Ｗｉｌｌ Ｓｍａｒｔ (175A.T) quant model fit
Median hit rate and return when a model selected Ｗｉｌｌ Ｓｍａｒｔ (175A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.26 (n=12). below a coin flip.Median LONG return is -213.6 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 | 0.2550 | 0.1401 – 0.3135 | 12 |
| Hit rate · SHORT | 0.8646 | 0.8099 – 0.8967 | 12 |
| Avg return · LONG (bps) | -213.6 | -351.1 – -146.9 | 12 |
| Avg return · SHORT (bps) | 85.1 | -27.2 – 220.0 | 12 |
| Selection rate · LONG | 0.0144 | 0.0116 – 0.0181 | 12 |
| Selection rate · SHORT | 0.0379 | 0.0331 – 0.0431 | 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 2051 / SHORT 5146 times out of 134,400 appearances (1.526% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)