per-stock model-accuracy decomposition

7068.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	0.5093	0.4722 – 0.5648	12
Hit rate · SHORT	0.4553	0.3067 – 0.6445	12
Avg return · LONG (bps)	37.2	14.9 – 150.7	12
Avg return · SHORT (bps)	-28.9	-239.8 – 47.0	12
Selection rate · LONG	0.0068	0.0061 – 0.0088	12
Selection rate · SHORT	0.0027	0.0018 – 0.0041	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

28.3

short

-10.8

total

17.5

appearances 559872 · LONG 4775 · SHORT 1754

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