per-stock model-accuracy decomposition

6046.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	0.3465	0.2623 – 0.4670	12
Hit rate · SHORT	0.5905	0.4396 – 0.7144	12
Avg return · LONG (bps)	-40.2	-153.2 – -11.0	12
Avg return · SHORT (bps)	444.3	318.1 – 687.5	12
Selection rate · LONG	0.0083	0.0072 – 0.0100	12
Selection rate · SHORT	0.0159	0.0137 – 0.0193	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

-16.4

short

161.7

total

145.4

appearances 226560 · LONG 2052 · SHORT 3597

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