Completed
377
of 0
Phase2
Ticker prediction stage board
Stage1은 context/feature family sweep, Stage2는 label/walk-forward/preprocessing sweep 결과입니다. 현재 완료된 summary artifact 기준으로 즉시 보여줍니다.
Tickers
42
eligible 0
Promoted
0
current STAGE2
| Ticker | Promoted | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SRTY | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5495 | 126 | 42 | 33.33% | 0.5490 | 30.45% | 23.34% | 26.43% | 0.2184 | -0.1585 | 10 | 0 | 0.00% | 0.5676 | 0.00% | 0.00% | - | 0.1815 | -0.2455 | -0.0870 | -0.0822 | -0.3333 | 252 | 75 |
| TECS | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4620 | 126 | 37 | 29.37% | 0.5242 | 47.92% | 8.39% | 14.29% | 0.1975 | -0.1591 | 4 | 2 | 50.00% | 0.5468 | - | 0.00% | - | 0.2110 | -0.1469 | 0.0122 | 0.0286 | 0.2063 | 1,835 | 75 |
| TMF | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_volatility_core | disabled | upmove_h10_abs10 | fixed504_monthly | winsorize_p02_p98 | 0.4947 | 126 | 31 | 24.60% | 0.5451 | 23.21% | 9.56% | 13.54% | 0.1967 | -0.1610 | 24 | 9 | 37.50% | 0.7242 | 42.86% | 25.71% | 32.14% | 0.1301 | -0.2186 | -0.0577 | -0.1583 | 0.1290 | 504 | 75 |
| TTT | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.3658 | 126 | 11 | 8.73% | 0.4397 | - | 0.00% | - | 0.1222 | -0.1637 | 186 | 5 | 2.69% | 0.4087 | - | 0.00% | - | 0.1179 | -3.9728 | -3.8090 | -0.0122 | -0.0604 | 1,835 | 75 |
| TZA | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4752 | 126 | 34 | 26.98% | 0.4798 | 22.22% | 2.50% | 4.49% | 0.2218 | -0.1695 | 5 | 1 | 20.00% | 0.6129 | 33.33% | 2.00% | 3.77% | 0.1710 | -0.1919 | -0.0224 | -0.1151 | -0.0698 | 1,835 | 75 |
| CURE | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_breakout_volume_full | underlying_trend_core | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4072 | 126 | 28 | 22.22% | 0.7338 | 28.81% | 16.35% | 20.86% | 0.0887 | -0.1700 | 4 | 1 | 25.00% | 0.4091 | 100.00% | 3.12% | 6.06% | 0.1137 | -0.1508 | 0.0191 | 0.0956 | 0.0278 | 504 | 75 |
| TZA | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5498 | 126 | 45 | 35.71% | 0.5278 | 31.76% | 23.12% | 26.76% | 0.2221 | -0.1711 | 11 | 0 | 0.00% | 0.5586 | 0.00% | 0.00% | - | 0.1806 | -0.2589 | -0.0878 | -0.0946 | -0.3571 | 252 | 75 |
| TMV | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.3615 | 126 | 12 | 9.52% | 0.4421 | - | 0.00% | - | 0.1209 | -0.1713 | 159 | 2 | 1.26% | 0.3003 | - | 0.00% | - | 0.1123 | -2.7107 | -2.5394 | -0.0217 | -0.0827 | 1,835 | 75 |
| TYO | - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | expanding_monthly | winsorize_p02_p98 | 0.2543 | 126 | 5 | 3.97% | 0.4037 | 0.00% | 0.00% | - | 0.0996 | -0.1719 | 23 | 3 | 13.04% | 0.8132 | - | 0.00% | - | 0.0444 | -0.6734 | -0.5014 | -0.1511 | 0.0908 | 1,835 | 75 |
| TMF | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_volatility_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.2491 | 126 | 2 | 1.59% | 0.4427 | - | 0.00% | - | 0.0991 | -0.1745 | 98 | 8 | 8.16% | 0.6914 | - | 0.00% | - | 0.0696 | -1.0752 | -0.9007 | -0.0873 | 0.0658 | 1,835 | 75 |
