Ｈｅａｒｔｓｅｅｄ (219A.T) quant model fit
Median hit rate and return when a model selected Ｈｅａｒｔｓｅｅｄ (219A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.38 (n=12). below a coin flip.Median LONG return is -94.5 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 | 0.3812 | 0.3318 – 0.4142 | 12 |
| Hit rate · SHORT | 0.5193 | 0.4542 – 0.5872 | 12 |
| Avg return · LONG (bps) | -94.5 | -138.9 – -62.5 | 12 |
| Avg return · SHORT (bps) | -60.4 | -138.1 – -15.0 | 12 |
| Selection rate · LONG | 0.0130 | 0.0125 – 0.0142 | 12 |
| Selection rate · SHORT | 0.0147 | 0.0126 – 0.0165 | 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 5193 / SHORT 5334 times out of 373,440 appearances (1.391% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)