per-stock model-accuracy decomposition

8742.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	0.4602	0.2857 – 0.7538	12
Hit rate · SHORT	0.9903	0.8058 – 1	12
Avg return · LONG (bps)	38.2	-228.0 – 256.0	12
Avg return · SHORT (bps)	347.6	215.6 – 495.7	12
Selection rate · LONG	0.0072	0.0046 – 0.0148	12
Selection rate · SHORT	0.0512	0.0472 – 0.0566	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

2.2013

short

32.6

total

34.8

appearances 20736 · LONG 210 · SHORT 1196

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