HUMAN MADE (456A.T) quant model fit
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.
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 | 0.2603 | 0.2085 – 0.3719 | 12 |
| Hit rate · SHORT | 0.5378 | 0.2983 – 0.8188 | 10 |
| Avg return · LONG (bps) | -146.9 | -206.4 – -72.9 | 12 |
| Avg return · SHORT (bps) | -5.5923 | -48.1 – 62.9 | 10 |
| Selection rate · LONG | 0.0073 | 0.0061 – 0.0080 | 12 |
| Selection rate · SHORT | 0.0011 | 0.0005 – 0.0018 | 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 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%)