per-stock model-accuracy decomposition

7806.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	0.5859	0.5160 – 0.6366	12
Hit rate · SHORT	0.2638	0.1505 – 0.4237	12
Avg return · LONG (bps)	53.8	31.4 – 93.6	12
Avg return · SHORT (bps)	-124.9	-203.9 – -19.1	12
Selection rate · LONG	0.0033	0.0025 – 0.0036	12
Selection rate · SHORT	0.0013	0.0008 – 0.0016	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

16.8

short

-15.3

total

1.4713

appearances 807936 · LONG 2450 · SHORT 1091

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