per-stock model-accuracy decomposition

6494.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	0.3492	0.1823 – 0.4625	12
Hit rate · SHORT	0.9876	0.9630 – 0.9917	12
Avg return · LONG (bps)	3.1822	-53.5 – 47.7	12
Avg return · SHORT (bps)	1149.9	1105.8 – 1247.8	12
Selection rate · LONG	0.0019	0.0012 – 0.0033	12
Selection rate · SHORT	0.0046	0.0037 – 0.0061	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

0.2619

short

151.4

total

151.7

appearances 264960 · LONG 546 · SHORT 1295

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