per-stock model-accuracy decomposition

6356.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	0.4171	0.3997 – 0.4406	12
Hit rate · SHORT	0.5609	0.5104 – 0.5959	12
Avg return · LONG (bps)	-13.7	-81.9 – 34.9	12
Avg return · SHORT (bps)	-189.1	-279.2 – -120.9	12
Selection rate · LONG	0.0048	0.0041 – 0.0053	12
Selection rate · SHORT	0.0083	0.0074 – 0.0087	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

-6.8264

short

-98.1

total

-105.0

appearances 582912 · LONG 2831 · SHORT 4671

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