ソースネクスト (4344.T) quant model fit
Median hit rate and return when a model selected ソースネクスト (4344.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.46 (n=12). near a coin flip.Median LONG return is -35.6 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 | 0.4628 | 0.4102 – 0.4883 | 12 |
| Hit rate · SHORT | 0.5810 | 0.5086 – 0.6489 | 12 |
| Avg return · LONG (bps) | -35.6 | -122.0 – 4.5472 | 12 |
| Avg return · SHORT (bps) | 282.0 | 140.8 – 421.2 | 12 |
| Selection rate · LONG | 0.0051 | 0.0042 – 0.0056 | 12 |
| Selection rate · SHORT | 0.0030 | 0.0023 – 0.0035 | 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 4179 / SHORT 2529 times out of 871,680 appearances (0.479% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)