per-stock model-accuracy decomposition

5137.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	0.3658	0.2774 – 0.4216	12
Hit rate · SHORT	0.4302	0.3692 – 0.4921	12
Avg return · LONG (bps)	-115.6	-197.2 – -51.1	12
Avg return · SHORT (bps)	-36.7	-142.8 – 69.1	12
Selection rate · LONG	0.0072	0.0060 – 0.0094	12
Selection rate · SHORT	0.0039	0.0031 – 0.0063	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

-49.4

short

1.0276

total

-48.3

appearances 505536 · LONG 3936 · SHORT 2290

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