Research
Ticker x model board
ticker, model 중심으로 validation/test quality 를 비교합니다.
| Ticker | Model | Context | Selected | Valid Brier | Valid LogLoss | Valid Hit | Test Brier | Test Hit |
|---|---|---|---|---|---|---|---|---|
| TMV | logistic_regression_gd_mean_ensemble | - | selected | 0.0388 | 0.1817 | 96.40% | 0.0094 | 100.00% |
| TMF | logistic_regression_gd_mean_ensemble | - | selected | 0.0431 | 0.1947 | 96.00% | 0.0129 | 100.00% |
| UDOW | logistic_regression_gd_mean_ensemble | - | selected | 0.0474 | 0.2014 | 94.80% | 0.0123 | 100.00% |
| UPRO | logistic_regression_gd_mean_ensemble | - | selected | 0.0609 | 0.2396 | 93.60% | 0.0129 | 100.00% |
| SPXL | logistic_regression_gd_mean_ensemble | - | selected | 0.0619 | 0.2441 | 93.60% | 0.0139 | 100.00% |
| FAS | logistic_regression_gd_mean_ensemble | - | selected | 0.0841 | 0.3079 | 90.00% | 0.0271 | 100.00% |
| SDOW | logistic_regression_gd_mean_ensemble | - | selected | 0.0845 | 0.3097 | 90.80% | 0.0995 | 89.47% |
| FAZ | logistic_regression_gd_mean_ensemble | - | selected | 0.0877 | 0.3207 | 90.80% | 0.2261 | 71.05% |
| SPXU | logistic_regression_gd_mean_ensemble | - | selected | 0.0920 | 0.3245 | 89.60% | 0.0297 | 100.00% |
| SPXS | logistic_regression_gd_mean_ensemble | - | selected | 0.0924 | 0.3261 | 89.60% | 0.0296 | 100.00% |
| TQQQ | logistic_regression_gd_mean_ensemble | - | selected | 0.0951 | 0.3348 | 89.60% | 0.0444 | 100.00% |
| EDC | logistic_regression_gd_mean_ensemble | - | selected | 0.1116 | 0.3771 | 86.40% | 0.1548 | 81.58% |
| SQQQ | logistic_regression_gd_mean_ensemble | - | selected | 0.1384 | 0.4507 | 83.60% | 0.1039 | 86.84% |
| TNA | logistic_regression_gd_mean_ensemble | - | selected | 0.1449 | 0.4608 | 81.60% | 0.0847 | 92.11% |
| TZA | logistic_regression_gd_mean_ensemble | - | selected | 0.1471 | 0.4687 | 82.40% | 0.1607 | 81.58% |
| YANG | logistic_regression_gd_mean_ensemble | - | selected | 0.1476 | 0.4767 | 84.00% | 0.2559 | 65.79% |
| SRTY | logistic_regression_gd_mean_ensemble | - | selected | 0.1526 | 0.4820 | 82.00% | 0.1611 | 81.58% |
| TECL | logistic_regression_gd_mean_ensemble | - | selected | 0.1574 | 0.4908 | 80.40% | 0.0772 | 94.74% |
| HIBS | logistic_regression_gd_mean_ensemble | - | selected | 0.1803 | 0.5490 | 77.60% | 0.2552 | 65.79% |
| TECS | logistic_regression_gd_mean_ensemble | - | selected | 0.1828 | 0.5576 | 76.40% | 0.1630 | 73.68% |
| YINN | logistic_regression_gd_mean_ensemble | - | selected | 0.1838 | 0.5528 | 75.20% | 0.0674 | 97.37% |
| LABD | logistic_regression_gd_mean_ensemble | - | selected | 0.1940 | 0.5782 | 78.80% | 0.1765 | 78.95% |
| DPST | logistic_regression_gd_mean_ensemble | - | selected | 0.2028 | 0.5958 | 71.20% | 0.2441 | 60.53% |
| DFEN | logistic_regression_gd_mean_ensemble | - | selected | 0.2103 | 0.6260 | 73.20% | 0.2571 | 65.79% |
| NAIL | logistic_regression_gd_mean_ensemble | - | selected | 0.2126 | 0.6146 | 68.40% | 0.2670 | 57.89% |
| SOXS | logistic_regression_gd_mean_ensemble | - | selected | 0.2126 | 0.6206 | 70.80% | 0.2261 | 68.42% |
| LABU | logistic_regression_gd_mean_ensemble | - | selected | 0.2492 | 0.6973 | 62.80% | 0.2588 | 55.26% |
| SOXL | logistic_regression_gd_mean_ensemble | - | selected | 0.2543 | 0.7052 | 58.80% | 0.2679 | 50.00% |
| KORU | logistic_regression_gd_mean_ensemble | - | selected | 0.2730 | 0.7670 | 59.60% | 0.3926 | 26.32% |