フライヤー (323A.T) quant model fit
Median hit rate and return when a model selected フライヤー (323A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.29 (n=11). below a coin flip.Median LONG return is -221.3 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 | 0.2941 | 0.0617 – 0.5357 | 11 |
| Hit rate · SHORT | 0.6997 | 0.5688 – 0.8351 | 12 |
| Avg return · LONG (bps) | -221.3 | -371.2 – 43.3 | 11 |
| Avg return · SHORT (bps) | 132.0 | -11.1 – 339.2 | 12 |
| Selection rate · LONG | 0.0029 | 0.0010 – 0.0055 | 12 |
| Selection rate · SHORT | 0.0326 | 0.0213 – 0.0386 | 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 248 / SHORT 2174 times out of 71,616 appearances (0.346% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)