per-stock model-accuracy decomposition

4575.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	0.5482	0.4944 – 0.5850	12
Hit rate · SHORT	0.5173	0.5048 – 0.5487	12
Avg return · LONG (bps)	130.7	34.5 – 236.4	12
Avg return · SHORT (bps)	2.0035	-40.3 – 24.6	12
Selection rate · LONG	0.0197	0.0175 – 0.0222	12
Selection rate · SHORT	0.0281	0.0260 – 0.0312	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

246.8

short

-20.6

total

226.1

appearances 809472 · LONG 15947 · SHORT 23169

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