per-stock model-accuracy decomposition
3541.T
computed asof 2026-08-07T09:15:22
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-growth 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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.3326 | 0.3065 – 0.3875 | 12 |
| Hit rate · SHORT | 0.4082 | 0.3692 – 0.4553 | 12 |
| Avg return · LONG (bps) | -14.7 | -51.7 – -2.3785 | 12 |
| Avg return · SHORT (bps) | 57.9 | 9.4544 – 132.8 | 12 |
| Selection rate · LONG | 0.0213 | 0.0194 – 0.0222 | 12 |
| Selection rate · SHORT | 0.0196 | 0.0173 – 0.0223 | 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
-23.0
short
49.3
total
26.4
appearances 422400 · LONG 8678 · SHORT 8404