トーエネック (1946.T) quant model fit
Median hit rate and return when a model selected トーエネック (1946.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.39 (n=12). below a coin flip.Median LONG return is -4.4 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 | 0.3905 | 0.3068 – 0.6519 | 12 |
| Hit rate · SHORTthin n | 0 | 0 – 0.2500 | 4 |
| Avg return · LONG (bps) | -4.4349 | -26.0 – 34.4 | 12 |
| Avg return · SHORT (bps)thin n | -109.8 | -137.9 – 62.6 | 4 |
| Selection rate · LONG | 0.0004 | 0.0003 – 0.0006 | 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 322 / SHORT 9 times out of 699,648 appearances (0.046% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)