per-stock model-accuracy decomposition

4766.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	0.5016	0.3896 – 0.6139	12
Hit rate · SHORT	0.6970	0.4601 – 0.7619	12
Avg return · LONG (bps)	21.3	-32.7 – 79.0	12
Avg return · SHORT (bps)	118.4	43.4 – 259.2	12
Selection rate · LONG	0.0251	0.0191 – 0.0305	12
Selection rate · SHORT	0.0022	0.0021 – 0.0066	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

8.3401

short

7.2655

total

15.6

appearances 119040 · LONG 3063 · SHORT 502

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