per-stock model-accuracy decomposition

6857.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	0.4942	0.4153 – 0.5246	12
Hit rate · SHORT	1	0.6458 – 1	11
Avg return · LONG (bps)	27.3	11.9 – 71.0	12
Avg return · SHORT (bps)	43.6	-6.1224 – 138.9	11
Selection rate · LONG	0.0023	0.0016 – 0.0033	12
Selection rate · SHORT	0.0001	0 – 0.0003	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

7.9382

short

1.6627

total

9.6010

appearances 761856 · LONG 2021 · SHORT 235

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