per-stock model-accuracy decomposition

5139.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	0.6154	0.5629 – 0.6903	12
Hit rate · SHORT	0.5580	0.4797 – 0.6651	12
Avg return · LONG (bps)	48.5	32.2 – 150.4	12
Avg return · SHORT (bps)	-54.3	-106.0 – -12.0	12
Selection rate · LONG	0.0041	0.0032 – 0.0053	12
Selection rate · SHORT	0.0018	0.0013 – 0.0031	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

19.5

short

-6.8088

total

12.6

appearances 588480 · LONG 2439 · SHORT 1209

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