per-stock model-accuracy decomposition

5035.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	0.3868	0.3155 – 0.4538	12
Hit rate · SHORT	0.6922	0.5661 – 0.7447	12
Avg return · LONG (bps)	49.8	-129.3 – 110.8	12
Avg return · SHORT (bps)	156.4	-49.1 – 360.6	12
Selection rate · LONG	0.0142	0.0122 – 0.0146	12
Selection rate · SHORT	0.0095	0.0071 – 0.0137	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

-3.3758

short

51.6

total

48.2

appearances 239040 · LONG 3133 · SHORT 2384

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