per-stock model-accuracy decomposition

7709.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	0.5423	0.4662 – 0.5780	12
Hit rate · SHORT	0.6422	0.6184 – 0.6670	12
Avg return · LONG (bps)	294.4	78.2 – 375.3	12
Avg return · SHORT (bps)	242.4	189.0 – 288.1	12
Selection rate · LONG	0.0236	0.0209 – 0.0246	12
Selection rate · SHORT	0.0172	0.0148 – 0.0223	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

108.9

short

67.4

total

176.3

appearances 192000 · LONG 4342 · SHORT 3600

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