per-stock model-accuracy decomposition

4054.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	0.6499	0.6177 – 0.7215	12
Hit rate · SHORT	0.3840	0.3462 – 0.4373	12
Avg return · LONG (bps)	132.9	110.7 – 186.4	12
Avg return · SHORT (bps)	-152.4	-176.1 – -71.4	12
Selection rate · LONG	0.0056	0.0053 – 0.0071	12
Selection rate · SHORT	0.0067	0.0049 – 0.0073	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

43.6

short

-43.4

total

0.2063

appearances 519936 · LONG 3234 · SHORT 3241

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