per-stock model-accuracy decomposition

7501.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	0.3208	0.2218 – 0.4530	12
Hit rate · SHORT	0.2981	0.1913 – 0.4044	12
Avg return · LONG (bps)	27.9	-91.6 – 241.3	12
Avg return · SHORT (bps)	-138.4	-161.3 – -62.7	12
Selection rate · LONG	0.0341	0.0214 – 0.0496	12
Selection rate · SHORT	0.0558	0.0386 – 0.0676	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

10.3

short

-12.4

total

-2.1662

appearances 20736 · LONG 766 · SHORT 1100

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