per-stock model-accuracy decomposition

7585.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	0.5836	0.4386 – 0.6369	12
Hit rate · SHORT	0.8698	0.8254 – 0.9685	12
Avg return · LONG (bps)	105.6	-45.4 – 295.1	12
Avg return · SHORT (bps)	685.3	484.5 – 909.7	12
Selection rate · LONG	0.0454	0.0388 – 0.0503	12
Selection rate · SHORT	0.0513	0.0419 – 0.0595	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

18.3

short

170.8

total

189.0

appearances 51456 · LONG 2333 · SHORT 2487

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