| SRTY | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4782 | 126 | 30 | 23.81% | 0.4778 | 27.45% | 4.42% | 7.61% | 0.2216 | -0.1759 | 5 | 1 | 20.00% | 0.6379 | 25.00% | 1.96% | 3.64% | 0.1634 | -0.1214 | 0.0545 | -0.1339 | -0.0381 | 1,835 | 75 |
| KORU | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4275 | 126 | 23 | 18.25% | 0.4445 | 20.00% | 0.79% | 1.52% | 0.1890 | -0.1763 | 1 | 0 | 0.00% | 0.6113 | - | 0.00% | - | 0.2730 | -0.1156 | 0.0607 | 0.1862 | -0.1825 | 1,835 | 75 |
| UDOW | - | logistic_regression_gd | own_only | trend_breakout_volume_full | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.4104 | 126 | 23 | 18.25% | 0.6905 | 19.30% | 10.19% | 13.33% | 0.0928 | -0.1819 | 48 | 6 | 12.50% | 0.7759 | 18.18% | 30.77% | 22.86% | 0.0757 | -0.7558 | -0.5739 | -0.0497 | -0.0575 | 252 | 75 |
| RETL | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_volatility_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5599 | 126 | 35 | 27.78% | 0.4844 | 27.06% | 24.47% | 25.70% | 0.2477 | -0.1819 | 30 | 13 | 43.33% | 0.6925 | 36.21% | 33.87% | 35.00% | 0.1995 | -0.1811 | 0.0009 | -0.1349 | 0.1556 | 252 | 75 |
| SQQQ | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4733 | 126 | 40 | 31.75% | 0.5133 | 43.06% | 11.23% | 17.82% | 0.2026 | -0.1832 | 2 | 1 | 50.00% | 0.7017 | 100.00% | 2.17% | 4.26% | 0.1592 | -0.1860 | -0.0028 | -0.0993 | 0.1825 | 1,835 | 75 |
| DRV | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.3856 | 126 | 8 | 6.35% | 0.3480 | 25.00% | 0.82% | 1.58% | 0.1856 | -0.1837 | 40 | 10 | 25.00% | 0.8264 | - | 0.00% | - | 0.0920 | -0.2521 | -0.0684 | -0.2412 | 0.1865 | 1,835 | 75 |
| KORU | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.4952 | 126 | 21 | 16.67% | 0.5260 | 15.52% | 7.11% | 9.76% | 0.1905 | -0.1854 | 101 | 47 | 46.53% | 0.5502 | 48.15% | 31.71% | 38.24% | 0.2463 | -0.0068 | 0.1786 | 0.1214 | 0.2987 | 252 | 75 |
| DRN | - | logistic_regression_gd | own_only | trend_volatility_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.5241 | 126 | 41 | 32.54% | 0.5989 | 28.81% | 22.77% | 25.44% | 0.1738 | -0.1877 | 19 | 2 | 10.53% | 0.4155 | 9.52% | 11.76% | 10.53% | 0.0960 | -0.7289 | -0.5412 | -0.2002 | -0.2201 | 504 | 75 |
| TECS | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4840 | 126 | 39 | 30.95% | 0.4852 | 27.96% | 9.49% | 14.17% | 0.2027 | -0.1898 | 5 | 1 | 20.00% | 0.5018 | 0.00% | 0.00% | - | 0.2073 | -0.1270 | 0.0628 | 0.0046 | -0.1095 | 504 | 75 |
| PILL | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4907 | 126 | 41 | 32.54% | 0.5709 | 33.98% | 15.28% | 21.08% | 0.1775 | -0.1921 | 5 | 0 | 0.00% | 0.3294 | 0.00% | 0.00% | - | 0.2157 | -0.3240 | -0.1319 | 0.0840 | -0.3254 | 504 | 75 |
| DUSL | - | logistic_regression_gd | own_only | price_volume_core | underlying_trend_core | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.4924 | 126 | 27 | 21.43% | 0.6385 | 21.62% | 13.56% | 16.67% | 0.1447 | -0.1971 | 33 | 6 | 18.18% | 0.4318 | 16.13% | 13.89% | 14.93% | 0.1771 | -0.6190 | -0.4219 | 0.1207 | -0.0325 | 252 | 75 |
