per-stock model-accuracy decomposition

4882.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	0.4942	0.4234 – 0.5179	12
Hit rate · SHORT	0.5333	0.5130 – 0.6031	12
Avg return · LONG (bps)	68.4	-2.3626 – 85.0	12
Avg return · SHORT (bps)	-6.4533	-65.6 – 36.1	12
Selection rate · LONG	0.0161	0.0152 – 0.0175	12
Selection rate · SHORT	0.0246	0.0225 – 0.0259	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

56.1

short

-39.7

total

16.5

appearances 691200 · LONG 11288 · SHORT 16805

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