per-stock model-accuracy decomposition

4234.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	0.2915	0.1721 – 0.4492	12
Hit rate · SHORT	0.9565	0.6111 – 1	7
Avg return · LONG (bps)	-103.6	-148.2 – -76.9	12
Avg return · SHORT (bps)	363.1	90.1 – 385.2	7
Selection rate · LONG	0.0061	0.0042 – 0.0108	12
Selection rate · SHORT	0.0009	0 – 0.0029	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

-3.0406

short

3.4556

total

0.4150

appearances 46080 · LONG 327 · SHORT 101

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