ＱＰＳホールディングス (464A.T) quant model fit
Median hit rate and return when a model selected ＱＰＳホールディングス (464A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.42 (n=12). below a coin flip.Median LONG return is +13.6 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 | 0.4248 | 0.3936 – 0.4584 | 12 |
| Hit rate · SHORT | 0.4659 | 0.4503 – 0.5468 | 12 |
| Avg return · LONG (bps) | 13.6 | -8.1347 – 50.2 | 12 |
| Avg return · SHORT (bps) | -92.2 | -124.9 – 25.1 | 12 |
| Selection rate · LONG | 0.0116 | 0.0105 – 0.0128 | 12 |
| Selection rate · SHORT | 0.0156 | 0.0100 – 0.0185 | 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 5782 / SHORT 7223 times out of 494,784 appearances (1.169% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)