per-stock model-accuracy decomposition

3542.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	0.4525	0.4444 – 0.5105	12
Hit rate · SHORT	0.8289	0.6879 – 0.8858	12
Avg return · LONG (bps)	-16.3	-53.5 – 16.9	12
Avg return · SHORT (bps)	375.3	264.4 – 395.4	12
Selection rate · LONG	0.0124	0.0106 – 0.0143	12
Selection rate · SHORT	0.0069	0.0064 – 0.0075	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

-9.1238

short

85.6

total

76.5

appearances 370176 · LONG 4684 · SHORT 2580

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