per-stock model-accuracy decomposition

9854.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	0.5859	0.5518 – 0.6240	12
Hit rate · SHORT	1	0.9586 – 1	12
Avg return · LONG (bps)	42.4	-6.0710 – 77.1	12
Avg return · SHORT (bps)	395.3	199.1 – 430.1	12
Selection rate · LONG	0.0296	0.0121 – 0.0692	12
Selection rate · SHORT	0.0039	0.0029 – 0.0058	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

13.6

short

13.7

total

27.3

appearances 86016 · LONG 3986 · SHORT 353

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