ＪＵＫＩ (6440.T) quant model fit
Median hit rate and return when a model selected ＪＵＫＩ (6440.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.73 (n=12). above a coin flip.Median LONG return is +75.3 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 | 0.7311 | 0.6726 – 0.7628 | 12 |
| Hit rate · SHORT | 0 | 0 – 0.7500 | 10 |
| Avg return · LONG (bps) | 75.3 | 53.7 – 78.7 | 12 |
| Avg return · SHORT (bps) | -68.6 | -155.7 – 71.3 | 10 |
| Selection rate · LONG | 0.0020 | 0.0016 – 0.0021 | 12 |
| Selection rate · SHORT | 0 | 0 – 0.0001 | 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 1478 / SHORT 83 times out of 860,928 appearances (0.172% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)