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インテリックスホールディングス (463A.T) quant model fit

463A.T·不動産·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected インテリックスホールディングス (463A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.00 (n=3). below a coin flip.Median LONG return is -41.3 bps.A row with fewer than 5 observations is thin. Do not over-read it.

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 · LONGthin n00 – 03
Avg return · LONG (bps)thin n-41.3-157.0 – -35.33
Selection rate · LONG00 – 0.000112
Selection rate · SHORT00 – 012

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. Rows marked thin n have fewer than 5 observations — do not over-read them.

PnL contribution

long
-0.0384
short
0
total
-0.0384

Selected LONG 4 / SHORT 0 times out of 33,792 appearances (0.012% LONG).

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

/ai/stocks/463A.T.md/v1/stocks/463A.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.