per-stock model-accuracy decomposition

5582.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	0.2866	0.2550 – 0.3186	12
Hit rate · SHORT	0.5391	0.4620 – 0.5682	12
Avg return · LONG (bps)	-222.8	-250.3 – -188.5	12
Avg return · SHORT (bps)	-69.1	-100.5 – -60.6	12
Selection rate · LONG	0.0075	0.0066 – 0.0080	12
Selection rate · SHORT	0.0048	0.0040 – 0.0056	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

-78.4

short

-17.5

total

-95.9

appearances 479424 · LONG 3482 · SHORT 2408

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