per-stock model-accuracy decomposition

6231.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	0.6146	0.5617 – 0.6757	12
Hit rate · SHORT	0.1658	0.0498 – 0.2875	12
Avg return · LONG (bps)	68.6	-6.0696 – 97.6	12
Avg return · SHORT (bps)	-348.0	-562.8 – -274.0	12
Selection rate · LONG	0.0041	0.0033 – 0.0047	12
Selection rate · SHORT	0.0016	0.0010 – 0.0020	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

10.4

short

-25.2

total

-14.8

appearances 494592 · LONG 1972 · SHORT 772

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