レイズネクスト (6379.T) quant model fit
Median hit rate and return when a model selected レイズネクスト (6379.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.58 (n=11). above a coin flip.Median LONG return is +59.9 bps.Above a coin flip is still not a buy signal.
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 | 0.5769 | 0.1217 – 0.8819 | 11 |
| Hit rate · SHORT | 1 | 1 – 1 | 10 |
| Avg return · LONG (bps) | 59.9 | -372.8 – 89.6 | 11 |
| Avg return · SHORT (bps) | 160.4 | 160.4 – 160.4 | 10 |
| Selection rate · LONG | 0.0002 | 0.0001 – 0.0004 | 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 243 / SHORT 380 times out of 841,728 appearances (0.029% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)