per-stock model-accuracy decomposition

9082.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	0.3615	0.2835 – 0.4427	12
Hit rate · SHORT	0.5788	0.4522 – 0.6585	12
Avg return · LONG (bps)	169.1	-5.7676 – 388.9	12
Avg return · SHORT (bps)	-64.1	-137.4 – 103.1	12
Selection rate · LONG	0.0223	0.0189 – 0.0284	12
Selection rate · SHORT	0.0545	0.0452 – 0.0603	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

48.6

short

1.0170

total

49.7

appearances 98304 · LONG 2281 · SHORT 5185

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