| KORU | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4819 | 126 | 31 | 24.60% | 0.5348 | 13.56% | 3.16% | 5.13% | 0.1926 | -0.1985 | 80 | 40 | 50.00% | 0.5477 | 58.97% | 18.70% | 28.40% | 0.2528 | -0.0330 | 0.1655 | 0.1292 | 0.2540 | 504 | 75 |
| EDZ | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.5158 | 126 | 30 | 23.81% | 0.5872 | 25.00% | 17.81% | 20.80% | 0.1727 | -0.2010 | 3 | 0 | 0.00% | 0.4011 | 0.00% | 0.00% | - | 0.1069 | -0.3016 | -0.1006 | -0.1468 | -0.2381 | 504 | 75 |
| UMDD | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_breakout_volume_full | underlying_trend_breakout | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5341 | 126 | 33 | 26.19% | 0.5974 | 25.26% | 20.94% | 22.90% | 0.1820 | -0.2018 | 35 | 6 | 17.14% | 0.6725 | 20.75% | 34.38% | 25.88% | 0.1563 | -0.5826 | -0.3808 | -0.0686 | -0.0905 | 252 | 75 |
| TPOR | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_breakout_volume_full | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5184 | 126 | 25 | 19.84% | 0.4846 | 18.09% | 11.04% | 13.71% | 0.2231 | -0.2065 | 26 | 5 | 19.23% | 0.4847 | 22.22% | 14.04% | 17.20% | 0.2117 | -0.3336 | -0.1271 | -0.0270 | -0.0061 | 252 | 75 |
| SDOW | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | upmove_h10_abs10 | expanding_monthly | winsorize_p02_p98 | 0.4818 | 126 | 34 | 26.98% | 0.4839 | 27.54% | 6.23% | 10.16% | 0.2217 | -0.2069 | 12 | 2 | 16.67% | 0.7240 | 28.57% | 3.92% | 6.90% | 0.1544 | -0.0595 | 0.1474 | -0.1548 | -0.1032 | 1,835 | 75 |
| FAS | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | underlying_trend_core | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5276 | 126 | 33 | 26.19% | 0.5533 | 23.66% | 17.81% | 20.32% | 0.1908 | -0.2091 | 20 | 8 | 40.00% | 0.7775 | 37.50% | 36.00% | 36.73% | 0.1209 | -0.5256 | -0.3165 | -0.1675 | 0.1381 | 252 | 75 |
| EDC | - | logistic_regression_gd | own_only | trend_breakout_volume_full | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5104 | 126 | 28 | 22.22% | 0.6448 | 20.57% | 18.12% | 19.27% | 0.1342 | -0.2091 | 19 | 10 | 52.63% | 0.6130 | 50.00% | 23.81% | 32.26% | 0.1372 | -0.1013 | 0.1079 | 0.0230 | 0.3041 | 252 | 75 |
| CURE | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_breakout_volume_full | underlying_trend_core | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.3743 | 126 | 29 | 23.02% | 0.6609 | 25.00% | 11.54% | 15.79% | 0.0917 | -0.2095 | 2 | 1 | 50.00% | 0.5577 | 100.00% | 3.12% | 6.06% | 0.0983 | 0.0046 | 0.2141 | 0.0273 | 0.2698 | 1,835 | 75 |
| SPXL | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_volatility_core | underlying_trend_core | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4291 | 126 | 41 | 32.54% | 0.6807 | 35.23% | 23.48% | 28.18% | 0.1136 | -0.2097 | 10 | 5 | 50.00% | 0.8891 | 60.00% | 16.67% | 26.09% | 0.0513 | 0.1244 | 0.3340 | -0.1880 | 0.1746 | 1,835 | 75 |
