per-stock model-accuracy decomposition

4167.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	0.5021	0.4634 – 0.5869	12
Hit rate · SHORT	0.5274	0.4441 – 0.5719	12
Avg return · LONG (bps)	-26.9	-46.7 – 7.9771	12
Avg return · SHORT (bps)	260.8	105.8 – 289.0	12
Selection rate · LONG	0.0147	0.0117 – 0.0161	12
Selection rate · SHORT	0.0096	0.0091 – 0.0111	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

-8.9740

short

47.5

total

38.5

appearances 291072 · LONG 4089 · SHORT 2884

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