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ティラド (7236.T) quant model fit

7236.T·自動車・輸送機·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected ティラド (7236.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.65 (n=12). above a coin flip.Median LONG return is +10.4 bps.Above a coin flip is still not a buy signal.

read this first — 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.

Decomposes ml-factor-lgbm-9f-jp-growth — strategy verdict: marginal. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metricmedianp25 – p75n
Hit rate · LONG0.64500.5579 – 0.718412
Hit rate · SHORT0.75460.6291 – 112
Avg return · LONG (bps)10.4-2.7988 – 20.912
Avg return · SHORT (bps)86.769.5 – 155.412
Selection rate · LONG0.00360.0030 – 0.004612
Selection rate · SHORT0.00130.0012 – 0.001512

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

long
1.4544
short
11.5
total
13.0

Selected LONG 3331 / SHORT 1100 times out of 820,992 appearances (0.406% LONG).

sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)

/ai/stocks/7236.T.md/v1/stocks/7236.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.