| FAZ | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4805 | 126 | 29 | 23.02% | 0.5332 | 25.00% | 8.15% | 12.30% | 0.1832 | -0.2138 | 3 | 0 | 0.00% | 0.5594 | 0.00% | 0.00% | - | 0.1199 | -0.1516 | 0.0622 | -0.1516 | -0.2302 | 504 | 75 |
| DRV | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5213 | 126 | 36 | 28.57% | 0.5822 | 25.62% | 16.73% | 20.25% | 0.1905 | -0.2150 | 10 | 2 | 20.00% | 0.6668 | 18.18% | 8.70% | 11.76% | 0.1049 | -0.4272 | -0.2122 | -0.2172 | -0.0857 | 252 | 75 |
| EDZ | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4086 | 126 | 8 | 6.35% | 0.4197 | 0.00% | 0.00% | - | 0.1750 | -0.2174 | 24 | 0 | 0.00% | 0.4185 | 0.00% | 0.00% | - | 0.1222 | -0.4880 | -0.2706 | -0.1272 | -0.0635 | 1,835 | 75 |
| DRN | - | logistic_regression_gd | own_only | trend_volatility_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5207 | 126 | 30 | 23.81% | 0.5754 | 22.60% | 17.86% | 19.95% | 0.1788 | -0.2219 | 0 | 0 | - | 0.5817 | - | 0.00% | - | 0.0606 | -0.0918 | 0.1301 | -0.2984 | - | 252 | 75 |
| DRV | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4718 | 126 | 22 | 17.46% | 0.5116 | 16.67% | 3.27% | 5.46% | 0.1918 | -0.2228 | 1 | 0 | 0.00% | 0.6443 | 0.00% | 0.00% | - | 0.0828 | -0.1271 | 0.0957 | -0.2764 | -0.1746 | 504 | 75 |
| CURE | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_breakout_volume_full | underlying_trend_core | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.4255 | 126 | 24 | 19.05% | 0.7145 | 25.00% | 14.42% | 18.29% | 0.0929 | -0.2248 | 37 | 1 | 2.70% | 0.3710 | 4.76% | 3.12% | 3.77% | 0.1458 | -0.4765 | -0.2517 | 0.1705 | -0.1634 | 252 | 75 |
| TYO | - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed252_monthly | winsorize_p02_p98 | 0.2181 | 126 | 16 | 12.70% | 0.5223 | - | 0.00% | - | 0.0441 | -0.2248 | 0 | 0 | - | 0.4032 | - | 0.00% | - | 0.0172 | -0.2579 | -0.0330 | -0.1195 | - | 252 | 75 |
| SMDD | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4566 | 126 | 20 | 15.87% | 0.4718 | 20.93% | 3.77% | 6.38% | 0.1902 | -0.2357 | 16 | 5 | 31.25% | 0.5948 | 28.57% | 6.25% | 10.26% | 0.1351 | -0.3677 | -0.1320 | -0.1384 | 0.1538 | 504 | 75 |
| PILL | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5008 | 126 | 17 | 13.49% | 0.5035 | 13.95% | 7.86% | 10.06% | 0.1840 | -0.2359 | 18 | 2 | 11.11% | 0.3143 | 11.11% | 3.39% | 5.19% | 0.2275 | -0.3964 | -0.1605 | 0.1174 | -0.0238 | 252 | 75 |
| UPRO | - | 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 | 1,835 | 75 |
| FAZ | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5259 | 126 | 26 | 20.63% | 0.5591 | 27.84% | 21.03% | 23.96% | 0.1877 | -0.2439 | 4 | 1 | 25.00% | 0.3690 | 20.00% | 2.94% | 5.13% | 0.1516 | -0.4558 | -0.2119 | -0.0725 | 0.0437 | 252 | 75 |
| MEXX | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | underlying_trend_breakout | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5503 | 126 | 33 | 26.19% | 0.5285 | 25.25% | 18.15% | 21.12% | 0.2158 | -0.2439 | 6 | 2 | 33.33% | 0.4187 | 36.84% | 8.86% | 14.29% | 0.2419 | -0.2154 | 0.0286 | 0.0664 | 0.0714 | 252 | 75 |
