per-stock model-accuracy decomposition

5131.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	0.1789	0.1623 – 0.2303	12
Hit rate · SHORT	0.6754	0.6485 – 0.7117	12
Avg return · LONG (bps)	-296.7	-384.6 – -168.2	12
Avg return · SHORT (bps)	372.5	211.8 – 425.8	12
Selection rate · LONG	0.0107	0.0094 – 0.0120	12
Selection rate · SHORT	0.0175	0.0155 – 0.0191	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

-110.6

short

221.7

total

111.1

appearances 385728 · LONG 4090 · SHORT 6706

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