per-stock model-accuracy decomposition

5817.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	0.6542	0.6011 – 0.6785	12
Hit rate · SHORT	0.5073	0.4281 – 0.5552	12
Avg return · LONG (bps)	114.0	10.5 – 232.8	12
Avg return · SHORT (bps)	132.8	43.6 – 358.8	12
Selection rate · LONG	0.0469	0.0268 – 0.0489	12
Selection rate · SHORT	0.0323	0.0242 – 0.0386	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

67.2

short

68.6

total

135.7

appearances 102912 · LONG 4215 · SHORT 3571

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