| TTT | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4434 | 126 | 20 | 15.87% | 0.5313 | 0.00% | 0.00% | - | 0.1307 | -0.2449 | 1 | 0 | 0.00% | 0.8988 | - | 0.00% | - | 0.0293 | -0.2346 | 0.0103 | -0.2823 | -0.1587 | 504 | 75 |
| TMV | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4467 | 126 | 19 | 15.08% | 0.5282 | 0.00% | 0.00% | - | 0.1291 | -0.2507 | 0 | 0 | - | 0.8817 | - | 0.00% | - | 0.0343 | -0.1327 | 0.1180 | -0.2638 | - | 504 | 75 |
| FAZ | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4259 | 126 | 29 | 23.02% | 0.4184 | 40.00% | 4.29% | 7.75% | 0.1888 | -0.2513 | 19 | 3 | 15.79% | 0.7239 | - | 0.00% | - | 0.1199 | -0.1518 | 0.0995 | -0.1709 | -0.0723 | 1,835 | 75 |
| SQQQ | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5415 | 126 | 32 | 25.40% | 0.5406 | 29.60% | 29.71% | 29.66% | 0.2150 | -0.2556 | 7 | 2 | 28.57% | 0.5019 | 30.77% | 8.70% | 13.56% | 0.1722 | -0.2833 | -0.0277 | -0.1024 | 0.0317 | 252 | 75 |
| UDOW | - | logistic_regression_gd | own_only | trend_breakout_volume_full | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4711 | 126 | 27 | 21.43% | 0.7226 | 20.83% | 18.52% | 19.61% | 0.0990 | -0.2613 | 11 | 5 | 45.45% | 0.7701 | 50.00% | 30.77% | 38.10% | 0.0600 | -0.3924 | -0.1311 | -0.0826 | 0.2403 | 504 | 75 |
| SMDD | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5382 | 126 | 33 | 26.19% | 0.5694 | 27.18% | 23.43% | 25.17% | 0.1945 | -0.2640 | 10 | 0 | 0.00% | 0.5051 | 5.88% | 3.12% | 4.08% | 0.1598 | -0.6183 | -0.3543 | -0.0858 | -0.2619 | 252 | 75 |
| SMDD | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4391 | 126 | 19 | 15.08% | 0.4472 | 28.57% | 1.67% | 3.16% | 0.1952 | -0.2687 | 9 | 0 | 0.00% | 0.6915 | 0.00% | 0.00% | - | 0.1182 | -0.1970 | 0.0716 | -0.1874 | -0.1508 | 1,835 | 75 |
| TYD | - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | fixed504_monthly | winsorize_p02_p98 | 0.3916 | 126 | 13 | 10.32% | 0.5301 | 6.67% | 1.80% | 2.84% | 0.1032 | -0.2831 | 8 | 0 | 0.00% | 0.5358 | 0.00% | 0.00% | - | 0.0547 | -0.5151 | -0.2319 | -0.1355 | -0.1032 | 504 | 75 |
| TTT | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.4551 | 126 | 15 | 11.90% | 0.5419 | 8.33% | 2.00% | 3.23% | 0.1348 | -0.2832 | 16 | 0 | 0.00% | 0.4784 | 0.00% | 0.00% | - | 0.0576 | -1.4289 | -1.1457 | -0.2155 | -0.1190 | 252 | 75 |
| TMV | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.4582 | 126 | 16 | 12.70% | 0.5552 | 7.14% | 2.04% | 3.17% | 0.1338 | -0.2965 | 19 | 0 | 0.00% | 0.7587 | 0.00% | 0.00% | - | 0.0685 | -1.2634 | -0.9669 | -0.1804 | -0.1270 | 252 | 75 |
| TYO | - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed504_monthly | winsorize_p02_p98 | 0.2360 | 126 | 12 | 9.52% | 0.5576 | 0.00% | 0.00% | - | 0.0469 | -0.3051 | 0 | 0 | - | 0.7826 | - | 0.00% | - | 0.0156 | -0.1409 | 0.1642 | -0.1039 | - | 504 | 75 |
| TECS | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5473 | 126 | 21 | 16.67% | 0.4981 | 24.34% | 27.01% | 25.61% | 0.2253 | -0.3225 | 0 | 0 | - | 0.3573 | 10.53% | 2.86% | 4.49% | 0.2348 | -0.2764 | 0.0461 | 0.0237 | - | 252 | 75 |
