per-stock model-accuracy decomposition

7031.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	0.5133	0.4331 – 0.6110	12
Hit rate · SHORT	0.9661	0.8559 – 1	12
Avg return · LONG (bps)	8.8555	-81.5 – 38.2	12
Avg return · SHORT (bps)	271.7	213.2 – 327.8	12
Selection rate · LONG	0.0070	0.0050 – 0.0094	12
Selection rate · SHORT	0.0034	0.0024 – 0.0044	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

-6.1586

short

15.6

total

9.3973

appearances 219648 · LONG 1629 · SHORT 708

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