per-stock model-accuracy decomposition
6049.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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.5924 | 0.5321 – 0.6362 | 12 |
| Hit rate · SHORT | 1 | 0.7500 – 1 | 3 |
| Avg return · LONG (bps) | 75.1 | -2.3843 – 99.1 | 12 |
| Avg return · SHORT (bps) | 169.5 | 140.8 – 169.5 | 3 |
| Selection rate · LONG | 0.0026 | 0.0019 – 0.0032 | 12 |
| Selection rate · SHORT | 0 | 0 – 0 | 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
2.5811
short
0.1909
total
2.7720
appearances 284160 · LONG 696 · SHORT 16