フィットイージー (212A.T) quant model fit
Median hit rate and return when a model selected フィットイージー (212A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.50 (n=12). near a coin flip.Median LONG return is +4.5 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 | 0.4990 | 0.4315 – 0.5389 | 12 |
| Hit rate · SHORT | 0.4464 | 0.2406 – 0.5687 | 11 |
| Avg return · LONG (bps) | 4.5118 | -21.1 – 32.6 | 12 |
| Avg return · SHORT (bps) | -11.1 | -118.9 – 45.2 | 11 |
| Selection rate · LONG | 0.0053 | 0.0035 – 0.0066 | 12 |
| Selection rate · SHORT | 0.0060 | 0.0042 – 0.0074 | 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 1859 / SHORT 2064 times out of 377,280 appearances (0.493% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)