ダブル・スコープ (6619.T) quant model fit
Median hit rate and return when a model selected ダブル・スコープ (6619.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.49 (n=12). near a coin flip.Median LONG return is -12.4 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 | 0.4907 | 0.4611 – 0.5262 | 12 |
| Hit rate · SHORT | 0.5725 | 0.5606 – 0.5938 | 12 |
| Avg return · LONG (bps) | -12.4 | -45.2 – 41.8 | 12 |
| Avg return · SHORT (bps) | -43.1 | -47.3 – 23.6 | 12 |
| Selection rate · LONG | 0.0077 | 0.0065 – 0.0093 | 12 |
| Selection rate · SHORT | 0.0110 | 0.0096 – 0.0122 | 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 7123 / SHORT 9535 times out of 871,680 appearances (0.817% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)