per-stock model-accuracy decomposition

4422.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	0.3963	0.3324 – 0.4347	12
Hit rate · SHORT	0.6409	0.6094 – 0.6699	12
Avg return · LONG (bps)	1.9044	-31.3 – 76.7	12
Avg return · SHORT (bps)	463.0	360.4 – 526.7	12
Selection rate · LONG	0.0482	0.0422 – 0.0628	12
Selection rate · SHORT	0.0952	0.0915 – 0.1061	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

33.3

short

1089.3

total

1122.5

appearances 246528 · LONG 12734 · SHORT 24088

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