per-stock model-accuracy decomposition

7578.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	0.5952	0.5432 – 0.6991	12
Hit rate · SHORT	0.4222	0.3943 – 0.5081	12
Avg return · LONG (bps)	47.9	-10.3 – 161.1	12
Avg return · SHORT (bps)	-328.8	-405.8 – -256.7	12
Selection rate · LONG	0.0198	0.0182 – 0.0217	12
Selection rate · SHORT	0.0340	0.0306 – 0.0395	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

35.9

short

-270.5

total

-234.6

appearances 243456 · LONG 4805 · SHORT 8455

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