Ｓｙｎｓｐｅｃｔｉｖｅ (290A.T) quant model fit
Median hit rate and return when a model selected Ｓｙｎｓｐｅｃｔｉｖｅ (290A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.45 (n=12). near a coin flip.Median LONG return is +62.7 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 | 0.4537 | 0.4360 – 0.4898 | 12 |
| Hit rate · SHORT | 0.5667 | 0.5380 – 0.6989 | 12 |
| Avg return · LONG (bps) | 62.7 | -9.6272 – 109.2 | 12 |
| Avg return · SHORT (bps) | -32.5 | -139.4 – 74.9 | 12 |
| Selection rate · LONG | 0.0151 | 0.0115 – 0.0260 | 12 |
| Selection rate · SHORT | 0.0130 | 0.0107 – 0.0179 | 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 5354 / SHORT 4592 times out of 298,944 appearances (1.791% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)