0620 12 1 8.33% 0.5160 16.22% 7.59% 10.34% 0.2278 -0.1445 -0.0825 -0.0182 -0.3214 252 75
TMF - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.5226 126 55 43.65% 0.5281 38.59% 22.41% 28.35% 0.2348 -0.0621 18 4 22.22% 0.5088 33.33% 10.81% 16.33% 0.2213 -0.1725 -0.1104 -0.0281 -0.2143 504 75
TPOR - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5038 126 62 49.21% 0.6012 48.97% 23.05% 31.35% 0.1964 -0.0623 81 31 38.27% 0.6376 35.48% 57.89% 44.00% 0.2244 -0.4138 -0.3514 0.0523 -0.1093 504 75
CURE - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5289 126 63 50.00% 0.6465 42.54% 26.83% 32.91% 0.1871 -0.0627 8 4 50.00% 0.5520 40.00% 5.33% 9.41% 0.1971 -0.0236 0.0391 0.0260 0.0000 1,835 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6489 126 90 71.43% 0.5099 63.73% 60.32% 61.98% 0.2451 -0.0628 19 12 63.16% 0.4761 58.70% 62.79% 60.67% 0.2586 -0.0667 -0.0039 0.0328 -0.0827 252 75
MEXX - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6163 126 65 51.59% 0.5106 45.53% 43.74% 44.61% 0.2598 -0.0629 1 1 100.00% 0.5107 57.14% 42.11% 48.48% 0.2698 -0.0827 -0.0198 0.0249 0.4841 252 75
SDOW - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5697 126 66 52.38% 0.5565 41.82% 35.78% 38.57% 0.2408 -0.0632 9 0 0.00% 0.5221 31.94% 28.05% 29.87% 0.2333 -0.1577 -0.0944 -0.0117 -0.5238 252 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5270 126 57 45.24% 0.5439 37.96% 23.08% 28.70% 0.2315 -0.0633 73 21 28.77% 0.4267 28.00% 25.69% 26.79% 0.2653 -0.1278 -0.0645 0.0661 -0.1647 252 75
FAZ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5342 126 49 38.89% 0.5447 43.14% 26.13% 32.54% 0.2368 -0.0635 9 3 33.33% 0.4774 35.29% 7.59% 12.50% 0.2206 -0.1083 -0.0448 -0.0366 -0.0556 504 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.5015 126 47 37.30% 0.4880 37.86% 12.02% 18.24% 0.2422 -0.0640 18 9 50.00% 0.6530 50.00% 9.57% 16.07% 0.2166 0.0148 0.0788 -0.0538 0.1270 1,816 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6902 126 88 69.84% 0.5070 61.27% 61.59% 61.43% 0.2506 -0.0644 4 2 50.00% 0.4944 61.00% 67.78% 64.21% 0.2471 -0.0429 0.0214 -0.0078 -0.1984 252 75
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.7009 126 107 84.92% 0.5591 68.74% 79.86% 73.88% 0.2306 -0.0648 37 30 81.08% 0.5596 74.61% 88.84% 81.10% 0.2168 -0.1098 -0.0450 -0.0293 -0.0384 504 75
MEXX - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4666 126 39 30.95% 0.6178 28.57% 8.54% 13.15% 0.1848 -0.0652 1 0 0.00% 0.5636 - 0.00% - 0.2021 -0.0152 0.0500 0.0499 -0.3095 1,426 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4652 126 43 34.13% 0.6563 35.14% 12.56% 18.51% 0.1466 -0.0664 38 14 36.84% 0.4914 41.67% 6.10% 10.64% 0.2241 -0.1002 -0.0338 0.1889 0.0272 504 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5288 126 52 41.27% 0.6030 41.36% 24.53% 30.80% 0.2031 -0.0664 30 11 36.67% 0.6167 33.33% 25.00% 28.57% 0.1775 -0.1996 -0.1332 -0.0638 -0.0460 504 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4858 126 41 32.54% 0.5137 36.07% 5.57% 9.65% 0.2297 -0.0665 9 4 44.44% 0.4968 66.67% 2.35% 4.55% 0.2323 -0.1168 -0.0502 0.0051 0.1190 1,660 75
SQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5389 126 57 45.24% 0.5213 39.67% 27.31% 32.35% 0.2438 -0.0685 5 3 60.00% 0.5949 45.83% 12.36% 19.47% 0.2274 -0.0650 0.0035 -0.0366 0.1476 1,835 75
SQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5942 126 71 56.35% 0.5630 49.74% 42.89% 46.06% 0.2439 -0.0690 0 0 - 0.4884 26.00% 14.61% 18.71% 0.2373 -0.1113 -0.0423 -0.0164 - 252 75
TECS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5912 126 65 51.59% 0.5393 46.94% 42.42% 44.56% 0.2539 -0.0694 0 0 - 0.4826 41.79% 46.67% 44.09% 0.2510 -0.0328 0.0366 -0.0108 - 252 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5557 126 41 32.54% 0.4778 36.36% 32.50% 34.32% 0.2524 -0.0695 17 2 11.76% 0.4568 7.41% 11.11% 8.89% 0.2200 -0.4439 -0.3744 -0.0656 -0.2077 252 75
EDZ - logistic_regression_gd own_only price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5346 126 59 46.83% 0.5549 40.52% 33.90% 36.92% 0.2351 -0.0702 9 3 33.33% 0.5448 23.53% 14.81% 18.18% 0.2103 -0.3803 -0.3101 -0.0487 -0.1349 504 75
DRV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.4770 126 36 28.57% 0.4409 38.78% 4.37% 7.85% 0.2422 -0.0708 18 6 33.33% 0.5481 42.86% 5.66% 10.00% 0.2129 -0.4179 -0.3471 -0.0603 0.0476 1,835 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.5093 126 52 41.27% 0.6493 40.60% 22.59% 29.03% 0.1650 -0.0723 7 3 42.86% 0.8561 42.86% 10.34% 16.67% 0.0800 0.1162 0.1885 -0.2190 0.0159 1,835 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.7067 126 89 70.63% 0.4785 67.66% 98.36% 80.17% 0.2342 -0.0729 1 1 100.00% 0.4867 59.39% 100.00% 74.52% 0.2429 -0.0070 0.0659 0.0171 0.2937 1,835 75
PILL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5490 126 56 44.44% 0.5283 43.30% 31.17% 36.25% 0.2456 -0.0733 19 4 21.05% 0.3830 23.40% 9.73% 13.75% 0.2614 -0.0963 -0.0229 0.0297 -0.2339 504 75
TMF - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.4077 126 29 23.02% 0.5104 25.00% 0.74% 1.43% 0.1822 -0.0752 47 7 14.89% 0.5415 - 0.00% - 0.1528 -0.4314 -0.3562 -0.0646 -0.0812 1,835 75
SDOW - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 expanding_monthly winsorize_p02_p98 0.5234 126 57 45.24% 0.5386 43.75% 22.48% 29.70% 0.2437 -0.0760 17 8 47.06% 0.5955 58.82% 24.39% 34.48% 0.2227 -0.1050 -0.0289 -0.0495 0.0182 1,835 75
RETL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.6146 126 63 50.00% 0.4606 45.64% 42.31% 43.91% 0.2691 -0.0762 24 7 29.17% 0.4863 35.64% 31.86% 33.64% 0.2593 -0.0876 -0.0114 -0.0238 -0.2083 252 75
SPXL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4500 126 32 25.40% 0.7658 27.27% 18.18% 21.82% 0.1013 -0.0784 26 8 30.77% 0.9078 36.36% 44.44% 40.00% 0.0840 -0.4331 -0.3546 -0.0329 0.0537 504 75
UMDD - 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 1,835 75
EDZ - logistic_regression_gd own_only price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5068 126 45 35.71% 0.4896 33.57% 11.71% 17.36% 0.2376 -0.0815 5 1 20.00% 0.5372 14.29% 1.85% 3.28% 0.2076 -0.3627 -0.2812 -0.0635 -0.1571 1,835 75
SMDD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5152 126 48 38.10% 0.5068 35.45% 17.69% 23.60% 0.2464 -0.0823 3 1 33.33% 0.5216 50.00% 3.75% 6.98% 0.2242 -0.1175 -0.0352 -0.0518 -0.0476 1,835 75
PILL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5584 126 63 50.00% 0.5079 39.23% 29.82% 33.89% 0.2478 -0.0829 43 18 41.86% 0.4275 35.37% 25.66% 29.74% 0.2643 -0.1084 -0.0256 0.0315 -0.0814 252 75
FAZ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5124 126 54 42.86% 0.5211 38.07% 17.81% 24.27% 0.2414 -0.0840 4 2 50.00% 0.4808 33.33% 2.53% 4.71% 0.2255 -0.1330 -0.0490 -0.0414 0.0714 1,835 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5146 126 37 29.37% 0.5322 30.21% 14.95% 20.00% 0.2312 -0.0841 6 4 66.67% 0.4532 58.33% 8.05% 14.14% 0.2364 -0.1215 -0.0374 0.0095 0.3730 504 75
