per-stock model-accuracy decomposition

6408.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	0.8750	0.6667 – 0.9043	7
Hit rate · SHORT	1	0.9821 – 1	12
Avg return · LONG (bps)	397.2	178.3 – 560.7	7
Avg return · SHORT (bps)	68.2	49.4 – 249.9	12
Selection rate · LONG	0.0016	0 – 0.0082	12
Selection rate · SHORT	0.0086	0.0053 – 0.0367	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

2.6079

short

7.0355

total

9.6434

appearances 15360 · LONG 89 · SHORT 329

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