per-stock model-accuracy decomposition

9331.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	0.3600	0.3216 – 0.4119	12
Hit rate · SHORT	0.6096	0.5431 – 0.6507	12
Avg return · LONG (bps)	-89.9	-161.7 – -39.3	12
Avg return · SHORT (bps)	-307.4	-414.4 – -258.2	12
Selection rate · LONG	0.0195	0.0163 – 0.0348	12
Selection rate · SHORT	0.0404	0.0341 – 0.0438	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

-17.0

short

-102.8

total

-119.8

appearances 75840 · LONG 1786 · SHORT 2908

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