per-stock model-accuracy decomposition

9235.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	0.3648	0.3389 – 0.4079	12
Hit rate · SHORT	0.4251	0.4139 – 0.4470	12
Avg return · LONG (bps)	49.8	-61.3 – 105.5	12
Avg return · SHORT (bps)	-174.3	-192.3 – -103.5	12
Selection rate · LONG	0.0215	0.0201 – 0.0229	12
Selection rate · SHORT	0.0548	0.0469 – 0.0560	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

42.4

short

-343.3

total

-300.9

appearances 444864 · LONG 9399 · SHORT 23197

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