per-stock model-accuracy decomposition

2652.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	0.4972	0.4782 – 0.5776	12
Hit rate · SHORT	0.3683	0.3194 – 0.4706	12
Avg return · LONG (bps)	49.2	5.0754 – 66.1	12
Avg return · SHORT (bps)	19.5	-76.7 – 140.5	12
Selection rate · LONG	0.0033	0.0030 – 0.0042	12
Selection rate · SHORT	0.0025	0.0020 – 0.0031	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

9.5137

short

-0.2954

total

9.2183

appearances 612864 · LONG 2171 · SHORT 1566

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