per-stock model-accuracy decomposition

3912.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	0.2860	0.2363 – 0.3442	12
Hit rate · SHORT	1	0.1000 – 1	5
Avg return · LONG (bps)	-64.7	-103.0 – -52.2	12
Avg return · SHORT (bps)	449.5	-175.1 – 449.5	5
Selection rate · LONG	0.0036	0.0032 – 0.0052	12
Selection rate · SHORT	0	0 – 0.0001	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

-13.9

short

1.2428

total

-12.7

appearances 400896 · LONG 1656 · SHORT 43

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