per-stock model-accuracy decomposition

3070.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	0.3658	0.3327 – 0.4084	12
Hit rate · SHORT	0.6832	0.6464 – 0.7532	12
Avg return · LONG (bps)	-62.5	-125.2 – 7.5308	12
Avg return · SHORT (bps)	399.4	263.9 – 481.0	12
Selection rate · LONG	0.0250	0.0233 – 0.0283	12
Selection rate · SHORT	0.0319	0.0289 – 0.0329	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

-61.3

short

421.9

total

360.5

appearances 370944 · LONG 9621 · SHORT 11440

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