per-stock model-accuracy decomposition

6932.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	0.4671	0.3200 – 0.6162	12
Hit rate · SHORT	0.8959	0.7536 – 1	12
Avg return · LONG (bps)	-25.1	-87.3 – 22.4	12
Avg return · SHORT (bps)	3.0138	-33.8 – 27.7	12
Selection rate · LONG	0.0013	0.0009 – 0.0020	12
Selection rate · SHORT	0.0015	0.0012 – 0.0017	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

-6.0808

short

-1.2946

total

-7.3754

appearances 617472 · LONG 1006 · SHORT 976

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