per-stock model-accuracy decomposition

3639.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	0.1800	0.0750 – 0.2853	12
Hit rate · SHORT	0.7273	0.6212 – 0.8195	12
Avg return · LONG (bps)	-63.8	-118.9 – -42.6	12
Avg return · SHORT (bps)	-58.8	-381.7 – 167.2	12
Selection rate · LONG	0.0031	0.0012 – 0.0042	12
Selection rate · SHORT	0.0199	0.0160 – 0.0219	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

-2.8525

short

-2.9652

total

-5.8178

appearances 83712 · LONG 266 · SHORT 1578

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