インテージホールディングス (4326.T) quant model fit
Median hit rate and return when a model selected インテージホールディングス (4326.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.15 (n=12). below a coin flip.Median LONG return is -50.9 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 | 0.1466 | 0.0536 – 0.2385 | 12 |
| Hit rate · SHORTthin n | 1 | 1 – 1 | 2 |
| Avg return · LONG (bps) | -50.9 | -62.4 – -20.6 | 12 |
| Avg return · SHORT (bps)thin n | 133.1 | 133.1 – 133.1 | 2 |
| Selection rate · LONG | 0.0009 | 0.0006 – 0.0012 | 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 874 / SHORT 6 times out of 850,944 appearances (0.103% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)