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FUNDINNO (462A.T) quant model fit

462A.T·金融(除く銀行)·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected FUNDINNO (462A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.11 (n=12). below a coin flip.Median LONG return is -473.4 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 · LONG0.11020.0767 – 0.170412
Hit rate · SHORT10.9696 – 112
Avg return · LONG (bps)-473.4-616.7 – -341.212
Avg return · SHORT (bps)757.7622.3 – 781.612
Selection rate · LONG0.00860.0056 – 0.010012
Selection rate · SHORT0.01070.0100 – 0.011612

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
-40.8
short
81.4
total
40.6

Selected LONG 913 / SHORT 1217 times out of 109,248 appearances (0.836% LONG).

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

/ai/stocks/462A.T.md/v1/stocks/462A.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.