per-stock model-accuracy decomposition

6775.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	0.3322	0.2819 – 0.4227	12
Hit rate · SHORT	0.4669	0.3942 – 0.5328	12
Avg return · LONG (bps)	-81.5	-130.0 – -17.6	12
Avg return · SHORT (bps)	89.1	54.6 – 131.9	12
Selection rate · LONG	0.0287	0.0227 – 0.0329	12
Selection rate · SHORT	0.0252	0.0186 – 0.0283	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

-66.2

short

50.6

total

-15.6

appearances 266496 · LONG 7190 · SHORT 6362

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