per-stock model-accuracy decomposition
5753.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.
Accuracy (median across grid)
| metric | median | p25 – p75 | n |
|---|---|---|---|
| Hit rate · LONG | 1 | 1 – 1 | 9 |
| Hit rate · SHORT | 1 | 1 – 1 | 12 |
| Avg return · LONG (bps) | 41.7 | 32.9 – 137.3 | 9 |
| Avg return · SHORT (bps) | 360.9 | 359.0 – 360.9 | 12 |
| Selection rate · LONG | 0.0042 | 0.0023 – 0.0057 | 12 |
| Selection rate · SHORT | 0.0250 | 0.0143 – 0.0354 | 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
0.3805
short
10.2
total
10.6
appearances 11520 · LONG 45 · SHORT 285