per-stock model-accuracy decomposition

3562.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	0.1676	0.0897 – 0.3921	12
Hit rate · SHORT	0.7926	0.5113 – 0.8794	12
Avg return · LONG (bps)	-99.5	-153.0 – -49.1	12
Avg return · SHORT (bps)	25.7	-21.1 – 61.0	12
Selection rate · LONG	0.0013	0.0009 – 0.0023	12
Selection rate · SHORT	0.0028	0.0013 – 0.0033	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

-8.0972

short

-1.7725

total

-9.8698

appearances 446208 · LONG 764 · SHORT 1176

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