per-stock model-accuracy decomposition

7046.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	0.3164	0.2923 – 0.3432	12
Hit rate · SHORT	0.5797	0.4190 – 0.6913	12
Avg return · LONG (bps)	-46.8	-147.4 – -1.3390	12
Avg return · SHORT (bps)	5.1198	-90.6 – 127.9	12
Selection rate · LONG	0.0122	0.0095 – 0.0137	12
Selection rate · SHORT	0.0155	0.0148 – 0.0174	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

-21.4

short

-6.9385

total

-28.3

appearances 244992 · LONG 2961 · SHORT 3943

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