per-stock model-accuracy decomposition

3137.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	0.2698	0.2180 – 0.3432	12
Hit rate · SHORT	0.5670	0.5389 – 0.6167	12
Avg return · LONG (bps)	-104.6	-161.2 – -65.2	12
Avg return · SHORT (bps)	268.3	182.7 – 300.5	12
Selection rate · LONG	0.0281	0.0260 – 0.0355	12
Selection rate · SHORT	0.0444	0.0433 – 0.0591	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

-78.4

short

267.5

total

189.1

appearances 227328 · LONG 6988 · SHORT 11147

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