per-stock model-accuracy decomposition

1844.T

computed asof 2026-08-07T09:15:52

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. 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)

metric	median	p25 – p75	n
Hit rate · LONG	0.3437	0.2434 – 0.4343	12
Hit rate · SHORT	0.6104	0.4808 – 0.6841	12
Avg return · LONG (bps)	-145.0	-211.7 – 15.6	12
Avg return · SHORT (bps)	84.5	-62.8 – 161.8	12
Selection rate · LONG	0.0108	0.0088 – 0.0122	12
Selection rate · SHORT	0.0061	0.0045 – 0.0086	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%).

PnL contribution

long

-35.2

short

14.6

total

-20.6

appearances 345600 · LONG 3739 · SHORT 2215

Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.