per-stock model-accuracy decomposition

9914.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	0.7500	0.2389 – 0.8933	11
Hit rate · SHORT	0.3263	0.2861 – 0.3832	12
Avg return · LONG (bps)	91.5	-151.5 – 160.7	11
Avg return · SHORT (bps)	-122.6	-162.7 – -76.9	12
Selection rate · LONG	0.0091	0.0080 – 0.0109	12
Selection rate · SHORT	0.0608	0.0563 – 0.0654	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

1.1046

short

-25.2

total

-24.1

appearances 31488 · LONG 287 · SHORT 1962

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