per-stock model-accuracy decomposition

2970.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	0.3093	0.2442 – 0.3764	12
Hit rate · SHORT	0.6278	0.5349 – 0.6756	12
Avg return · LONG (bps)	-43.2	-135.3 – -7.1469	12
Avg return · SHORT (bps)	68.7	19.1 – 126.9	12
Selection rate · LONG	0.0290	0.0236 – 0.0314	12
Selection rate · SHORT	0.0180	0.0148 – 0.0203	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

-27.7

short

22.0

total

-5.6980

appearances 176640 · LONG 4716 · SHORT 3400

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