per-stock model-accuracy decomposition

6912.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	0.7500	0.6250 – 0.8333	12
Hit rate · SHORT	0.5464	0.2853 – 0.8061	12
Avg return · LONG (bps)	146.3	67.3 – 229.5	12
Avg return · SHORT (bps)	70.2	22.7 – 116.6	12
Selection rate · LONG	0.0008	0.0008 – 0.0012	12
Selection rate · SHORT	0.0067	0.0051 – 0.0096	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

0.7504

short

2.4589

total

3.2093

appearances 59904 · LONG 54 · SHORT 477

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