per-stock model-accuracy decomposition

5256.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	0.4612	0.3791 – 0.5624	12
Hit rate · SHORT	0.5813	0.5402 – 0.6624	12
Avg return · LONG (bps)	-62.4	-105.0 – 51.9	12
Avg return · SHORT (bps)	-109.8	-228.1 – 91.0	12
Selection rate · LONG	0.0078	0.0062 – 0.0092	12
Selection rate · SHORT	0.0135	0.0108 – 0.0154	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

-8.1627

short

-17.3

total

-25.4

appearances 205248 · LONG 1584 · SHORT 2701

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