UDOW - 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 252 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5486 126 57 45.24% 0.5605 42.59% 31.29% 36.08% 0.2472 -0.0857 28 9 32.14% 0.5754 38.68% 43.62% 41.00% 0.2373 -0.0795 0.0061 -0.0327 -0.1310 504 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4807 126 38 30.16% 0.4662 33.33% 6.44% 10.80% 0.2327 -0.0910 3 3 100.00% 0.5570 100.00% 1.15% 2.27% 0.2125 -0.0079 0.0830 -0.0437 0.6984 1,835 75
DRV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5408 126 43 34.13% 0.5070 40.59% 25.29% 31.16% 0.2470 -0.0919 3 0 0.00% 0.5554 37.50% 5.66% 9.84% 0.1723 -0.1476 -0.0557 -0.1647 -0.3413 504 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5145 126 48 38.10% 0.5061 37.44% 18.11% 24.41% 0.2385 -0.0953 33 13 39.39% 0.5369 41.67% 18.35% 25.48% 0.2457 -0.0446 0.0507 0.0107 0.0130 504 75
EDC - logistic_regression_gd own_only trend_breakout_volume_full disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5785 126 50 39.68% 0.5598 32.46% 29.68% 31.01% 0.2290 -0.0961 33 23 69.70% 0.5949 42.05% 34.26% 37.76% 0.2341 0.0010 0.0971 0.0086 0.3001 252 75
SPXU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5565 126 54 42.86% 0.5854 43.88% 34.86% 38.85% 0.2202 -0.0966 3 1 33.33% 0.6508 28.00% 14.00% 18.67% 0.1727 -0.2037 -0.1070 -0.1138 -0.0952 252 75
LABU - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core underlying_trend_breakout upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.6682 126 86 68.25% 0.5191 67.18% 58.38% 62.48% 0.2497 -0.0969 15 12 80.00% 0.5534 69.86% 51.78% 59.48% 0.2444 -0.1093 -0.0124 -0.0117 0.1175 252 75
TMF - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.5443 126 37 29.37% 0.5184 33.43% 28.67% 30.87% 0.2428 -0.0983 29 5 17.24% 0.5660 21.43% 12.16% 15.52% 0.2249 -0.1916 -0.0933 -0.0388 -0.1212 252 75
SPXS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5552 126 55 43.65% 0.5875 43.57% 34.86% 38.73% 0.2208 -0.0996 1 1 100.00% 0.6404 34.29% 25.00% 28.92% 0.1719 -0.2379 -0.1382 -0.1157 0.5635 252 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5457 126 61 48.41% 0.6110 39.11% 32.99% 35.79% 0.1970 -0.0998 27 5 18.52% 0.7080 13.16% 18.52% 15.38% 0.1453 -0.7097 -0.6099 -0.1334 -0.2989 252 75
TTT - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5344 126 41 32.54% 0.5264 33.08% 23.32% 27.36% 0.2296 -0.1009 15 5 33.33% 0.5775 22.73% 20.00% 21.28% 0.1371 -0.7290 -0.6281 -0.2167 0.0079 504 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5192 126 40 31.75% 0.4921 31.46% 16.96% 22.04% 0.2372 -0.1011 20 4 20.00% 0.5418 24.32% 10.59% 14.75% 0.2286 -0.0986 0.0025 -0.0225 -0.1175 504 75
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5355 126 47 37.30% 0.4575 39.82% 28.97% 33.54% 0.2569 -0.1014 8 4 50.00% 0.4010 38.24% 10.74% 16.77% 0.2577 -0.0576 0.0437 -0.0009 0.1270 504 75
TMV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5342 126 38 30.16% 0.5265 32.45% 22.69% 26.71% 0.2319 -0.1014 17 5 29.41% 0.5763 26.09% 24.00% 25.00% 0.1453 -0.8333 -0.7319 -0.2060 -0.0075 504 75
