per-stock model-accuracy decomposition

6731.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	0.2726	0.2419 – 0.2986	12
Hit rate · SHORT	0.4057	0.3699 – 0.4163	12
Avg return · LONG (bps)	-183.2	-223.8 – -146.0	12
Avg return · SHORT (bps)	-113.5	-199.2 – 13.2	12
Selection rate · LONG	0.0426	0.0310 – 0.0449	12
Selection rate · SHORT	0.0326	0.0290 – 0.0361	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

-276.0

short

-63.6

total

-339.6

appearances 417024 · LONG 16435 · SHORT 13535

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