per-stock model-accuracy decomposition

7372.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	0.6853	0.6520 – 0.7630	12
Hit rate · SHORT	0.8397	0.5208 – 0.9375	12
Avg return · LONG (bps)	89.4	61.4 – 112.8	12
Avg return · SHORT (bps)	79.6	6.8997 – 143.8	12
Selection rate · LONG	0.0051	0.0045 – 0.0060	12
Selection rate · SHORT	0.0004	0.0001 – 0.0005	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

12.3

short

-0.0662

total

12.2

appearances 298752 · LONG 1606 · SHORT 111

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