qbuntuqbuntu

中央倉庫 (9319.T) quant model fit

9319.T·運輸・物流·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected 中央倉庫 (9319.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.67 (n=9). above a coin flip.Median LONG return is -1.0 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 · LONG0.66670.1667 – 0.76479
Hit rate · SHORTthin n00 – 01
Avg return · LONG (bps)-0.9581-143.4 – 69.19
Avg return · SHORT (bps)thin n-203.6-203.6 – -203.61
Selection rate · LONG0.00010 – 0.000212
Selection rate · SHORT00 – 012

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. Rows marked thin n have fewer than 5 observations — do not over-read them.

PnL contribution

long
-0.3800
short
-0.0204
total
-0.4004

Selected LONG 74 / SHORT 1 times out of 421,632 appearances (0.018% LONG).

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

/ai/stocks/9319.T.md/v1/stocks/9319.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.