per-stock model-accuracy decomposition

5950.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	0.3203	0.2640 – 0.3538	12
Hit rate · SHORT	0.4451	0.4214 – 0.4961	12
Avg return · LONG (bps)	-117.7	-166.2 – -86.2	12
Avg return · SHORT (bps)	-295.6	-434.4 – -251.0	12
Selection rate · LONG	0.0158	0.0123 – 0.0258	12
Selection rate · SHORT	0.0271	0.0244 – 0.0314	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

-63.9

short

-176.5

total

-240.4

appearances 218880 · LONG 4345 · SHORT 5989

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