リガク・ホールディングス (268A.T) quant model fit
Median hit rate and return when a model selected リガク・ホールディングス (268A.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 +10.2 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 | 0.4984 | 0.4112 – 0.5306 | 12 |
| Hit rate · SHORT | 0.4058 | 0.3726 – 0.4714 | 12 |
| Avg return · LONG (bps) | 10.2 | -3.3154 – 57.0 | 12 |
| Avg return · SHORT (bps) | -65.6 | -135.5 – 53.3 | 12 |
| Selection rate · LONG | 0.0066 | 0.0050 – 0.0076 | 12 |
| Selection rate · SHORT | 0.0039 | 0.0022 – 0.0050 | 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 2108 / SHORT 1227 times out of 328,128 appearances (0.642% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)