情報戦略テクノロジー (155A.T) quant model fit
Median hit rate and return when a model selected 情報戦略テクノロジー (155A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.58 (n=12). above a coin flip.Median LONG return is +40.5 bps.Above a coin flip is still not a buy signal.
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 | 0.5763 | 0.3045 – 0.6249 | 12 |
| Hit rate · SHORT | 0.5319 | 0.4439 – 0.7256 | 12 |
| Avg return · LONG (bps) | 40.5 | -49.9 – 195.4 | 12 |
| Avg return · SHORT (bps) | 274.8 | 17.6 – 445.4 | 12 |
| Selection rate · LONG | 0.0066 | 0.0052 – 0.0099 | 12 |
| Selection rate · SHORT | 0.0121 | 0.0082 – 0.0141 | 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 2395 / SHORT 3579 times out of 310,656 appearances (0.771% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)