per-stock model-accuracy decomposition

6998.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	0.4833	0 – 0.9545	10
Hit rate · SHORT	1	1 – 1	9
Avg return · LONG (bps)	3.1701	-283.5 – 18.1	10
Avg return · SHORT (bps)	297.8	297.8 – 360.5	9
Selection rate · LONG	0.0006	0.0003 – 0.0025	12
Selection rate · SHORT	0.0016	0.0002 – 0.0038	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

-0.6393

short

2.7829

total

2.1436

appearances 42240 · LONG 78 · SHORT 84

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