per-stock model-accuracy decomposition

6181.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	0.4912	0.4081 – 0.5418	12
Hit rate · SHORT	0.8302	0.7523 – 0.8697	12
Avg return · LONG (bps)	14.0	-22.0 – 96.6	12
Avg return · SHORT (bps)	372.8	311.4 – 476.3	12
Selection rate · LONG	0.0066	0.0060 – 0.0084	12
Selection rate · SHORT	0.0104	0.0095 – 0.0119	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

3.8132

short

158.7

total

162.5

appearances 362496 · LONG 2640 · SHORT 4009

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