per-stock model-accuracy decomposition

3300.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	0.4656	0.4180 – 0.8425	12
Hit rate · SHORT	0.2659	0.1227 – 0.5761	12
Avg return · LONG (bps)	59.9	-5.7009 – 200.7	12
Avg return · SHORT (bps)	-101.5	-231.2 – 63.9	12
Selection rate · LONG	0.0023	0.0017 – 0.0051	12
Selection rate · SHORT	0.0011	0.0003 – 0.0016	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

6.8259

short

-5.6750

total

1.1509

appearances 375552 · LONG 1244 · SHORT 389

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