per-stock model-accuracy decomposition

9556.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	0.4709	0.4363 – 0.5140	12
Hit rate · SHORT	0.3917	0.3385 – 0.4266	12
Avg return · LONG (bps)	24.9	2.5450 – 63.4	12
Avg return · SHORT (bps)	15.6	-38.5 – 61.1	12
Selection rate · LONG	0.0100	0.0068 – 0.0112	12
Selection rate · SHORT	0.0081	0.0072 – 0.0096	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

22.0

short

7.1385

total

29.1

appearances 705984 · LONG 6379 · SHORT 5776

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