{"schema_version":"v1","type":"per_stock_model_accuracy","ticker":"2666.T","universe":"jp-listed","name":"オートウェーブ","sector":"小売","computed_asof":"2026-10-01T02:33:09","frame":"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.","source_strategy":{"note":"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.","slug":"ml-factor-lgbm-9f-jp-growth","verdict":"marginal","relation":"model_family"},"source_strategy_exists":true,"units":{"pnl_cumul_*":"sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)","hit_rate_long":"ratio [0, 1] -- fraction of LONG selections with positive net return","hit_rate_short":"ratio [0, 1] -- fraction of SHORT selections with positive net return","avg_return_long_bps":"basis points per trade (1 bps = 0.01%) -- average net return when selected LONG","selection_rate_long":"ratio [0, 1] -- fraction of appearances where selected LONG","avg_return_short_bps":"basis points per trade (1 bps = 0.01%) -- average net return when selected SHORT","selection_rate_short":"ratio [0, 1] -- fraction of appearances where selected SHORT"},"accuracy_summary":{"hit_rate_long":{"n":12,"p25":0.1735,"p75":0.3654,"median":0.306},"hit_rate_short":{"n":12,"p25":0.2375,"p75":0.625,"median":0.4423},"avg_return_long_bps":{"n":12,"p25":-234.8926,"p75":-44.0164,"median":-166.7764},"selection_rate_long":{"n":12,"p25":0.0038,"p75":0.0066,"median":0.0053},"avg_return_short_bps":{"n":12,"p25":-79.4018,"p75":33.9583,"median":15.0913},"selection_rate_short":{"n":12,"p25":0.0014,"p75":0.0035,"median":0.0029}},"selection_counts":{"n_long_total":798,"n_short_total":381,"n_appearances_total":152064},"pnl_contribution":{"long":-13.6356,"short":-0.3708,"total":-14.0064},"_links":{"self":"https://qbuntu.ai/v1/stocks/2666.T","html":"https://qbuntu.ai/stocks/2666.T","markdown":"https://qbuntu.ai/ai/stocks/2666.T.md"},"license":"CC-BY-4.0"}