Accurate prediction of post-click Conversion Rate (CVR) is essential for personalized ad delivery in the advertising industry. Traditional ads ranking models rely on conversion events (e.g., a user purchasing an item) as ground truth labels for training. However, these conversion events are often sparse or missing, which limits the effectiveness of model learning. The primary contributions of this paper are: (1) a case study on the use of auxiliary supervision from a diverse set of user events and metadata signals beyond traditional conversion events, and (2) advanced modeling techniques designed to maximize the value of these signals. We detail architectural innovations such as linearized labels for improved auxiliary signal precision, a split architecture to facilitate training task decomposition, and a novel Label Combination (LaCo) approach for robustly managing noisy auxiliary data. Empirical results demonstrate that these methods deliver measurable improvements in ranking models, underscoring their versatility and effectiveness across recommendation systems and related domains.

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