per-stock model-accuracy decomposition

3600.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	0.0603	0.0293 – 0.1021	12
Hit rate · SHORT	0.1659	0.0597 – 0.3300	12
Avg return · LONG (bps)	-560.8	-682.4 – -267.1	12
Avg return · SHORT (bps)	-461.4	-579.2 – -239.7	12
Selection rate · LONG	0.0387	0.0298 – 0.0521	12
Selection rate · SHORT	0.0215	0.0098 – 0.0314	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

-36.7

short

-17.7

total

-54.4

appearances 18432 · LONG 766 · SHORT 395

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