per-stock model-accuracy decomposition

6433.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	0.6173	0.5727 – 0.6895	12
Hit rate · SHORT	0.5175	0.4894 – 0.5582	12
Avg return · LONG (bps)	261.9	122.9 – 352.9	12
Avg return · SHORT (bps)	-107.9	-158.5 – -11.4	12
Selection rate · LONG	0.0219	0.0167 – 0.0403	12
Selection rate · SHORT	0.1178	0.1118 – 0.1226	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

80.3

short

-160.7

total

-80.4

appearances 134400 · LONG 3923 · SHORT 15579

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