per-stock model-accuracy decomposition

7777.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	0.2726	0.2179 – 0.2902	12
Hit rate · SHORT	0.6297	0.5527 – 0.7385	12
Avg return · LONG (bps)	-193.7	-216.4 – -178.6	12
Avg return · SHORT (bps)	213.2	155.0 – 271.3	12
Selection rate · LONG	0.0146	0.0128 – 0.0150	12
Selection rate · SHORT	0.0060	0.0055 – 0.0068	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

-234.0

short

93.5

total

-140.5

appearances 816384 · LONG 11672 · SHORT 5097

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