per-stock model-accuracy decomposition

6898.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	0.2089	0.1273 – 0.2790	12
Hit rate · SHORT	0.3126	0.2702 – 0.3592	12
Avg return · LONG (bps)	-261.1	-303.5 – -193.1	12
Avg return · SHORT (bps)	-356.6	-452.7 – -295.7	12
Selection rate · LONG	0.0250	0.0161 – 0.0357	12
Selection rate · SHORT	0.0455	0.0429 – 0.0475	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

-117.3

short

-284.3

total

-401.6

appearances 167424 · LONG 4362 · SHORT 7593

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