per-stock model-accuracy decomposition

3823.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	0.3577	0.3051 – 0.3827	12
Hit rate · SHORT	0.6456	0.6053 – 0.6764	12
Avg return · LONG (bps)	-46.5	-107.3 – 6.2382	12
Avg return · SHORT (bps)	196.7	168.4 – 265.3	12
Selection rate · LONG	0.0309	0.0274 – 0.0378	12
Selection rate · SHORT	0.0192	0.0184 – 0.0244	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

-63.2

short

218.2

total

155.0

appearances 490752 · LONG 16295 · SHORT 10242

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