堺化学工業 (4078.T) quant model fit
Median hit rate and return when a model selected 堺化学工業 (4078.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.77 (n=12). above a coin flip.Median LONG return is +278.0 bps.Above a coin flip is still 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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.7743 | 0.5838 – 0.8154 | 12 |
| Hit rate · SHORT | 0.2679 | 0.0904 – 0.7000 | 12 |
| Avg return · LONG (bps) | 278.0 | 49.9 – 349.2 | 12 |
| Avg return · SHORT (bps) | 104.1 | -96.7 – 366.7 | 12 |
| Selection rate · LONG | 0.0009 | 0.0006 – 0.0014 | 12 |
| Selection rate · SHORT | 0.0001 | 0 – 0.0001 | 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 870 / SHORT 103 times out of 871,680 appearances (0.100% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)