ＭＵＳＣＡＴ ＧＲＯＵＰ (195A.T) quant model fit
Median hit rate and return when a model selected ＭＵＳＣＡＴ ＧＲＯＵＰ (195A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.44 (n=12). below a coin flip.Median LONG return is +4.8 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 | 0.4380 | 0.3666 – 0.6109 | 12 |
| Hit rate · SHORT | 0.7072 | 0.5055 – 0.8695 | 12 |
| Avg return · LONG (bps) | 4.7591 | -302.7 – 314.5 | 12 |
| Avg return · SHORT (bps) | 199.5 | -91.7 – 369.5 | 12 |
| Selection rate · LONG | 0.0083 | 0.0050 – 0.0106 | 12 |
| Selection rate · SHORT | 0.0143 | 0.0098 – 0.0168 | 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 759 / SHORT 1255 times out of 93,888 appearances (0.808% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)