TTT - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.4574 126 23 18.25% 0.4430 4.35% 0.27% 0.51% 0.2300 -0.1024 4 0 0.00% 0.6738 - 0.00% - 0.1924 -1.4266 -1.3241 -0.0823 -0.1825 1,835 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5192 126 48 38.10% 0.6599 32.37% 23.43% 27.18% 0.1697 -0.1026 26 9 34.62% 0.7177 32.56% 48.28% 38.89% 0.1391 -0.5364 -0.4338 -0.0735 -0.0348 504 75
UPRO - 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 504 75
RETL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5412 126 49 38.89% 0.5484 32.95% 22.61% 26.81% 0.2313 -0.1037 33 19 57.58% 0.6731 51.11% 37.10% 42.99% 0.1763 -0.0439 0.0599 -0.1219 0.1869 504 75
UMDD - 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 504 75
TMV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.4584 126 20 15.87% 0.4315 5.26% 0.26% 0.50% 0.2327 -0.1053 4 0 0.00% 0.6824 - 0.00% - 0.1945 -1.4536 -1.3483 -0.0838 -0.1587 1,835 75
TTT - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5348 126 47 37.30% 0.5406 37.98% 29.22% 33.03% 0.2306 -0.1053 18 2 11.11% 0.6148 8.33% 8.00% 8.16% 0.1298 -0.6372 -0.5318 -0.2385 -0.2619 252 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.6434 126 85 67.46% 0.4852 67.28% 85.81% 75.43% 0.2414 -0.1057 0 0 - 0.4929 58.79% 67.24% 62.73% 0.2479 -0.0277 0.0779 0.0125 - 504 75
LABD - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.7503 126 89 70.63% 0.4723 67.40% 82.65% 74.25% 0.2415 -0.1061 0 0 - 0.3961 52.84% 53.45% 53.14% 0.2567 -0.0644 0.0417 0.0293 - 252 75
TMV - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5324 126 44 34.92% 0.5337 39.30% 29.55% 33.73% 0.2330 -0.1069 14 1 7.14% 0.6217 4.35% 4.00% 4.17% 0.1401 -0.7671 -0.6601 -0.2210 -0.2778 252 75
SPXU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5478 126 41 32.54% 0.5436 36.02% 21.71% 27.09% 0.2227 -0.1092 4 0 0.00% 0.6474 21.05% 8.00% 11.59% 0.1820 -0.2687 -0.1595 -0.0930 -0.3254 504 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5102 126 44 34.92% 0.5801 35.22% 18.42% 24.19% 0.2033 -0.1092 25 7 28.00% 0.6275 37.50% 23.53% 28.92% 0.1766 -0.2120 -0.1028 -0.0573 -0.0692 504 75
EDC - logistic_regression_gd own_only trend_breakout_volume_full disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.3972 126 30 23.81% 0.6142 29.41% 9.38% 14.22% 0.1232 -0.1094 2 1 50.00% 0.5457 - 0.00% - 0.1236 0.0077 0.1171 0.0094 0.2619 1,835 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5554 126 49 38.89% 0.5699 38.40% 28.26% 32.56% 0.2113 -0.1096 24 2 8.33% 0.5204 12.50% 9.62% 10.87% 0.2104 -0.4223 -0.3127 -0.0034 -0.3056 252 75
TYD - logistic_regression_gd own_only price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.1253 126 1 0.79% 0.2991 - 0.00% - 0.0456 -0.1098 63 2 3.17% 0.7201 - 0.00% - 0.0232 -0.6921 -0.5824 -0.0735 0.0238 1,835 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5036 126 31 24.60% 0.5681 23.94% 11.18% 15.25% 0.2034 -0.1100 45 9 20.00% 0.6244 21.74% 19.61% 20.62% 0.1964 -0.3479 -0.2379 -0.0149 -0.0460 252 75
SOXL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5855 126 51 40.48% 0.4956 36.40% 42.49% 39.21% 0.2591 -0.1109 24 15 62.50% 0.5372 45.52% 50.41% 47.84% 0.2488 -0.0214 0.0896 -0.0264 0.2202 252 75
SPXS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5466 126 41 32.54% 0.5429 35.07% 21.14% 26.38% 0.2232 -0.1112 7 2 28.57% 0.6615 26.09% 12.50% 16.90% 0.1778 -0.2801 -0.1689 -0.1032 -0.0397 504 75
