per-stock model-accuracy decomposition

4196.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	0.1222	0.0321 – 0.3292	12
Hit rate · SHORT	0.9029	0.7999 – 0.9862	12
Avg return · LONG (bps)	-186.9	-244.9 – -36.1	12
Avg return · SHORT (bps)	412.8	355.6 – 461.1	12
Selection rate · LONG	0.0164	0.0133 – 0.0280	12
Selection rate · SHORT	0.0346	0.0314 – 0.0399	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

-13.6

short

88.7

total

75.2

appearances 59904 · LONG 1198 · SHORT 2133

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