per-stock model-accuracy decomposition

6769.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	0.4637	0.4022 – 0.5457	12
Hit rate · SHORT	0.7076	0.6810 – 0.7476	12
Avg return · LONG (bps)	38.0	-53.7 – 87.3	12
Avg return · SHORT (bps)	93.9	71.6 – 133.0	12
Selection rate · LONG	0.0095	0.0091 – 0.0113	12
Selection rate · SHORT	0.0169	0.0162 – 0.0182	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

14.2

short

93.0

total

107.2

appearances 504576 · LONG 5047 · SHORT 8468

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