per-stock model-accuracy decomposition

5586.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	0.4127	0.3480 – 0.4587	12
Hit rate · SHORT	0.6118	0.5085 – 0.6356	12
Avg return · LONG (bps)	-100.6	-165.5 – 21.8	12
Avg return · SHORT (bps)	5.2306	-171.7 – 190.9	12
Selection rate · LONG	0.0048	0.0041 – 0.0057	12
Selection rate · SHORT	0.0099	0.0089 – 0.0114	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

-18.9

short

-7.7793

total

-26.7

appearances 506304 · LONG 2626 · SHORT 5162

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