Ｌｉｎｋ－Ｕグループ (4446.T) quant model fit
Median hit rate and return when a model selected Ｌｉｎｋ－Ｕグループ (4446.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.41 (n=12). below a coin flip.Median LONG return is +10.7 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 | 0.4127 | 0.3576 – 0.4473 | 12 |
| Hit rate · SHORT | 0.5714 | 0.5052 – 0.6268 | 12 |
| Avg return · LONG (bps) | 10.7 | -57.3 – 135.9 | 12 |
| Avg return · SHORT (bps) | 63.3 | 7.5941 – 253.4 | 12 |
| Selection rate · LONG | 0.0134 | 0.0102 – 0.0151 | 12 |
| Selection rate · SHORT | 0.0204 | 0.0178 – 0.0221 | 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 5903 / SHORT 9123 times out of 453,120 appearances (1.303% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)