per-stock model-accuracy decomposition

6177.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	0.2925	0.2839 – 0.3083	12
Hit rate · SHORT	0.6464	0.6286 – 0.6788	12
Avg return · LONG (bps)	-221.5	-254.9 – -186.9	12
Avg return · SHORT (bps)	233.7	195.0 – 286.6	12
Selection rate · LONG	0.0185	0.0141 – 0.0240	12
Selection rate · SHORT	0.0314	0.0301 – 0.0333	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

-179.4

short

317.8

total

138.4

appearances 409344 · LONG 8074 · SHORT 13252

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