TNA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4568 126 39 30.95% 0.5158 35.00% 6.91% 11.54% 0.2037 -0.1117 3 1 33.33% 0.6073 50.00% 1.96% 3.77% 0.1499 -0.0288 0.0829 -0.1224 0.0238 1,835 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5279 126 53 42.06% 0.5874 36.76% 23.13% 28.39% 0.1992 -0.1123 17 6 35.29% 0.7159 33.33% 22.22% 26.67% 0.0978 -0.1514 -0.0391 -0.2491 -0.0677 504 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4812 126 36 28.57% 0.7201 30.00% 23.08% 26.09% 0.1122 -0.1137 18 9 50.00% 0.7510 50.00% 52.94% 51.43% 0.0531 0.0434 0.1570 -0.1469 0.2143 504 75
TECL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4996 126 51 40.48% 0.5590 40.80% 15.84% 22.82% 0.2124 -0.1151 22 5 22.73% 0.5899 22.73% 9.62% 13.51% 0.2031 -0.3729 -0.2579 -0.0279 -0.1775 1,835 75
RETL - logistic_regression_gd own_plus_global_macro_ffcore trend_volatility_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.5103 126 39 30.95% 0.5161 33.72% 15.43% 21.17% 0.2341 -0.1170 11 7 63.64% 0.5702 53.85% 11.29% 18.67% 0.1853 -0.0971 0.0199 -0.1059 0.3268 1,835 75
FAS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4913 126 35 27.78% 0.6140 29.20% 13.36% 18.33% 0.1765 -0.1183 19 5 26.32% 0.6704 31.25% 20.00% 24.39% 0.1443 -0.8200 -0.7017 -0.0620 -0.0146 504 75
EDZ - logistic_regression_gd own_only price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5958 126 41 32.54% 0.5158 33.43% 27.80% 30.36% 0.2462 -0.1207 0 0 - 0.4506 4.35% 1.85% 2.60% 0.1977 -0.2976 -0.1769 -0.0918 - 252 75
PILL - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4802 126 36 28.57% 0.5863 25.00% 8.30% 12.46% 0.1672 -0.1231 0 0 - 0.3680 - 0.00% - 0.1738 -0.0672 0.0559 0.0252 - 1,289 75
DPST - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5459 126 40 31.75% 0.5052 31.38% 26.29% 28.61% 0.2401 -0.1255 24 14 58.33% 0.4260 46.67% 24.14% 31.82% 0.2493 -0.1825 -0.0570 0.0188 0.2659 252 75
SDOW - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5741 126 32 25.40% 0.6072 34.77% 31.80% 33.22% 0.2072 -0.1281 11 1 9.09% 0.5571 9.76% 7.84% 8.70% 0.1917 -0.3153 -0.1872 -0.0385 -0.1631 252 75
DUSL - logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4824 126 36 28.57% 0.6960 28.00% 15.82% 20.22% 0.1367 -0.1309 13 5 38.46% 0.4645 30.00% 8.33% 13.04% 0.1507 -0.3778 -0.2469 0.0740 0.0989 504 75
TYO - logistic_regression_gd own_only price_volume_core disabled upmove_h5_abs5 fixed504_monthly winsorize_p02_p98 0.4027 126 23 18.25% 0.6089 29.41% 4.24% 7.41% 0.0961 -0.1311 6 2 33.33% 0.7614 50.00% 12.50% 20.00% 0.0330 -0.2438 -0.1127 -0.1861 0.1508 504 75
SRTY - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4958 126 38 30.16% 0.5423 30.77% 11.36% 16.59% 0.2133 -0.1315 8 0 0.00% 0.5389 0.00% 0.00% - 0.1743 -0.1959 -0.0644 -0.0942 -0.3016 504 75
SOXS - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5619 126 53 42.06% 0.5177 29.74% 29.37% 29.55% 0.2438 -0.1319 5 1 20.00% 0.5352 39.29% 38.82% 39.05% 0.2335 -0.1223 0.0096 -0.0240 -0.2206 252 75
SQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4956 126 40 31.75% 0.5404 27.88% 10.51% 15.26% 0.1947 -0.1367 6 2 33.33% 0.6467 40.00% 4.35% 7.84% 0.1605 -0.1960 -0.0593 -0.0851 0.0159 504 75
SPXU - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5022 126 42 33.33% 0.5072 32.61% 12.86% 18.44% 0.2289 -0.1398 9 3 33.33% 0.7452 33.33% 6.00% 10.17% 0.1849 -0.2886 -0.1488 -0.0991 0.0000 1,835 75
