per-stock model-accuracy decomposition

7067.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	0.6285	0.1563 – 0.7767	12
Hit rate · SHORT	0.6075	0.4524 – 0.6860	12
Avg return · LONG (bps)	-34.9	-249.6 – 135.2	12
Avg return · SHORT (bps)	211.5	147.1 – 256.6	12
Selection rate · LONG	0.0214	0.0070 – 0.0239	12
Selection rate · SHORT	0.0449	0.0408 – 0.0484	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

-3.3483

short

39.8

total

36.4

appearances 49152 · LONG 855 · SHORT 2202

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