per-stock model-accuracy decomposition

4760.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	0.3365	0.3138 – 0.3970	12
Hit rate · SHORT	0.6257	0.5706 – 0.6441	12
Avg return · LONG (bps)	-59.5	-176.1 – 8.8879	12
Avg return · SHORT (bps)	45.1	-21.2 – 132.1	12
Selection rate · LONG	0.0397	0.0279 – 0.0436	12
Selection rate · SHORT	0.0723	0.0717 – 0.0752	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

-41.2

short

58.3

total

17.0

appearances 122112 · LONG 4571 · SHORT 8967

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