per-stock model-accuracy decomposition

9816.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	0.7849	0.4769 – 0.9695	12
Hit rate · SHORT	0.6860	0.4908 – 0.8690	12
Avg return · LONG (bps)	74.2	34.5 – 142.3	12
Avg return · SHORT (bps)	233.7	73.1 – 368.8	12
Selection rate · LONG	0.0249	0.0158 – 0.0302	12
Selection rate · SHORT	0.0090	0.0048 – 0.0204	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

10.3

short

8.3502

total

18.7

appearances 40704 · LONG 976 · SHORT 521

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