per-stock model-accuracy decomposition

7878.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	0.3212	0.2881 – 0.3367	12
Hit rate · SHORT	0.5738	0.5526 – 0.6187	12
Avg return · LONG (bps)	-158.8	-180.7 – -98.7	12
Avg return · SHORT (bps)	239.5	121.0 – 299.7	12
Selection rate · LONG	0.0331	0.0280 – 0.0382	12
Selection rate · SHORT	0.0561	0.0497 – 0.0643	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

-91.3

short

231.9

total

140.6

appearances 186624 · LONG 6442 · SHORT 10411

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