per-stock model-accuracy decomposition

9246.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	0.4343	0.3222 – 0.5753	12
Hit rate · SHORT	0.3948	0.3600 – 0.4952	12
Avg return · LONG (bps)	72.3	-17.0 – 137.9	12
Avg return · SHORT (bps)	-364.0	-407.8 – -244.2	12
Selection rate · LONG	0.0104	0.0091 – 0.0122	12
Selection rate · SHORT	0.0120	0.0113 – 0.0130	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

23.9

short

-164.3

total

-140.5

appearances 414720 · LONG 4350 · SHORT 5071

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