per-stock model-accuracy decomposition

4040.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	0.5571	0.5439 – 0.6799	12
Hit rate · SHORT	0.5348	0.4866 – 0.6073	12
Avg return · LONG (bps)	238.3	209.8 – 346.3	12
Avg return · SHORT (bps)	109.5	40.4 – 194.3	12
Selection rate · LONG	0.0071	0.0056 – 0.0087	12
Selection rate · SHORT	0.0078	0.0061 – 0.0110	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

60.2

short

28.1

total

88.3

appearances 304896 · LONG 2189 · SHORT 2538

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