per-stock model-accuracy decomposition

9238.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	0.2662	0.2167 – 0.3657	12
Hit rate · SHORT	0.9116	0.8732 – 0.9254	12
Avg return · LONG (bps)	-160.7	-240.6 – 82.5	12
Avg return · SHORT (bps)	472.3	345.0 – 515.5	12
Selection rate · LONG	0.0119	0.0085 – 0.0160	12
Selection rate · SHORT	0.0161	0.0114 – 0.0200	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

-26.3

short

137.8

total

111.5

appearances 202752 · LONG 2392 · SHORT 3226

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