per-stock model-accuracy decomposition

3370.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	0.2948	0.2690 – 0.3530	12
Hit rate · SHORT	0.5870	0.5469 – 0.6305	12
Avg return · LONG (bps)	-184.8	-236.1 – -163.4	12
Avg return · SHORT (bps)	212.7	139.3 – 306.1	12
Selection rate · LONG	0.0185	0.0166 – 0.0290	12
Selection rate · SHORT	0.0429	0.0399 – 0.0474	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

-119.1

short

217.6

total

98.5

appearances 251904 · LONG 5683 · SHORT 10930

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