per-stock model-accuracy decomposition

6467.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	0.1416	0.0746 – 0.1979	12
Hit rate · SHORT	0.7673	0.6830 – 0.9146	12
Avg return · LONG (bps)	-97.7	-132.4 – -62.1	12
Avg return · SHORT (bps)	111.4	81.7 – 133.5	12
Selection rate · LONG	0.0307	0.0219 – 0.0353	12
Selection rate · SHORT	0.0203	0.0130 – 0.0253	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

-10.1

short

6.5941

total

-3.4894

appearances 33024 · LONG 882 · SHORT 695

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