per-stock model-accuracy decomposition

3011.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	0.5171	0.3713 – 0.5679	12
Hit rate · SHORT	1	0.8478 – 1	10
Avg return · LONG (bps)	-22.9	-173.8 – -2.2065	12
Avg return · SHORT (bps)	474.8	391.2 – 474.8	10
Selection rate · LONG	0.0710	0.0545 – 0.1600	12
Selection rate · SHORT	0.0341	0.0041 – 0.0442	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

-7.7091

short

18.4

total

10.6

appearances 16896 · LONG 1768 · SHORT 441

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