per-stock model-accuracy decomposition

5242.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	0.2808	0.2743 – 0.3563	12
Hit rate · SHORT	0.6081	0.5225 – 0.6986	12
Avg return · LONG (bps)	-74.3	-118.4 – -44.3	12
Avg return · SHORT (bps)	-227.9	-270.3 – 3.4791	12
Selection rate · LONG	0.0357	0.0321 – 0.0372	12
Selection rate · SHORT	0.0403	0.0386 – 0.0443	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

-58.9

short

-79.1

total

-138.0

appearances 199872 · LONG 7033 · SHORT 8333

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