per-stock model-accuracy decomposition

6193.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	0.2257	0.1648 – 0.3604	12
Hit rate · SHORT	0.5357	0.2582 – 0.7045	12
Avg return · LONG (bps)	-133.2	-186.1 – -89.1	12
Avg return · SHORT (bps)	24.4	-78.9 – 65.5	12
Selection rate · LONG	0.0054	0.0047 – 0.0080	12
Selection rate · SHORT	0.0015	0.0009 – 0.0046	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

-20.8

short

2.8972

total

-17.9

appearances 213504 · LONG 1280 · SHORT 739

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