per-stock model-accuracy decomposition

7214.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	0.4670	0.2991 – 0.5805	12
Hit rate · SHORT	0.4736	0.4404 – 0.5048	12
Avg return · LONG (bps)	-98.7	-267.2 – 95.7	12
Avg return · SHORT (bps)	-22.7	-101.3 – 69.9	12
Selection rate · LONG	0.0103	0.0095 – 0.0140	12
Selection rate · SHORT	0.0208	0.0196 – 0.0237	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

-36.4

short

1.9955

total

-34.4

appearances 334080 · LONG 3945 · SHORT 7311

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