per-stock model-accuracy decomposition

7089.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	0.3707	0.3225 – 0.4737	12
Hit rate · SHORT	0.4343	0.3284 – 0.5471	12
Avg return · LONG (bps)	-73.7	-161.9 – -55.6	12
Avg return · SHORT (bps)	-263.9	-323.5 – -192.3	12
Selection rate · LONG	0.0128	0.0103 – 0.0161	12
Selection rate · SHORT	0.0106	0.0090 – 0.0127	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

-39.1

short

-91.4

total

-130.5

appearances 351744 · LONG 4566 · SHORT 3677

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