per-stock model-accuracy decomposition

7044.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	0.5046	0.4538 – 0.6295	12
Hit rate · SHORT	0.6502	0.6160 – 0.6796	12
Avg return · LONG (bps)	77.6	48.2 – 169.4	12
Avg return · SHORT (bps)	340.1	277.4 – 397.7	12
Selection rate · LONG	0.0163	0.0151 – 0.0176	12
Selection rate · SHORT	0.0258	0.0212 – 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

50.9

short

278.3

total

329.3

appearances 333312 · LONG 5505 · SHORT 8180

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