セイワホールディングス (523A.T) quant model fit
Median hit rate and return when a model selected セイワホールディングス (523A.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.32 (n=10). below a coin flip.Median LONG return is -88.2 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 | 0.3230 | 0.0635 – 0.7912 | 10 |
| Hit rate · SHORT | 0.9574 | 0.7214 – 1 | 11 |
| Avg return · LONG (bps) | -88.2 | -160.4 – 128.2 | 10 |
| Avg return · SHORT (bps) | 194.0 | 91.4 – 257.5 | 11 |
| Selection rate · LONG | 0.0020 | 0.0004 – 0.0031 | 12 |
| Selection rate · SHORT | 0.0024 | 0.0009 – 0.0087 | 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 122 / SHORT 311 times out of 60,096 appearances (0.203% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)