トヨコー (341A.T) quant model fit
Median hit rate and return when a model selected トヨコー (341A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.19 (n=12). below a coin flip.Median LONG return is -165.9 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 | 0.1929 | 0.1221 – 0.4283 | 12 |
| Hit rate · SHORT | 0.3567 | 0.2391 – 0.5548 | 12 |
| Avg return · LONG (bps) | -165.9 | -306.6 – 75.7 | 12 |
| Avg return · SHORT (bps) | -486.1 | -648.5 – -154.5 | 12 |
| Selection rate · LONG | 0.0063 | 0.0048 – 0.0100 | 12 |
| Selection rate · SHORT | 0.0060 | 0.0030 – 0.0096 | 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 1863 / SHORT 1531 times out of 250,560 appearances (0.744% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)