per-stock model-accuracy decomposition

7378.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	0.5935	0.5118 – 0.6405	12
Hit rate · SHORT	0.7331	0.6466 – 0.8534	12
Avg return · LONG (bps)	75.6	-65.2 – 107.3	12
Avg return · SHORT (bps)	96.9	26.5 – 126.4	12
Selection rate · LONG	0.0040	0.0037 – 0.0047	12
Selection rate · SHORT	0.0017	0.0015 – 0.0025	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

-0.0468

short

11.0

total

10.9

appearances 632832 · LONG 2544 · SHORT 1273

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