per-stock model-accuracy decomposition

9562.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	0.4184	0.3433 – 0.5238	12
Hit rate · SHORT	0.7826	0.7007 – 0.8374	12
Avg return · LONG (bps)	-46.4	-68.7 – -27.2	12
Avg return · SHORT (bps)	687.4	476.2 – 891.9	12
Selection rate · LONG	0.0342	0.0230 – 0.0393	12
Selection rate · SHORT	0.0716	0.0673 – 0.0833	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

-7.0833

short

234.5

total

227.4

appearances 45504 · LONG 1593 · SHORT 3566

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