丸三証券 (8613.T) quant model fit
Median hit rate and return when a model selected 丸三証券 (8613.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.22 (n=12). below a coin flip.Median LONG return is -58.4 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 | 0.2165 | 0.1298 – 0.4173 | 12 |
| Hit rate · SHORT | 0.0327 | 0.0102 – 0.0551 | 12 |
| Avg return · LONG (bps) | -58.4 | -81.9 – -5.3178 | 12 |
| Avg return · SHORT (bps) | -568.8 | -591.4 – -511.5 | 12 |
| Selection rate · LONG | 0.0013 | 0.0009 – 0.0016 | 12 |
| Selection rate · SHORT | 0.0013 | 0.0009 – 0.0017 | 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 1478 / SHORT 1153 times out of 867,072 appearances (0.170% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)