テイカ (4027.T) quant model fit
Median hit rate and return when a model selected テイカ (4027.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.35 (n=10). below a coin flip.Median LONG return is +9.7 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 | 0.3550 | 0.1544 – 0.5000 | 10 |
| Hit rate · SHORTthin n | 0.1250 | 0.1250 – 0.1250 | 1 |
| Avg return · LONG (bps) | 9.6974 | -4.1447 – 58.8 | 10 |
| Avg return · SHORT (bps)thin n | -175.0 | -175.0 – -175.0 | 1 |
| Selection rate · LONG | 0.0003 | 0.0001 – 0.0005 | 12 |
| Selection rate · SHORT | 0 | 0 – 0 | 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. Rows marked thin n have fewer than 5 observations — do not over-read them.
PnL contribution
Selected LONG 208 / SHORT 8 times out of 624,384 appearances (0.033% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)