ネクセラファーマ (4565.T) quant model fit
Median hit rate and return when a model selected ネクセラファーマ (4565.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.70 (n=12). above a coin flip.Median LONG return is +188.2 bps.Above a coin flip is still 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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.6961 | 0.5497 – 0.7436 | 12 |
| Hit rate · SHORT | 0.4878 | 0.4453 – 0.5419 | 12 |
| Avg return · LONG (bps) | 188.2 | 130.7 – 312.9 | 12 |
| Avg return · SHORT (bps) | 50.5 | -54.3 – 82.7 | 12 |
| Selection rate · LONG | 0.0012 | 0.0006 – 0.0020 | 12 |
| Selection rate · SHORT | 0.0014 | 0.0010 – 0.0025 | 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 1317 / SHORT 1538 times out of 871,680 appearances (0.151% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)