per-stock model-accuracy decomposition

2586.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	0.4908	0.4796 – 0.5399	12
Hit rate · SHORT	0.6280	0.5895 – 0.6522	12
Avg return · LONG (bps)	184.1	142.3 – 233.7	12
Avg return · SHORT (bps)	1.2668	-28.0 – 54.3	12
Selection rate · LONG	0.0272	0.0233 – 0.0300	12
Selection rate · SHORT	0.0408	0.0378 – 0.0429	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

259.9

short

-4.3612

total

255.6

appearances 513792 · LONG 13772 · SHORT 20829

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