per-stock model-accuracy decomposition

7896.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	0.7333	0.5952 – 0.8646	10
Hit rate · SHORT	0.6667	0.6667 – 0.6667	1
Avg return · LONG (bps)	-9.0279	-63.5 – 49.9	10
Avg return · SHORT (bps)	193.9	193.9 – 193.9	1
Selection rate · LONG	0.0026	0.0013 – 0.0054	12
Selection rate · SHORT	0	0 – 0	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

0.1632

short

0.0582

total

0.2213

appearances 16128 · LONG 67 · SHORT 3

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