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テイクアンドギヴ・ニーズ (4331.T) quant model fit

4331.T·情報通信・サービスその他·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected テイクアンドギヴ・ニーズ (4331.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.24 (n=12). below a coin flip.Median LONG return is -127.0 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 · LONG0.24150.1889 – 0.324512
Hit rate · SHORT0.98300.8433 – 112
Avg return · LONG (bps)-127.0-210.2 – -99.912
Avg return · SHORT (bps)309.2215.9 – 332.212
Selection rate · LONG0.00230.0019 – 0.002612
Selection rate · SHORT0.00070.0005 – 0.000812

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
-30.5
short
16.1
total
-14.3

Selected LONG 1721 / SHORT 532 times out of 813,312 appearances (0.212% LONG).

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

/ai/stocks/4331.T.md/v1/stocks/4331.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.