アイ・アールジャパンホールディングス (6035.T) quant model fit
Median hit rate and return when a model selected アイ・アールジャパンホールディングス (6035.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.32 (n=12). below a coin flip.Median LONG return is -194.4 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 | 0.3158 | 0.1185 – 0.3791 | 12 |
| Hit rate · SHORT | 0.2471 | 0.1106 – 0.4062 | 12 |
| Avg return · LONG (bps) | -194.4 | -329.7 – -30.2 | 12 |
| Avg return · SHORT (bps) | -127.3 | -240.6 – -22.3 | 12 |
| Selection rate · LONG | 0.0013 | 0.0011 – 0.0018 | 12 |
| Selection rate · SHORT | 0.0005 | 0.0002 – 0.0008 | 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 1167 / SHORT 547 times out of 791,808 appearances (0.147% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)