日本化学工業 (4092.T) quant model fit
Median hit rate and return when a model selected 日本化学工業 (4092.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.31 (n=12). below a coin flip.Median LONG return is -246.9 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 | 0.3066 | 0.2746 – 0.6601 | 12 |
| Hit rate · SHORT | 0.8256 | 0.7005 – 0.9198 | 12 |
| Avg return · LONG (bps) | -246.9 | -387.7 – -90.3 | 12 |
| Avg return · SHORT (bps) | 388.0 | 222.1 – 496.0 | 12 |
| Selection rate · LONG | 0.0006 | 0.0005 – 0.0011 | 12 |
| Selection rate · SHORT | 0.0007 | 0.0005 – 0.0008 | 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 707 / SHORT 568 times out of 871,680 appearances (0.081% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)