per-stock model-accuracy decomposition

2334.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	0.4618	0.4549 – 0.4909	12
Hit rate · SHORT	0.5181	0.5021 – 0.5476	12
Avg return · LONG (bps)	-6.0409	-23.9 – 19.4	12
Avg return · SHORT (bps)	-42.7	-65.6 – -16.6	12
Selection rate · LONG	0.0370	0.0294 – 0.0397	12
Selection rate · SHORT	0.0388	0.0359 – 0.0437	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

9.6701

short

-69.5

total

-59.8

appearances 521472 · LONG 18703 · SHORT 20364

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