per-stock model-accuracy decomposition

4013.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	0.3974	0.3379 – 0.4762	12
Hit rate · SHORT	0.8735	0.7435 – 1	12
Avg return · LONG (bps)	-90.1	-143.9 – -51.1	12
Avg return · SHORT (bps)	221.0	115.9 – 330.1	12
Selection rate · LONG	0.0053	0.0035 – 0.0073	12
Selection rate · SHORT	0.0013	0.0007 – 0.0021	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

-19.6

short

15.5

total

-4.1058

appearances 348672 · LONG 1994 · SHORT 550

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