per-stock model-accuracy decomposition

5246.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	0.3888	0.3574 – 0.4205	12
Hit rate · SHORT	0.6156	0.5896 – 0.6596	12
Avg return · LONG (bps)	-41.9	-71.9 – 12.0	12
Avg return · SHORT (bps)	48.9	6.7848 – 82.6	12
Selection rate · LONG	0.0190	0.0181 – 0.0237	12
Selection rate · SHORT	0.0211	0.0199 – 0.0257	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

-54.7

short

49.3

total

-5.3856

appearances 617664 · LONG 12991 · SHORT 13667

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