ジャパンディスプレイ (6740.T) quant model fit
Median hit rate and return when a model selected ジャパンディスプレイ (6740.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.29 (n=12). below a coin flip.Median LONG return is -18.1 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 | 0.2907 | 0.2598 – 0.3387 | 12 |
| Hit rate · SHORT | 0.5613 | 0.5274 – 0.6389 | 12 |
| Avg return · LONG (bps) | -18.1 | -97.3 – 2.7253 | 12 |
| Avg return · SHORT (bps) | 44.0 | -115.8 – 94.6 | 12 |
| Selection rate · LONG | 0.0222 | 0.0161 – 0.0229 | 12 |
| Selection rate · SHORT | 0.0122 | 0.0103 – 0.0146 | 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 17618 / SHORT 10847 times out of 871,680 appearances (2.021% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)