per-stock model-accuracy decomposition

4416.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	0.2468	0.1823 – 0.2799	12
Hit rate · SHORT	0.3298	0.2701 – 0.3857	12
Avg return · LONG (bps)	-220.8	-271.4 – -191.6	12
Avg return · SHORT (bps)	180.3	101.8 – 278.1	12
Selection rate · LONG	0.0189	0.0167 – 0.0213	12
Selection rate · SHORT	0.0138	0.0117 – 0.0170	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

-99.1

short

54.0

total

-45.0

appearances 219072 · LONG 4265 · SHORT 3004

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