per-stock model-accuracy decomposition

7047.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	0.4687	0.4126 – 0.4959	12
Hit rate · SHORT	0.7577	0.6858 – 0.7980	12
Avg return · LONG (bps)	44.0	-46.7 – 91.0	12
Avg return · SHORT (bps)	116.6	72.0 – 141.1	12
Selection rate · LONG	0.0036	0.0031 – 0.0045	12
Selection rate · SHORT	0.0014	0.0011 – 0.0017	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

1.1007

short

9.9805

total

11.1

appearances 816384 · LONG 3096 · SHORT 1035

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