per-stock model-accuracy decomposition

4381.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	0.4732	0.4217 – 0.5117	12
Hit rate · SHORT	0.3390	0.2869 – 0.4561	12
Avg return · LONG (bps)	-184.4	-222.5 – -153.4	12
Avg return · SHORT (bps)	-175.3	-387.5 – -98.1	12
Selection rate · LONG	0.0128	0.0115 – 0.0136	12
Selection rate · SHORT	0.0145	0.0127 – 0.0156	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

-42.7

short

-62.0

total

-104.7

appearances 192768 · LONG 2333 · SHORT 2766

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