per-stock model-accuracy decomposition

4417.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	0.5086	0.4124 – 0.5425	12
Hit rate · SHORT	0.6107	0.5677 – 0.6724	12
Avg return · LONG (bps)	26.0	-76.1 – 144.2	12
Avg return · SHORT (bps)	152.6	127.5 – 195.7	12
Selection rate · LONG	0.0092	0.0086 – 0.0099	12
Selection rate · SHORT	0.0132	0.0119 – 0.0139	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

20.7

short

169.3

total

190.0

appearances 807168 · LONG 7310 · SHORT 10247

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