per-stock model-accuracy decomposition

5820.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	0.4380	0.3793 – 0.4870	12
Hit rate · SHORT	0.4105	0.3666 – 0.4242	12
Avg return · LONG (bps)	9.4752	-48.2 – 32.6	12
Avg return · SHORT (bps)	-115.9	-155.5 – -68.6	12
Selection rate · LONG	0.0253	0.0240 – 0.0274	12
Selection rate · SHORT	0.0338	0.0321 – 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

4.0221

short

-176.5

total

-172.4

appearances 410112 · LONG 10673 · SHORT 14765

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