per-stock model-accuracy decomposition

4444.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	0.4294	0.3665 – 0.4796	12
Hit rate · SHORT	0.7616	0.7359 – 0.8135	12
Avg return · LONG (bps)	38.4	-73.1 – 81.9	12
Avg return · SHORT (bps)	257.2	203.7 – 338.2	12
Selection rate · LONG	0.0247	0.0195 – 0.0287	12
Selection rate · SHORT	0.0309	0.0271 – 0.0378	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

7.2100

short

172.1

total

179.3

appearances 201216 · LONG 4883 · SHORT 6540

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