per-stock model-accuracy decomposition

4493.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	0.5208	0.4681 – 0.6487	12
Hit rate · SHORT	0.4552	0.4254 – 0.5281	12
Avg return · LONG (bps)	-5.7179	-15.8 – 43.2	12
Avg return · SHORT (bps)	-185.9	-305.9 – 6.5346	12
Selection rate · LONG	0.0024	0.0020 – 0.0026	12
Selection rate · SHORT	0.0031	0.0029 – 0.0036	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

2.5151

short

-32.3

total

-29.8

appearances 816384 · LONG 1980 · SHORT 2801

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