日本Ｍ＆Ａセンターホールディングス (2127.T) quant model fit
Median hit rate and return when a model selected 日本Ｍ＆Ａセンターホールディングス (2127.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.60 (n=12). above a coin flip.Median LONG return is +91.5 bps.Above a coin flip is still 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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.6008 | 0.4957 – 0.6989 | 12 |
| Hit rate · SHORT | 0.2704 | 0.2139 – 0.5016 | 12 |
| Avg return · LONG (bps) | 91.5 | -8.4191 – 170.9 | 12 |
| Avg return · SHORT (bps) | -3.9098 | -54.2 – 91.1 | 12 |
| Selection rate · LONG | 0.0005 | 0.0004 – 0.0007 | 12 |
| Selection rate · SHORT | 0.0009 | 0.0006 – 0.0014 | 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 547 / SHORT 883 times out of 871,680 appearances (0.063% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)