per-stock model-accuracy decomposition

7035.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	0.6750	0.3000 – 0.7579	12
Hit rate · SHORT	1	1 – 1	12
Avg return · LONG (bps)	4.4908	-71.0 – 46.8	12
Avg return · SHORT (bps)	1166.4	1146.5 – 1295.2	12
Selection rate · LONG	0.0079	0.0049 – 0.0097	12
Selection rate · SHORT	0.0214	0.0158 – 0.0241	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

-4.4080

short

174.4

total

170.0

appearances 69888 · LONG 630 · SHORT 1441

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