極東証券 (8706.T) quant model fit
Median hit rate and return when a model selected 極東証券 (8706.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.34 (n=12). below a coin flip.Median LONG return is -134.5 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 | 0.3391 | 0.1669 – 0.3830 | 12 |
| Hit rate · SHORT | 0.2810 | 0.0405 – 0.5018 | 12 |
| Avg return · LONG (bps) | -134.5 | -148.5 – -63.5 | 12 |
| Avg return · SHORT (bps) | -77.9 | -94.8 – -19.9 | 12 |
| Selection rate · LONG | 0.0019 | 0.0011 – 0.0023 | 12 |
| Selection rate · SHORT | 0.0003 | 0.0001 – 0.0005 | 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 1128 / SHORT 203 times out of 642,816 appearances (0.175% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)