per-stock model-accuracy decomposition

7078.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	0.3626	0.2416 – 0.4608	12
Hit rate · SHORT	0.7683	0.7266 – 0.7851	12
Avg return · LONG (bps)	-81.1	-144.3 – -32.8	12
Avg return · SHORT (bps)	679.7	620.5 – 750.0	12
Selection rate · LONG	0.0060	0.0045 – 0.0066	12
Selection rate · SHORT	0.0070	0.0056 – 0.0076	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

-26.5

short

232.6

total

206.1

appearances 518400 · LONG 3000 · SHORT 3458

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