per-stock model-accuracy decomposition
6565.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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.4087 | 0.2809 – 0.4968 | 12 |
| Hit rate · SHORT | 1 | 0.4000 – 1 | 9 |
| Avg return · LONG (bps) | -112.0 | -168.5 – -42.3 | 12 |
| Avg return · SHORT (bps) | 75.0 | -27.2 – 120.3 | 9 |
| Selection rate · LONG | 0.0023 | 0.0019 – 0.0028 | 12 |
| Selection rate · SHORT | 0 | 0 – 0.0001 | 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
-9.5560
short
0.6593
total
-8.8966
appearances 495360 · LONG 1157 · SHORT 35