per-stock model-accuracy decomposition

8894.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	0.4074	0.3752 – 0.4398	12
Hit rate · SHORT	0.6337	0.6048 – 0.6487	12
Avg return · LONG (bps)	-9.3886	-37.4 – -0.2235	12
Avg return · SHORT (bps)	361.4	280.9 – 421.8	12
Selection rate · LONG	0.0299	0.0240 – 0.0377	12
Selection rate · SHORT	0.0378	0.0345 – 0.0397	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

-27.8

short

436.6

total

408.8

appearances 340224 · LONG 10796 · SHORT 12482

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