SPXS - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.5049 126 44 34.92% 0.5091 32.43% 13.71% 19.28% 0.2290 -0.1403 7 2 28.57% 0.7063 44.44% 8.33% 14.04% 0.1884 -0.3562 -0.2159 -0.0916 -0.0635 1,835 75
CURE - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_core upmove_h10_abs10 fixed252_monthly winsorize_p02_p98 0.5672 126 49 38.89% 0.5995 32.23% 30.66% 31.43% 0.2010 -0.1415 16 6 37.50% 0.4086 19.10% 22.67% 20.73% 0.2469 -0.2820 -0.1404 0.0983 -0.0139 252 75
MIDU - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full underlying_trend_breakout barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5158 126 45 35.71% 0.6169 30.39% 23.01% 26.19% 0.1760 -0.1436 46 7 15.22% 0.6576 16.36% 31.03% 21.43% 0.1512 -0.6698 -0.5262 -0.0635 -0.2050 252 75
TZA - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4923 126 37 29.37% 0.5212 30.48% 10.00% 15.06% 0.2169 -0.1437 8 0 0.00% 0.5345 0.00% 0.00% - 0.1738 -0.2111 -0.0674 -0.1060 -0.2937 504 75
TYO - logistic_regression_gd own_only price_volume_core disabled upmove_h5_abs5 fixed252_monthly winsorize_p02_p98 0.4296 126 22 17.46% 0.6411 25.00% 7.63% 11.69% 0.0972 -0.1440 1 0 0.00% 0.3706 0.00% 0.00% - 0.0462 -0.7391 -0.5951 -0.1313 -0.1746 252 75
TQQQ - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_core barrier_h10_tp15_sl10 expanding_monthly winsorize_p02_p98 0.4751 126 42 33.33% 0.5429 36.84% 9.52% 15.14% 0.2058 -0.1491 23 5 21.74% 0.6329 27.27% 11.11% 15.79% 0.1711 -1.0140 -0.8648 -0.0821 -0.1159 1,835 75
TYO - logistic_regression_gd own_only price_volume_core disabled upmove_h10_abs10 expanding_monthly winsorize_p02_p98 0.1282 126 1 0.79% 0.2817 - 0.00% - 0.0413 -0.1496 68 0 0.00% 0.3389 - 0.00% - 0.0238 -0.7406 -0.5910 -0.0490 -0.0079 1,835 75
NAIL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5403 126 39 30.95% 0.4624 34.88% 23.81% 28.30% 0.2620 -0.1510 44 15 34.09% 0.4383 20.59% 22.34% 21.43% 0.2643 -0.2023 -0.0513 -0.0025 0.0314 252 75
DFEN - logistic_regression_gd own_only price_volume_core underlying_trend_core barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.5077 126 44 34.92% 0.6242 33.85% 21.26% 26.11% 0.1583 -0.1512 37 15 40.54% 0.4240 40.00% 19.51% 26.23% 0.2361 -0.1592 -0.0079 0.1733 0.0562 252 75
SDOW - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core disabled upmove_h10_abs10 fixed504_monthly winsorize_p02_p98 0.5147 126 29 23.02% 0.5419 25.57% 14.75% 18.71% 0.2116 -0.1519 3 0 0.00% 0.4198 0.00% 0.00% - 0.2055 -0.4101 -0.2581 -0.0098 -0.2302 504 75
EURL - logistic_regression_gd own_plus_global_macro_ffcore trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed252_monthly winsorize_p02_p98 0.4764 126 38 30.16% 0.7493 34.02% 23.08% 27.50% 0.1161 -0.1524 35 9 25.71% 0.8322 30.00% 52.94% 38.30% 0.0877 -0.5792 -0.4268 -0.0984 -0.0444 252 75
EDC - logistic_regression_gd own_only trend_breakout_volume_full disabled barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.4198 126 28 22.22% 0.6302 28.07% 10.00% 14.75% 0.1280 -0.1533 24 8 33.33% 0.6855 46.15% 14.29% 21.82% 0.1212 0.0267 0.1799 -0.0336 0.1111 504 75
MEXX - logistic_regression_gd own_plus_global_macro_ffcore price_volume_core underlying_trend_breakout barrier_h10_tp15_sl10 fixed504_monthly winsorize_p02_p98 0.5283 126 38 30.16% 0.5702 26.70% 16.73% 20.57% 0.2007 -0.1571 8 3 37.50% 0.3850 37.50% 7.59% 12.63% 0.2357 -0.1842 -0.0272 0.0830 0.0734 504 75
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