per-stock model-accuracy decomposition

4174.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	0.2973	0.2560 – 0.4140	12
Hit rate · SHORT	0.6496	0.5014 – 0.7309	12
Avg return · LONG (bps)	-72.2	-143.9 – 15.9	12
Avg return · SHORT (bps)	105.9	67.4 – 141.9	12
Selection rate · LONG	0.0116	0.0100 – 0.0125	12
Selection rate · SHORT	0.0069	0.0060 – 0.0103	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

-21.9

short

21.0

total

-0.9241

appearances 260352 · LONG 2923 · SHORT 2166

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