per-stock model-accuracy decomposition

4069.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	0.4638	0.4076 – 0.5888	12
Hit rate · SHORT	0.6317	0.6066 – 0.6704	12
Avg return · LONG (bps)	58.8	-67.8 – 168.7	12
Avg return · SHORT (bps)	180.4	165.1 – 230.4	12
Selection rate · LONG	0.0117	0.0106 – 0.0118	12
Selection rate · SHORT	0.0285	0.0277 – 0.0293	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

7.9970

short

111.5

total

119.5

appearances 188928 · LONG 2251 · SHORT 5448

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