| SPXU | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4579 | 126 | 25 | 19.84% | 0.5217 | 21.15% | 7.05% | 10.58% | 0.1448 | -0.3331 | 1 | 0 | 0.00% | 0.5192 | - | 0.00% | - | 0.1039 | -0.2652 | 0.0679 | -0.0990 | -0.1984 | 504 | 75 |
| SPXS | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4567 | 126 | 23 | 18.25% | 0.5170 | 24.39% | 6.37% | 10.10% | 0.1456 | -0.3332 | 1 | 0 | 0.00% | 0.4775 | - | 0.00% | - | 0.1059 | -0.2897 | 0.0434 | -0.0932 | -0.1825 | 504 | 75 |
| EDZ | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5401 | 126 | 21 | 16.67% | 0.4945 | 17.93% | 15.07% | 16.38% | 0.1956 | -0.3602 | 1 | 0 | 0.00% | 0.3209 | 0.00% | 0.00% | - | 0.1179 | -0.4361 | -0.0759 | -0.1627 | -0.1667 | 252 | 75 |
| SDOW | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4371 | 126 | 10 | 7.94% | 0.5301 | 3.23% | 0.71% | 1.17% | 0.1353 | -0.3679 | 1 | 0 | 0.00% | 0.4446 | - | 0.00% | - | 0.1014 | -0.1933 | 0.1746 | -0.0797 | -0.0794 | 504 | 75 |
| UDOW | - | logistic_regression_gd | own_only | trend_breakout_volume_full | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4231 | 126 | 30 | 23.81% | 0.6211 | 28.57% | 18.52% | 22.47% | 0.1074 | -0.3687 | 3 | 2 | 66.67% | 0.7919 | 100.00% | 15.38% | 26.67% | 0.0403 | 0.0639 | 0.4326 | -0.2031 | 0.4286 | 1,835 | 75 |
| TYD | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.0951 | 126 | 1 | 0.79% | 0.2733 | - | 0.00% | - | 0.0152 | -0.3811 | 8 | 0 | 0.00% | - | - | - | - | 0.0040 | - | - | -0.0734 | -0.0079 | 1,835 | 75 |
| TMF | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_volatility_core | disabled | upmove_h10_abs10 | fixed252_monthly | winsorize_p02_p98 | 0.5448 | 126 | 8 | 6.35% | 0.4302 | 10.73% | 11.40% | 11.05% | 0.2371 | -0.3989 | 19 | 1 | 5.26% | 0.5869 | 8.33% | 8.57% | 8.45% | 0.1610 | -0.5078 | -0.1090 | -0.1926 | -0.0109 | 252 | 75 |
| SDOW | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5149 | 126 | 25 | 19.84% | 0.5984 | 20.44% | 20.00% | 20.22% | 0.1393 | -0.4082 | 7 | 0 | 0.00% | 0.4087 | 0.00% | 0.00% | - | 0.1285 | -0.5123 | -0.1041 | -0.0164 | -0.1984 | 252 | 75 |
| TMF | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_volatility_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.4002 | 126 | 16 | 12.70% | 0.5174 | 3.85% | 0.85% | 1.40% | 0.1193 | -0.4142 | 5 | 0 | 0.00% | 0.6766 | 0.00% | 0.00% | - | 0.0521 | -0.5537 | -0.1395 | -0.1883 | -0.1270 | 504 | 75 |
| SPXS | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4319 | 126 | 21 | 16.67% | 0.4857 | 27.59% | 5.10% | 8.60% | 0.1545 | -0.4144 | 2 | 0 | 0.00% | 0.8624 | - | 0.00% | - | 0.0925 | -0.1259 | 0.2886 | -0.1557 | -0.1667 | 1,835 | 75 |
| SPXU | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4297 | 126 | 21 | 16.67% | 0.4811 | 32.14% | 5.77% | 9.78% | 0.1540 | -0.4177 | 3 | 0 | 0.00% | 0.8642 | - | 0.00% | - | 0.0911 | -0.1097 | 0.3080 | -0.1594 | -0.1667 | 1,835 | 75 |
| SPXU | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5185 | 126 | 25 | 19.84% | 0.5641 | 18.75% | 19.23% | 18.99% | 0.1549 | -0.4258 | 4 | 0 | 0.00% | 0.4149 | 0.00% | 0.00% | - | 0.1318 | -0.6043 | -0.1785 | -0.0512 | -0.1984 | 252 | 75 |
