per-stock model-accuracy decomposition

6577.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	0.6540	0.5807 – 0.6929	12
Hit rate · SHORT	0.3167	0.1891 – 0.6250	12
Avg return · LONG (bps)	3.9960	-132.1 – 148.9	12
Avg return · SHORT (bps)	-57.3	-314.6 – 46.8	12
Selection rate · LONG	0.0093	0.0066 – 0.0127	12
Selection rate · SHORT	0.0015	0.0009 – 0.0021	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

1.7951

short

-2.6411

total

-0.8460

appearances 160512 · LONG 1643 · SHORT 317

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