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アクセルスペースホールディングス (402A.T) quant model fit

402A.T·自動車・輸送機·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected アクセルスペースホールディングス (402A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.22 (n=12). below a coin flip.Median LONG return is -337.4 bps.

read this first — not a buy signal

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.

Decomposes ml-factor-lgbm-9f-jp-growth — strategy verdict: marginal. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metricmedianp25 – p75n
Hit rate · LONG0.21980.1966 – 0.261512
Hit rate · SHORT0.10560.0324 – 0.296212
Avg return · LONG (bps)-337.4-370.1 – -246.212
Avg return · SHORT (bps)-359.7-512.1 – -190.412
Selection rate · LONG0.00620.0055 – 0.007412
Selection rate · SHORT0.00160.0012 – 0.002212

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

long
-34.2
short
-9.4596
total
-43.6

Selected LONG 1139 / SHORT 275 times out of 179,136 appearances (0.636% LONG).

sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)

/ai/stocks/402A.T.md/v1/stocks/402A.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.