per-stock model-accuracy decomposition

7014.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	0.4190	0.3069 – 0.4356	12
Hit rate · SHORT	0.3682	0.3289 – 0.3846	12
Avg return · LONG (bps)	-80.8	-180.2 – -62.5	12
Avg return · SHORT (bps)	-215.3	-249.2 – -203.6	12
Selection rate · LONG	0.0095	0.0092 – 0.0120	12
Selection rate · SHORT	0.0112	0.0098 – 0.0125	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

-88.4

short

-193.4

total

-281.8

appearances 772608 · LONG 8131 · SHORT 8888

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