per-stock model-accuracy decomposition

2437.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	0.5368	0.5120 – 0.5705	12
Hit rate · SHORT	0.5544	0.5375 – 0.5855	12
Avg return · LONG (bps)	101.9	57.7 – 145.4	12
Avg return · SHORT (bps)	-62.3	-100.5 – -30.3	12
Selection rate · LONG	0.0136	0.0133 – 0.0149	12
Selection rate · SHORT	0.0191	0.0184 – 0.0210	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

100.7

short

-84.3

total

16.4

appearances 638208 · LONG 8666 · SHORT 12576

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