per-stock model-accuracy decomposition

3261.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	0.5441	0.4345 – 0.6646	12
Hit rate · SHORT	0.5215	0.4865 – 0.5465	12
Avg return · LONG (bps)	-16.9	-33.7 – -4.6102	12
Avg return · SHORT (bps)	-507.4	-588.2 – -457.1	12
Selection rate · LONG	0.0152	0.0104 – 0.0212	12
Selection rate · SHORT	0.0184	0.0167 – 0.0225	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

-2.6230

short

-86.3

total

-88.9

appearances 87552 · LONG 1438 · SHORT 1691

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