アステリア (3853.T) quant model fit
Median hit rate and return when a model selected アステリア (3853.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 +243.4 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 | 0.5021 | 0.4853 – 0.5856 | 12 |
| Hit rate · SHORT | 0.7199 | 0.6632 – 0.7747 | 12 |
| Avg return · LONG (bps) | 243.4 | 210.2 – 286.2 | 12 |
| Avg return · SHORT (bps) | 184.3 | 114.5 – 231.4 | 12 |
| Selection rate · LONG | 0.0062 | 0.0053 – 0.0067 | 12 |
| Selection rate · SHORT | 0.0050 | 0.0047 – 0.0053 | 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 5143 / SHORT 4227 times out of 853,248 appearances (0.603% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)