per-stock model-accuracy decomposition

7111.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	0.1466	0.1122 – 0.1805	12
Hit rate · SHORT	0.8236	0.7561 – 0.8725	12
Avg return · LONG (bps)	-120.6	-176.1 – -96.4	12
Avg return · SHORT (bps)	340.7	240.3 – 367.7	12
Selection rate · LONG	0.0145	0.0137 – 0.0157	12
Selection rate · SHORT	0.0202	0.0173 – 0.0214	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

-57.8

short

188.4

total

130.7

appearances 300288 · LONG 4305 · SHORT 5722

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