per-stock model-accuracy decomposition

9245.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	0.6484	0.6186 – 0.7922	12
Hit rate · SHORT	0.2193	0.2068 – 0.2529	12
Avg return · LONG (bps)	306.9	182.6 – 398.4	12
Avg return · SHORT (bps)	-524.9	-603.3 – -478.3	12
Selection rate · LONG	0.0415	0.0250 – 0.0458	12
Selection rate · SHORT	0.0320	0.0303 – 0.0333	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

73.1

short

-120.0

total

-46.9

appearances 69888 · LONG 2657 · SHORT 2219

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