per-stock model-accuracy decomposition

5341.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	0.4881	0.4552 – 0.6149	12
Hit rate · SHORT	0.7590	0.5533 – 0.8929	12
Avg return · LONG (bps)	74.3	-4.2885 – 150.4	12
Avg return · SHORT (bps)	107.1	65.8 – 154.9	12
Selection rate · LONG	0.0143	0.0131 – 0.0163	12
Selection rate · SHORT	0.0042	0.0036 – 0.0058	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

18.4

short

10.3

total

28.6

appearances 213504 · LONG 3123 · SHORT 1037

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