per-stock model-accuracy decomposition

4492.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	0.3625	0.3173 – 0.4289	12
Hit rate · SHORT	0.4154	0.3907 – 0.4283	12
Avg return · LONG (bps)	-4.9927	-94.0 – 61.4	12
Avg return · SHORT (bps)	18.0	-23.0 – 61.0	12
Selection rate · LONG	0.0125	0.0087 – 0.0147	12
Selection rate · SHORT	0.0234	0.0215 – 0.0252	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

-4.3449

short

2.1892

total

-2.1557

appearances 211968 · LONG 2681 · SHORT 4994

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