per-stock model-accuracy decomposition

6573.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	0.3124	0.3036 – 0.3513	12
Hit rate · SHORT	0.5025	0.4902 – 0.5328	12
Avg return · LONG (bps)	-22.1	-65.2 – 22.1	12
Avg return · SHORT (bps)	97.7	23.8 – 161.8	12
Selection rate · LONG	0.0323	0.0295 – 0.0354	12
Selection rate · SHORT	0.0481	0.0463 – 0.0510	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

-18.6

short

217.6

total

199.0

appearances 496896 · LONG 15854 · SHORT 23323

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