タナベコンサルティンググループ (9644.T) quant model fit
Median hit rate and return when a model selected タナベコンサルティンググループ (9644.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.
Median LONG hit rate is 0.64 (n=12). above a coin flip.Median LONG return is +11.8 bps.Above a coin flip is still 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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.6382 | 0.5417 – 0.7925 | 12 |
| Hit rate · SHORT | 0.0633 | 0.0295 – 0.1193 | 12 |
| Avg return · LONG (bps) | 11.8 | -58.0 – 45.7 | 12 |
| Avg return · SHORT (bps) | -110.1 | -131.4 – -89.9 | 12 |
| Selection rate · LONG | 0.0013 | 0.0004 – 0.0020 | 12 |
| Selection rate · SHORT | 0.0019 | 0.0011 – 0.0025 | 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 318 / SHORT 447 times out of 241,920 appearances (0.131% LONG).
sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)