per-stock model-accuracy decomposition
9257.T
computed asof 2026-08-07T09:15:22
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-growth 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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 0.5640 | 0.4993 – 0.6676 | 12 |
| Hit rate · SHORT | 0.6596 | 0.4622 – 0.8725 | 11 |
| Avg return · LONG (bps) | 70.7 | 44.2 – 94.6 | 12 |
| Avg return · SHORT (bps) | -52.8 | -225.0 – 7.6188 | 11 |
| Selection rate · LONG | 0.0257 | 0.0186 – 0.0282 | 12 |
| Selection rate · SHORT | 0.0040 | 0.0020 – 0.0079 | 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
10.7
short
-1.6000
total
9.1347
appearances 77568 · LONG 1780 · SHORT 402