per-stock model-accuracy decomposition

3041.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	0.2625	0.2305 – 0.3040	12
Hit rate · SHORT	0.4689	0.4457 – 0.4985	12
Avg return · LONG (bps)	-60.2	-160.6 – 17.9	12
Avg return · SHORT (bps)	274.3	225.5 – 298.9	12
Selection rate · LONG	0.0244	0.0190 – 0.0279	12
Selection rate · SHORT	0.0530	0.0503 – 0.0567	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

-36.3

short

331.5

total

295.2

appearances 231168 · LONG 5379 · SHORT 12382

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