日本エム・ディ・エム (7600.T) quant model fit
Median hit rate and return when a model selected 日本エム・ディ・エム (7600.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.55 (n=12). near a coin flip.Median LONG return is +26.4 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 | 0.5463 | 0.3626 – 0.6452 | 12 |
| Hit rate · SHORT | 0.8671 | 0.6150 – 0.9308 | 12 |
| Avg return · LONG (bps) | 26.4 | -56.3 – 50.0 | 12 |
| Avg return · SHORT (bps) | 38.1 | -11.6 – 40.2 | 12 |
| Selection rate · LONG | 0.0005 | 0.0003 – 0.0007 | 12 |
| Selection rate · SHORT | 0.0009 | 0.0006 – 0.0011 | 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 442 / SHORT 698 times out of 784,128 appearances (0.056% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)