per-stock model-accuracy decomposition

3469.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	0.5238	0.2583 – 0.6303	12
Hit rate · SHORT	0.4109	0.3700 – 0.4512	12
Avg return · LONG (bps)	-29.8	-168.3 – 45.8	12
Avg return · SHORT (bps)	74.5	32.3 – 125.8	12
Selection rate · LONG	0.0041	0.0016 – 0.0127	12
Selection rate · SHORT	0.0369	0.0294 – 0.0579	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

-1.3658

short

19.7

total

18.4

appearances 96000 · LONG 782 · SHORT 4220

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