per-stock model-accuracy decomposition

3825.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	0.3907	0.3688 – 0.4422	12
Hit rate · SHORT	0.4321	0.4152 – 0.4557	12
Avg return · LONG (bps)	13.1	-20.3 – 71.9	12
Avg return · SHORT (bps)	-64.2	-85.4 – -12.1	12
Selection rate · LONG	0.0126	0.0121 – 0.0153	12
Selection rate · SHORT	0.0231	0.0218 – 0.0253	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

19.8

short

-98.1

total

-78.3

appearances 772608 · LONG 10531 · SHORT 18025

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