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ゆうちょ銀行 (7182.T) quant model fit

7182.T·銀行·jp-listed
computed asof 2026-10-01T02:33:09

Median hit rate and return when a model selected ゆうちょ銀行 (7182.T). Model: ml-factor-lgbm-9f-jp-growth. Model–stock fit, not a buy signal.

Median LONG hit rate is 0.49 (n=12). near a coin flip.Median LONG return is +0.9 bps.

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 — strategy verdict: marginal. 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)

metricmedianp25 – p75n
Hit rate · LONG0.48530.3333 – 0.722912
Hit rate · SHORTthin n11 – 11
Avg return · LONG (bps)0.8891-49.1 – 75.212
Avg return · SHORT (bps)thin n315.4315.4 – 315.41
Selection rate · LONG0.00010.0001 – 0.000312
Selection rate · SHORT00 – 012

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%). Metrics with n = 0 are omitted. Rows marked thin n have fewer than 5 observations — do not over-read them.

PnL contribution

long
0.7369
short
0.0631
total
0.8000

Selected LONG 148 / SHORT 2 times out of 871,680 appearances (0.017% LONG).

sum of per-trade decimal returns across all grid combos and retrain periods (0.01 = one trade returning 1%)

/ai/stocks/7182.T.md/v1/stocks/7182.T
Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.