per-stock model-accuracy decomposition

9272.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	0.5791	0.4056 – 0.7322	12
Hit rate · SHORT	0.3022	0.1209 – 0.4826	12
Avg return · LONG (bps)	51.2	-78.6 – 102.2	12
Avg return · SHORT (bps)	-365.7	-806.5 – -127.4	12
Selection rate · LONG	0.0047	0.0041 – 0.0053	12
Selection rate · SHORT	0.0012	0.0010 – 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

8.0791

short

-24.0

total

-15.9

appearances 387840 · LONG 1982 · SHORT 484

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