per-stock model-accuracy decomposition

3841.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	0.5126	0.4331 – 0.5523	12
Hit rate · SHORT	0.4691	0.4384 – 0.5089	12
Avg return · LONG (bps)	10.1	-53.1 – 49.7	12
Avg return · SHORT (bps)	65.9	-48.7 – 113.9	12
Selection rate · LONG	0.0350	0.0313 – 0.0400	12
Selection rate · SHORT	0.0491	0.0430 – 0.0522	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

5.4697

short

25.1

total

30.6

appearances 122112 · LONG 4368 · SHORT 5922

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