per-stock model-accuracy decomposition

7162.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	0.4962	0.3968 – 0.6716	12
Hit rate · SHORT	0.4770	0.0790 – 0.7398	12
Avg return · LONG (bps)	-93.3	-164.9 – -43.9	12
Avg return · SHORT (bps)	195.5	-119.3 – 560.8	12
Selection rate · LONG	0.0081	0.0054 – 0.0124	12
Selection rate · SHORT	0.0046	0.0019 – 0.0056	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

-9.6213

short

13.6

total

3.9336

appearances 91392 · LONG 850 · SHORT 394

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