per-stock model-accuracy decomposition

6018.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	0.3531	0.2499 – 0.3730	12
Hit rate · SHORT	0.4667	0.2338 – 0.8143	12
Avg return · LONG (bps)	-75.0	-103.4 – -49.5	12
Avg return · SHORT (bps)	-5.1559	-85.1 – 170.1	12
Selection rate · LONG	0.0068	0.0050 – 0.0078	12
Selection rate · SHORT	0.0009	0.0005 – 0.0027	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

-7.7898

short

3.5301

total

-4.2598

appearances 195072 · LONG 1394 · SHORT 331

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