per-stock model-accuracy decomposition

2385.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	0.3313	0.2147 – 0.4308	12
Hit rate · SHORT	0.7499	0.6905 – 0.9331	12
Avg return · LONG (bps)	-74.3	-147.3 – -31.7	12
Avg return · SHORT (bps)	204.9	-151.3 – 243.0	12
Selection rate · LONG	0.0030	0.0023 – 0.0057	12
Selection rate · SHORT	0.0065	0.0055 – 0.0082	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

-16.3

short

17.7

total

1.3833

appearances 289536 · LONG 1172 · SHORT 1863

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