ＷＯＬＶＥＳ ＨＡＮＤ (194A.T) quant model fit
Median hit rate and return when a model selected ＷＯＬＶＥＳ ＨＡＮＤ (194A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.40 (n=12). below a coin flip.Median LONG return is -81.1 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 | 0.3989 | 0.2832 – 0.4977 | 12 |
| Hit rate · SHORT | 0.4011 | 0.1784 – 0.4719 | 12 |
| Avg return · LONG (bps) | -81.1 | -208.9 – 11.3 | 12 |
| Avg return · SHORT (bps) | -211.3 | -319.2 – -156.0 | 12 |
| Selection rate · LONG | 0.0127 | 0.0107 – 0.0147 | 12 |
| Selection rate · SHORT | 0.0062 | 0.0037 – 0.0109 | 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 3151 / SHORT 1692 times out of 241,344 appearances (1.306% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)