per-stock model-accuracy decomposition

4418.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	0.4805	0.4496 – 0.5623	12
Hit rate · SHORT	0.5437	0.4895 – 0.5961	12
Avg return · LONG (bps)	18.1	-11.6 – 95.8	12
Avg return · SHORT (bps)	14.4	-61.7 – 36.6	12
Selection rate · LONG	0.0065	0.0058 – 0.0076	12
Selection rate · SHORT	0.0045	0.0037 – 0.0048	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

12.9

short

-2.9476

total

9.9759

appearances 788928 · LONG 5282 · SHORT 3438

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