per-stock model-accuracy decomposition

3691.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	0.2962	0.2709 – 0.3188	12
Hit rate · SHORT	0.6469	0.5370 – 0.6669	12
Avg return · LONG (bps)	-209.8	-225.3 – -177.7	12
Avg return · SHORT (bps)	247.2	52.8 – 310.9	12
Selection rate · LONG	0.0150	0.0142 – 0.0157	12
Selection rate · SHORT	0.0135	0.0128 – 0.0149	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

-125.9

short

104.8

total

-21.2

appearances 406272 · LONG 6229 · SHORT 5684

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