富山第一銀行 (7184.T) quant model fit
Median hit rate and return when a model selected 富山第一銀行 (7184.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.58 (n=12). above a coin flip.Median LONG return is +2.9 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 | 0.5782 | 0.4561 – 0.7478 | 12 |
| Hit rate · SHORT | 0.8889 | 0.5917 – 1 | 11 |
| Avg return · LONG (bps) | 2.8614 | -21.6 – 27.7 | 12 |
| Avg return · SHORT (bps) | 211.1 | 88.1 – 425.4 | 11 |
| Selection rate · LONG | 0.0019 | 0.0015 – 0.0025 | 12 |
| Selection rate · SHORT | 0.0001 | 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 1457 / SHORT 74 times out of 764,160 appearances (0.191% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)