per-stock model-accuracy decomposition

7794.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	0.3277	0.2702 – 0.3875	12
Hit rate · SHORT	0.5681	0.5457 – 0.5970	12
Avg return · LONG (bps)	-55.7	-146.5 – -33.0	12
Avg return · SHORT (bps)	175.0	151.0 – 238.2	12
Selection rate · LONG	0.0082	0.0070 – 0.0105	12
Selection rate · SHORT	0.0218	0.0187 – 0.0247	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

-48.7

short

282.0

total

233.4

appearances 706752 · LONG 6234 · SHORT 15245

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