per-stock model-accuracy decomposition

3559.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	0.1653	0.0648 – 0.2248	12
Hit rate · SHORT	0.5984	0.5165 – 0.6676	12
Avg return · LONG (bps)	-155.9	-198.1 – -122.0	12
Avg return · SHORT (bps)	172.4	-14.0 – 232.7	12
Selection rate · LONG	0.0209	0.0188 – 0.0214	12
Selection rate · SHORT	0.0365	0.0220 – 0.0468	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

-31.5

short

56.5

total

25.0

appearances 113664 · LONG 2373 · SHORT 3811

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