ローツェ (6323.T) quant model fit
Median hit rate and return when a model selected ローツェ (6323.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.36 (n=12). below a coin flip.Median LONG return is -30.6 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 | 0.3624 | 0.3275 – 0.4378 | 12 |
| Hit rate · SHORT | 0.8020 | 0.7175 – 0.8929 | 12 |
| Avg return · LONG (bps) | -30.6 | -66.3 – 8.6074 | 12 |
| Avg return · SHORT (bps) | -12.9 | -39.7 – 45.9 | 12 |
| Selection rate · LONG | 0.0040 | 0.0038 – 0.0044 | 12 |
| Selection rate · SHORT | 0.0013 | 0.0007 – 0.0022 | 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 3521 / SHORT 1270 times out of 871,680 appearances (0.404% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)