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アストロスケールホールディングス (186A.T) quant model fit

186A.T·情報通信・サービスその他·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected アストロスケールホールディングス (186A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.32 (n=12). below a coin flip.Median LONG return is -183.7 bps.

read this first — 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.

Decomposes ml-factor-lgbm-9f-jp-growth — strategy verdict: marginal. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metricmedianp25 – p75n
Hit rate · LONG0.32340.3058 – 0.339612
Hit rate · SHORT0.80210.5781 – 0.879312
Avg return · LONG (bps)-183.7-214.6 – -146.212
Avg return · SHORT (bps)345.8241.3 – 453.012
Selection rate · LONG0.01520.0136 – 0.017412
Selection rate · SHORT0.00930.0079 – 0.010912

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

long
-107.3
short
129.9
total
22.6

Selected LONG 6227 / SHORT 3923 times out of 402,624 appearances (1.547% LONG).

sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)

/ai/stocks/186A.T.md/v1/stocks/186A.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.