per-stock model-accuracy decomposition

3416.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	0.2267	0.0967 – 0.2882	12
Hit rate · SHORT	0.9856	0.9131 – 0.9955	12
Avg return · LONG (bps)	-297.0	-342.0 – -286.8	12
Avg return · SHORT (bps)	205.9	136.2 – 293.3	12
Selection rate · LONG	0.0240	0.0212 – 0.0289	12
Selection rate · SHORT	0.0088	0.0066 – 0.0127	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

-102.1

short

26.4

total

-75.7

appearances 129792 · LONG 3209 · SHORT 1230

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