クロスキャット (2307.T) quant model fit
Median hit rate and return when a model selected クロスキャット (2307.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.26 (n=12). below a coin flip.Median LONG return is -161.5 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 | 0.2559 | 0.1379 – 0.3683 | 12 |
| Hit rate · SHORT | 0.1545 | 0.0869 – 0.3461 | 12 |
| Avg return · LONG (bps) | -161.5 | -178.1 – -114.1 | 12 |
| Avg return · SHORT (bps) | -172.4 | -257.5 – 14.3 | 12 |
| Selection rate · LONG | 0.0022 | 0.0017 – 0.0039 | 12 |
| Selection rate · SHORT | 0.0022 | 0.0016 – 0.0025 | 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 1615 / SHORT 1306 times out of 605,184 appearances (0.267% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)