per-stock model-accuracy decomposition

9221.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	0.2925	0.2191 – 0.3763	12
Hit rate · SHORT	1	0.6083 – 1	11
Avg return · LONG (bps)	-81.2	-112.3 – -21.0	12
Avg return · SHORT (bps)	340.0	63.2 – 471.4	11
Selection rate · LONG	0.0045	0.0031 – 0.0064	12
Selection rate · SHORT	0.0005	0.0003 – 0.0014	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

-3.1105

short

1.5534

total

-1.5571

appearances 120384 · LONG 591 · SHORT 116

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