per-stock model-accuracy decomposition

9761.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	0.6786	0.4929 – 0.7917	11
Hit rate · SHORT	0.4431	0 – 0.9420	10
Avg return · LONG (bps)	5.3680	-8.1057 – 13.9	11
Avg return · SHORT (bps)	7.9066	-28.6 – 93.1	10
Selection rate · LONG	0.0023	0.0007 – 0.0034	12
Selection rate · SHORT	0.0028	0.0003 – 0.0066	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

0.1067

short

1.6295

total

1.7361

appearances 71424 · LONG 177 · SHORT 312

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