per-stock model-accuracy decomposition

4393.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	0.4363	0.4050 – 0.4598	12
Hit rate · SHORT	0.3862	0.3741 – 0.4070	12
Avg return · LONG (bps)	-67.0	-80.4 – -13.9	12
Avg return · SHORT (bps)	-120.6	-152.2 – -100.3	12
Selection rate · LONG	0.0096	0.0077 – 0.0112	12
Selection rate · SHORT	0.0232	0.0219 – 0.0240	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

-38.9

short

-228.3

total

-267.1

appearances 816384 · LONG 7916 · SHORT 18751

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