テスホールディングス (5074.T) quant model fit
Median hit rate and return when a model selected テスホールディングス (5074.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.39 (n=12). below a coin flip.Median LONG return is -125.0 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 | 0.3943 | 0.3389 – 0.4760 | 12 |
| Hit rate · SHORT | 0.6002 | 0.5664 – 0.6628 | 12 |
| Avg return · LONG (bps) | -125.0 | -215.3 – -83.0 | 12 |
| Avg return · SHORT (bps) | 68.0 | -12.3 – 296.4 | 12 |
| Selection rate · LONG | 0.0034 | 0.0033 – 0.0036 | 12 |
| Selection rate · SHORT | 0.0043 | 0.0035 – 0.0045 | 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 3195 / SHORT 3628 times out of 871,680 appearances (0.367% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)