per-stock model-accuracy decomposition

4011.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	0.4914	0.4674 – 0.5495	12
Hit rate · SHORT	0.6016	0.5813 – 0.6097	12
Avg return · LONG (bps)	52.9	39.1 – 84.9	12
Avg return · SHORT (bps)	191.8	159.8 – 247.7	12
Selection rate · LONG	0.0171	0.0135 – 0.0221	12
Selection rate · SHORT	0.0158	0.0145 – 0.0173	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

73.5

short

223.6

total

297.2

appearances 690432 · LONG 12261 · SHORT 11064

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