per-stock model-accuracy decomposition

6257.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	0.5820	0.3273 – 0.7892	12
Hit rate · SHORT	0.7265	0.4306 – 0.8562	10
Avg return · LONG (bps)	57.2	-156.7 – 101.7	12
Avg return · SHORT (bps)	-8.8069	-193.2 – 39.6	10
Selection rate · LONG	0.0015	0.0012 – 0.0021	12
Selection rate · SHORT	0.0002	0 – 0.0003	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

1.3877

short

-0.3952

total

0.9924

appearances 571392 · LONG 896 · SHORT 190

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