per-stock model-accuracy decomposition

5132.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	0.4670	0.3977 – 0.5153	12
Hit rate · SHORT	0.7615	0.6951 – 0.7876	12
Avg return · LONG (bps)	-1.9992	-33.5 – 40.8	12
Avg return · SHORT (bps)	-13.2	-86.5 – 45.2	12
Selection rate · LONG	0.0063	0.0059 – 0.0098	12
Selection rate · SHORT	0.0093	0.0059 – 0.0114	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

-2.7594

short

-18.7

total

-21.5

appearances 647616 · LONG 5125 · SHORT 5503

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