per-stock model-accuracy decomposition

3934.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	0 – 0.1667	9
Hit rate · SHORT	1	1 – 1	4
Avg return · LONG (bps)	-370.9	-469.0 – -316.0	9
Avg return · SHORT (bps)	396.2	235.4 – 557.1	4
Selection rate · LONG	0.0034	0.0008 – 0.0047	12
Selection rate · SHORT	0	0 – 0.0005	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

-3.9248

short

0.1585

total

-3.7663

appearances 23040 · LONG 96 · SHORT 4

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