per-stock model-accuracy decomposition

5138.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	0.4728	0.3607 – 0.6001	12
Hit rate · SHORT	1	0.7500 – 1	4
Avg return · LONG (bps)	-54.7	-115.4 – -21.5	12
Avg return · SHORT (bps)	317.3	127.1 – 452.2	4
Selection rate · LONG	0.0034	0.0020 – 0.0050	12
Selection rate · SHORT	0	0 – 0.0001	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

-4.7397

short

0.3991

total

-4.3406

appearances 202560 · LONG 698 · SHORT 10

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