per-stock model-accuracy decomposition

2162.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	0.3782	0.3596 – 0.4652	12
Hit rate · SHORT	0.4473	0.1969 – 0.6008	12
Avg return · LONG (bps)	-15.8	-100.6 – 60.2	12
Avg return · SHORT (bps)	-137.9	-274.5 – -9.9395	12
Selection rate · LONG	0.0071	0.0055 – 0.0082	12
Selection rate · SHORT	0.0034	0.0031 – 0.0051	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

-3.8110

short

-37.0

total

-40.8

appearances 510720 · LONG 3460 · SHORT 2067

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