per-stock model-accuracy decomposition

2778.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	0.3821	0.3077 – 0.4276	12
Hit rate · SHORT	0.9017	0.8616 – 0.9334	12
Avg return · LONG (bps)	-48.0	-209.9 – -8.0196	12
Avg return · SHORT (bps)	401.3	309.3 – 539.3	12
Selection rate · LONG	0.0079	0.0073 – 0.0085	12
Selection rate · SHORT	0.0059	0.0051 – 0.0069	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

-32.4

short

91.5

total

59.1

appearances 368640 · LONG 2906 · SHORT 2232

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