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ヨシムラ・フード・ホールディングス (2884.T) quant model fit

2884.T·食品·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected ヨシムラ・フード・ホールディングス (2884.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.53 (n=12). near a coin flip.Median LONG return is +176.6 bps.

read this first — 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.

Decomposes ml-factor-lgbm-9f-jp-growth — strategy verdict: marginal. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metricmedianp25 – p75n
Hit rate · LONG0.53360.4851 – 0.663112
Hit rate · SHORT0.51100.2781 – 0.752812
Avg return · LONG (bps)176.6110.8 – 242.712
Avg return · SHORT (bps)-33.8-101.0 – 145.712
Selection rate · LONG0.00370.0030 – 0.003912
Selection rate · SHORT0.00040.0003 – 0.000812

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

long
41.6
short
-1.2980
total
40.3

Selected LONG 2576 / SHORT 435 times out of 728,832 appearances (0.353% LONG).

sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)

/ai/stocks/2884.T.md/v1/stocks/2884.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.