per-stock model-accuracy decomposition

5834.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	0.3539	0.3255 – 0.3850	12
Hit rate · SHORT	0.7501	0.4173 – 0.7893	12
Avg return · LONG (bps)	-55.5	-64.4 – -19.6	12
Avg return · SHORT (bps)	95.1	-8.5696 – 161.4	12
Selection rate · LONG	0.0014	0.0008 – 0.0024	12
Selection rate · SHORT	0.0010	0.0004 – 0.0019	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

-6.3598

short

4.7470

total

-1.6128

appearances 653760 · LONG 1046 · SHORT 838

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