per-stock model-accuracy decomposition

4531.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	0.0830	0.0128 – 0.1513	12
Hit rate · SHORT	0.2385	0.0161 – 0.8640	10
Avg return · LONG (bps)	-263.3	-482.7 – -161.6	12
Avg return · SHORT (bps)	-357.3	-572.9 – 43.3	10
Selection rate · LONG	0.0089	0.0061 – 0.0121	12
Selection rate · SHORT	0.0033	0.0003 – 0.0061	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

-39.1

short

-15.5

total

-54.6

appearances 114432 · LONG 1025 · SHORT 388

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