per-stock model-accuracy decomposition

6366.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	0.6117	0.5778 – 0.7243	12
Hit rate · SHORT	0.1341	0.0629 – 0.2617	12
Avg return · LONG (bps)	144.7	130.4 – 199.6	12
Avg return · SHORT (bps)	-414.8	-435.4 – -279.2	12
Selection rate · LONG	0.0041	0.0028 – 0.0047	12
Selection rate · SHORT	0.0024	0.0017 – 0.0025	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

49.5

short

-60.1

total

-10.6

appearances 772608 · LONG 3035 · SHORT 1681

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