東光高岳 (6617.T) quant model fit
Median hit rate and return when a model selected 東光高岳 (6617.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.51 (n=12). near a coin flip.Median LONG return is +30.9 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 | 0.5078 | 0.4493 – 0.7265 | 12 |
| Hit rate · SHORT | 0.8000 | 0.6286 – 0.8290 | 12 |
| Avg return · LONG (bps) | 30.9 | -14.0 – 82.5 | 12 |
| Avg return · SHORT (bps) | 111.2 | 53.4 – 199.8 | 12 |
| Selection rate · LONG | 0.0006 | 0.0005 – 0.0007 | 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 517 / SHORT 430 times out of 871,680 appearances (0.059% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)