per-stock model-accuracy decomposition

2138.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	0.4511	0.3698 – 0.4835	12
Hit rate · SHORT	0.7178	0.6768 – 0.7451	12
Avg return · LONG (bps)	-175.6	-273.2 – -110.3	12
Avg return · SHORT (bps)	231.6	198.1 – 267.8	12
Selection rate · LONG	0.0086	0.0071 – 0.0106	12
Selection rate · SHORT	0.0130	0.0113 – 0.0143	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

-69.9

short

138.6

total

68.7

appearances 456960 · LONG 3776 · SHORT 5914

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