per-stock model-accuracy decomposition

6380.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	0.6128	0.5088 – 0.6731	12
Hit rate · SHORT	0.2534	0.1597 – 0.3227	12
Avg return · LONG (bps)	194.5	86.4 – 222.5	12
Avg return · SHORT (bps)	-117.5	-172.8 – -6.8590	12
Selection rate · LONG	0.0487	0.0430 – 0.0658	12
Selection rate · SHORT	0.0211	0.0131 – 0.0251	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

35.2

short

-2.7997

total

32.4

appearances 39168 · LONG 2079 · SHORT 763

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