per-stock model-accuracy decomposition

6016.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	0.5158	0.4894 – 0.5431	12
Hit rate · SHORT	0.4278	0.4171 – 0.4696	12
Avg return · LONG (bps)	-26.1	-47.2 – -15.8	12
Avg return · SHORT (bps)	-105.3	-150.9 – -54.0	12
Selection rate · LONG	0.0236	0.0212 – 0.0330	12
Selection rate · SHORT	0.0144	0.0137 – 0.0151	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

-36.1

short

-74.1

total

-110.1

appearances 618240 · LONG 16214 · SHORT 8784

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