per-stock model-accuracy decomposition

2375.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	0.3506	0.2933 – 0.3961	12
Hit rate · SHORT	0.4129	0.4006 – 0.4529	12
Avg return · LONG (bps)	-60.1	-86.1 – -27.9	12
Avg return · SHORT (bps)	-301.5	-317.2 – -227.5	12
Selection rate · LONG	0.0115	0.0090 – 0.0126	12
Selection rate · SHORT	0.0385	0.0375 – 0.0395	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

-33.7

short

-371.6

total

-405.4

appearances 373248 · LONG 4162 · SHORT 14503

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