per-stock model-accuracy decomposition

3168.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	0.6500	0.5180 – 0.8128	12
Hit rate · SHORT	0.6429	0.5307 – 0.7582	12
Avg return · LONG (bps)	91.7	-91.1 – 259.9	12
Avg return · SHORT (bps)	-15.8	-76.2 – 11.9	12
Selection rate · LONG	0.0083	0.0074 – 0.0112	12
Selection rate · SHORT	0.0068	0.0060 – 0.0084	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

11.1

short

-3.4045

total

7.7157

appearances 165888 · LONG 1683 · SHORT 1134

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