per-stock model-accuracy decomposition

6054.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	0.3292	0.2995 – 0.3868	12
Hit rate · SHORT	0.3469	0.3091 – 0.3746	12
Avg return · LONG (bps)	-53.7	-101.4 – -16.0	12
Avg return · SHORT (bps)	-557.7	-681.3 – -438.4	12
Selection rate · LONG	0.0086	0.0061 – 0.0099	12
Selection rate · SHORT	0.0095	0.0084 – 0.0108	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

-9.9614

short

-147.5

total

-157.5

appearances 277248 · LONG 2178 · SHORT 2745

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