per-stock model-accuracy decomposition

2342.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	0.4515	0.3876 – 0.5354	12
Hit rate · SHORT	0.4211	0.3587 – 0.4546	12
Avg return · LONG (bps)	-12.1	-118.5 – 212.8	12
Avg return · SHORT (bps)	258.7	156.1 – 321.0	12
Selection rate · LONG	0.0084	0.0066 – 0.0113	12
Selection rate · SHORT	0.0232	0.0226 – 0.0254	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

28.5

short

140.2

total

168.7

appearances 221952 · LONG 1878 · SHORT 5408

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