per-stock model-accuracy decomposition

7927.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	0.5492	0.4894 – 0.7090	12
Hit rate · SHORT	0.2586	0.0660 – 0.7143	11
Avg return · LONG (bps)	15.1	-27.7 – 62.3	12
Avg return · SHORT (bps)	-145.2	-195.3 – 113.2	11
Selection rate · LONG	0.0019	0.0012 – 0.0031	12
Selection rate · SHORT	0.0002	0.0001 – 0.0011	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

1.6373

short

-4.7743

total

-3.1369

appearances 487680 · LONG 1152 · SHORT 347

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