per-stock model-accuracy decomposition

5842.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	0.4170	0.3101 – 0.4869	12
Hit rate · SHORT	0.9846	0.9339 – 1	11
Avg return · LONG (bps)	-36.1	-92.2 – -5.1077	12
Avg return · SHORT (bps)	60.1	33.0 – 434.6	11
Selection rate · LONG	0.0028	0.0024 – 0.0038	12
Selection rate · SHORT	0.0002	0 – 0.0006	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

-5.4926

short

1.8002

total

-3.6924

appearances 479424 · LONG 1460 · SHORT 193

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