ＶＲＡＩＮ Ｓｏｌｕｔｉｏｎ (135A.T) quant model fit
Median hit rate and return when a model selected ＶＲＡＩＮ Ｓｏｌｕｔｉｏｎ (135A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.40 (n=12). below a coin flip.Median LONG return is -66.9 bps.
Model predictability decomposition: measures how accurately the ml-factor-lgbm-9f-jp-growth model family predicts this stock's returns within the jp-listed universe. High hit_rate_long does NOT mean 'good stock to buy' -- it means 'the model historically predicted this stock well when selecting it LONG'. This is a property of model-stock fit, not intrinsic stock quality.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.4013 | 0.3309 – 0.4677 | 12 |
| Hit rate · SHORT | 0.7710 | 0.3133 – 0.8884 | 12 |
| Avg return · LONG (bps) | -66.9 | -126.6 – 10.4 | 12 |
| Avg return · SHORT (bps) | 172.2 | -47.7 – 236.8 | 12 |
| Selection rate · LONG | 0.0100 | 0.0079 – 0.0104 | 12 |
| Selection rate · SHORT | 0.0011 | 0.0008 – 0.0026 | 12 |
Hit rate ≈ 0.5 means the model's picks on this stock were near coin-flip. Returns in bps per trade (1 bps = 0.01%). Metrics with n = 0 are omitted.
PnL contribution
Selected LONG 4347 / SHORT 783 times out of 455,616 appearances (0.954% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)