per-stock model-accuracy decomposition

5255.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	0.3799	0.3571 – 0.4074	12
Hit rate · SHORT	0.5750	0.5377 – 0.6209	12
Avg return · LONG (bps)	-110.5	-120.4 – -77.8	12
Avg return · SHORT (bps)	33.0	-23.2 – 68.5	12
Selection rate · LONG	0.0170	0.0143 – 0.0213	12
Selection rate · SHORT	0.0209	0.0189 – 0.0240	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

-108.1

short

25.1

total

-83.0

appearances 571584 · LONG 10593 · SHORT 12152

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