per-stock model-accuracy decomposition

2934.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	0.4243	0.3944 – 0.4531	12
Hit rate · SHORT	0.6595	0.5593 – 0.6915	12
Avg return · LONG (bps)	-37.7	-50.0 – -6.5285	12
Avg return · SHORT (bps)	20.8	-44.0 – 71.1	12
Selection rate · LONG	0.0176	0.0155 – 0.0192	12
Selection rate · SHORT	0.0055	0.0048 – 0.0062	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

-33.3

short

0.7026

total

-32.6

appearances 653568 · LONG 11550 · SHORT 3547

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