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HUMAN MADE (456A.T) quant model fit

456A.T·小売·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected HUMAN MADE (456A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.26 (n=12). below a coin flip.Median LONG return is -146.9 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 · LONG0.26030.2085 – 0.371912
Hit rate · SHORT0.53780.2983 – 0.818810
Avg return · LONG (bps)-146.9-206.4 – -72.912
Avg return · SHORT (bps)-5.5923-48.1 – 62.910
Selection rate · LONG0.00730.0061 – 0.008012
Selection rate · SHORT0.00110.0005 – 0.001812

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
-12.9
short
0.2237
total
-12.6

Selected LONG 949 / SHORT 169 times out of 124,608 appearances (0.762% LONG).

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

/ai/stocks/456A.T.md/v1/stocks/456A.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.