per-stock model-accuracy decomposition

2499.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	0.5000	0 – 0.6029	7
Hit rate · SHORT	1	1 – 1	9
Avg return · LONG (bps)	-26.2	-41.3 – 27.0	7
Avg return · SHORT (bps)	914.4	914.4 – 914.4	9
Selection rate · LONG	0.0012	0 – 0.0033	12
Selection rate · SHORT	0.0035	0.0012 – 0.0068	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

0.0759

short

11.3

total

11.4

appearances 15360 · LONG 38 · SHORT 124

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