per-stock model-accuracy decomposition

5599.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	0.4099	0.1111 – 0.8059	12
Hit rate · SHORT	0.7917	0.7331 – 0.9333	12
Avg return · LONG (bps)	-98.2	-246.3 – 529.8	12
Avg return · SHORT (bps)	178.2	113.6 – 230.5	12
Selection rate · LONG	0.0008	0.0005 – 0.0013	12
Selection rate · SHORT	0.0037	0.0016 – 0.0050	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

5.4803

short

12.0

total

17.5

appearances 235200 · LONG 234 · SHORT 780

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