| SPXS | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.5154 | 126 | 25 | 19.84% | 0.5596 | 19.11% | 19.11% | 19.11% | 0.1561 | -0.4290 | 3 | 0 | 0.00% | 0.4006 | 0.00% | 0.00% | - | 0.1309 | -0.5938 | -0.1648 | -0.0531 | -0.1984 | 252 | 75 |
| TYD | - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed504_monthly | winsorize_p02_p98 | 0.2681 | 126 | 2 | 1.59% | 0.3145 | 0.00% | 0.00% | - | 0.0638 | -0.5523 | 7 | 0 | 0.00% | 0.7553 | - | 0.00% | - | 0.0220 | -0.6095 | -0.0571 | -0.1653 | -0.0159 | 504 | 75 |
| TYD | - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h5_abs5 | fixed252_monthly | winsorize_p02_p98 | 0.4443 | 126 | 6 | 4.76% | 0.4789 | 3.75% | 2.70% | 3.14% | 0.1279 | -0.5897 | 6 | 0 | 0.00% | 0.3227 | 0.00% | 0.00% | - | 0.0628 | -0.7380 | -0.1482 | -0.1641 | -0.0476 | 252 | 75 |
| SDOW | - | logistic_regression_gd | own_plus_global_macro_ffcore | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.4275 | 126 | 13 | 10.32% | 0.3858 | 8.82% | 2.14% | 3.45% | 0.1582 | -0.5996 | 6 | 0 | 0.00% | 0.6191 | 0.00% | 0.00% | - | 0.0957 | -0.1268 | 0.4728 | -0.1649 | -0.1032 | 1,835 | 75 |
| TMF | - | logistic_regression_gd | own_plus_global_macro_ffcore | trend_volatility_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.4755 | 126 | 6 | 4.76% | 0.4643 | 4.63% | 4.27% | 4.44% | 0.1543 | -0.8290 | 1 | 0 | 0.00% | 0.2475 | 0.00% | 0.00% | - | 0.0712 | -1.1256 | -0.2966 | -0.2219 | -0.0476 | 252 | 75 |
| TYO | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | expanding_monthly | winsorize_p02_p98 | 0.0646 | 126 | 0 | 0.00% | 0.1317 | - | 0.00% | - | 0.0058 | -0.8421 | 33 | 0 | 0.00% | - | - | - | - | 0.0033 | - | - | -0.0090 | 0.0000 | 1,835 | 75 |
| TYD | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.1346 | 126 | 4 | 3.17% | 0.4908 | 17.65% | 21.43% | 19.35% | 0.0205 | -0.8607 | 0 | 0 | - | - | - | - | - | 0.0000 | - | - | -0.1320 | - | 252 | 75 |
| TYD | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.1421 | 126 | 4 | 3.17% | 0.3582 | 16.67% | 7.14% | 10.00% | 0.0208 | -0.8913 | 0 | 0 | - | - | - | - | - | 0.0008 | - | - | -0.1414 | - | 504 | 75 |
| TYD | - | logistic_regression_gd | own_only | price_volume_core | disabled | upmove_h10_abs10 | fixed252_monthly | winsorize_p02_p98 | 0.3959 | 126 | 1 | 0.79% | 0.4171 | 0.00% | 0.00% | - | 0.0856 | -1.0846 | 0 | 0 | - | 0.2033 | - | 0.00% | - | 0.0305 | -1.2236 | -0.1390 | -0.1772 | - | 252 | 75 |
| TYO | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed252_monthly | winsorize_p02_p98 | 0.0750 | 126 | 1 | 0.79% | 0.4614 | - | 0.00% | - | 0.0068 | -1.1445 | 0 | 0 | - | - | - | - | - | 0.0000 | - | - | -0.0571 | - | 252 | 75 |
| TYO | - | logistic_regression_gd | own_only | price_volume_core | disabled | barrier_h10_tp15_sl10 | fixed504_monthly | winsorize_p02_p98 | 0.0733 | 126 | 1 | 0.79% | 0.3134 | - | 0.00% | - | 0.0073 | -1.3188 | 0 | 0 | - | - | - | - | - | 0.0000 | - | - | -0.0761 | - | 504 | 75 |