ＰｏｓｔＰｒｉｍｅ (198A.T) quant model fit
Median hit rate and return when a model selected ＰｏｓｔＰｒｉｍｅ (198A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.37 (n=12). below a coin flip.Median LONG return is -25.1 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 | 0.3659 | 0.2209 – 0.4012 | 12 |
| Hit rate · SHORT | 0.6401 | 0.5397 – 0.6882 | 12 |
| Avg return · LONG (bps) | -25.1 | -322.3 – 102.1 | 12 |
| Avg return · SHORT (bps) | 222.2 | -255.9 – 367.8 | 12 |
| Selection rate · LONG | 0.0094 | 0.0074 – 0.0104 | 12 |
| Selection rate · SHORT | 0.0145 | 0.0122 – 0.0157 | 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 2499 / SHORT 3838 times out of 270,528 appearances (0.924% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)