per-stock model-accuracy decomposition

5381.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	0.4311	0.3149 – 0.4819	12
Hit rate · SHORT	0.3660	0.3238 – 0.4304	12
Avg return · LONG (bps)	4.5148	-53.9 – 85.2	12
Avg return · SHORT (bps)	-59.1	-214.6 – 124.3	12
Selection rate · LONG	0.0061	0.0058 – 0.0067	12
Selection rate · SHORT	0.0042	0.0038 – 0.0050	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

11.2

short

-15.1

total

-3.9158

appearances 772608 · LONG 4850 · SHORT 3482

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