マテリアルグループ (156A.T) quant model fit
Median hit rate and return when a model selected マテリアルグループ (156A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.55 (n=12). near a coin flip.Median LONG return is +15.1 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 | 0.5460 | 0.3902 – 0.5762 | 12 |
| Hit rate · SHORTthin n | 0.5000 | 0.2500 – 0.7500 | 2 |
| Avg return · LONG (bps) | 15.1 | -43.4 – 37.1 | 12 |
| Avg return · SHORT (bps)thin n | 149.4 | 69.7 – 229.1 | 2 |
| Selection rate · LONG | 0.0014 | 0.0011 – 0.0020 | 12 |
| Selection rate · SHORT | 0 | 0 – 0 | 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. Rows marked thin n have fewer than 5 observations — do not over-read them.
PnL contribution
Selected LONG 609 / SHORT 3 times out of 418,752 appearances (0.145% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)